Portfolio Optimization on Financial dataset p = 1452 (full data)
8.96ReturnsGraphL0BnB
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| GraphL0BnBRuntime=4592023.07 | 8.96 | 36 | 27,055 | |
| GLASSORuntime=14702023.07 | 2.5 | 20 | 114,450 | |
| Baseline2023.07 | 1.34 | 68 | — |
| Method | Links | |||
|---|---|---|---|---|
| GraphL0BnBRuntime=4592023.07 | 8.96 | 36 | 27,055 | |
| GLASSORuntime=14702023.07 | 2.5 | 20 | 114,450 | |
| Baseline2023.07 | 1.34 | 68 | — |