Portfolio Optimization on Market Data (Post-COVID regime)
14.42ReturnNSGA-II Optimized
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| NSGA-II OptimizedCPU Time=67.82s2026.07 | 14.42 | 12.3 | 1.172 | 4.7543 | |
| DRL (PPO) OptimizedCPU Time=352.9s2026.07 | 13.32 | 10.64 | 1.251 | 0.0124 | |
| Base Portfolio2026.07 | 7.05 | 11.16 | 0.631 | 4.7576 |