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ResearchFormerly WizWand

Portfolio Optimization on Model M1 Scenario S2

2.001Annualized Sharpe RatioBNN-EI
1.528841.651421.7741.89658Apr 18, 2025
Updated 6mo ago

Evaluation results

MethodLinks
BNN-EIη=5002025.042.001
BNN-UCBη=5002025.041.955
GP-EIη=5002025.041.904
TPE-ASη=5002025.041.678
GP-PIη=5002025.041.665
GP-UCBη=5002025.041.656
BNN-PIη=5002025.041.547