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ResearchFormerly WizWand

Portfolio Optimization on FF100MEINV (Average Running Time)

0Average Running Time (s)S3
-0.9595975.51798811.99557318.473157Oct 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
S3Period=One period2024.100
S2Period=One period2024.100
S1Period=One period2024.100.0001
PLCTPeriod=One period2024.100.0059
IPSRM-DPeriod=One period2024.100.0144
SSMPPeriod=One period2024.100.0145
MAXERPeriod=One period2024.100.0152
SPOLCPeriod=One period2024.100.0296
mSSRM-PGAPeriod=One period2024.100.0696
SSPOPeriod=One period2024.100.0864
SDP RelaxationPeriod=One period2024.1023.9911