Portfolio Optimization on Market Data COVID regime
33.55ReturnNSGA-II Optimized
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| NSGA-II OptimizedCPU Time=69.23s2026.07 | 33.55 | 17.6 | 1.906 | 4.7507 | |
| DRL (PPO) OptimizedCPU Time=351.5s2026.07 | 32.19 | 17.05 | 1.888 | 0.0073 | |
| Base Portfolio2026.07 | 23.38 | 15.59 | 1.499 | 4.7535 |