Portfolio Management on S&P 500
14Annualized ReturnPRISM-VQ
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| PRISM-VQTop-K size=402026.05 | 14 | 16 | 0.67 | |
| PRISM-VQTop-K size=502026.05 | 12 | 16 | 0.61 | |
| XGBTop-K size=402026.05 | 11 | 20 | 0.45 | |
| VAETop-K size=502026.05 | 11 | 22 | 0.54 | |
| MATCCTop-K size=402026.05 | 11 | 21 | 0.51 | |
| XGBTop-K size=502026.05 | 10 | 20 | 0.42 | |
| TCNTop-K size=402026.05 | 10 | 24 | 0.43 | |
| TCNTop-K size=502026.05 | 10 | 25 | 0.46 | |
| MASTERTop-K size=402026.05 | 10 | 21 | 0.44 | |
| MASTERTop-K size=502026.05 | 10 | 22 | 0.43 | |
| MATCCTop-K size=502026.05 | 10 | 22 | 0.47 | |
| VAETop-K size=402026.05 | 9 | 24 | 0.47 | |
| VQVAETop-K size=402026.05 | 9 | 20 | 0.45 | |
| VQVAETop-K size=502026.05 | 9 | 21 | 0.47 | |
| GRUTop-K size=402026.05 | 8 | 30 | 0.35 | |
| TransTop-K size=402026.05 | 8 | 28 | 0.35 | |
| TransTop-K size=502026.05 | 8 | 27 | 0.35 | |
| CAETop-K size=402026.05 | 8 | 21 | 0.42 | |
| CAETop-K size=502026.05 | 8 | 20 | 0.44 | |
| GRUTop-K size=502026.05 | 7 | 28 | 0.3 | |
| DTMLTop-K size=402026.05 | 7 | 19 | 0.39 | |
| DTMLTop-K size=502026.05 | 6 | 19 | 0.36 |