Portfolio Optimization on Market Data (Post-COVID)
13.88ReturnNSGA-II Optimized
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| NSGA-II OptimizedCPU Time=305.2s2026.07 | 13.88 | 10.87 | 1.277 | 29.12 | |
| DRL (PPO) OptimizedCPU Time=725.8s2026.07 | 13.64 | 10.99 | 1.241 | 29.35 | |
| Base Portfolio2026.07 | 7.05 | 11.16 | 0.631 | 30.28 |