Portfolio Optimization on Market Data (Pre-COVID)
0.2236ReturnNSGA-II Optimized
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| NSGA-II OptimizedCPU Time=73.96s2026.07 | 0.2236 | 0.1095 | 2.041 | 4.7478 | — | |
| NSGA-II OptimizedCPU Time=303.4s2026.07 | 0.1958 | 0.0871 | 2.249 | — | 0.2281 | |
| DRL (PPO) OptimizedCPU Time=725.1s2026.07 | 0.1957 | 0.0887 | 2.206 | — | 0.232 | |
| DRL (PPO) OptimizedCPU Time=356.8s2026.07 | 0.1912 | 0.0853 | 2.241 | 0.0013 | — | |
| Base Portfolio2026.07 | 0.1511 | 0.0949 | 1.591 | 4.7507 | — | |
| Base Portfolio2026.07 | 0.1511 | 0.0949 | 1.591 | — | 0.2502 |