ResearchBenchmarksPortfolio Optimization on Model M1 Scenario S2Follow2.001Annualized Sharpe RatioBNN-EI1.528841.651421.7741.89658Apr 18, 2025Evaluation ResultsMethodMethodLinksAnnualized Sharpe RatioBNN-EIη=500η=5002025.042.001BNN-UCBη=500η=5002025.041.955GP-EIη=500η=5002025.041.904TPE-ASη=500η=5002025.041.678GP-PIη=500η=5002025.041.665GP-UCBη=500η=5002025.041.656BNN-PIη=500η=5002025.041.547