Portfolio Optimization on Market Data COVID
0.3328ReturnDRL (PPO) Optimized
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| DRL (PPO) OptimizedCPU Time=730.8s2026.07 | 0.3328 | 0.1754 | 1.897 | 0.4601 | |
| NSGA-II OptimizedCPU Time=304.6s2026.07 | 0.3269 | 0.1708 | 1.914 | 0.4462 | |
| Base Portfolio2026.07 | 0.2338 | 0.1559 | 1.499 | 0.4136 |