Portfolio Optimization on Financial dataset top-100 stocks
25.02ReturnsGraphL0BnB
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| GraphL0BnBRuntime=19.022023.07 | 25.02 | 0.38 | 2,398 | |
| GLASSORuntime=0.422023.07 | 24.98 | 0.34 | 3,060 | |
| CONCORDRuntime=12.632023.07 | 24.87 | 0.41 | 107 | |
| CLIMERuntime=44.112023.07 | 24.5 | 0.47 | 3,371 | |
| Baseline2023.07 | 24.02 | 0.35 | — |