ResearchBenchmarksPortfolio Optimization on Model M2 Scenario S1Portfolio Optimization on Model M2 Scenario S1Follow3.405Annualized Sharpe RatioTPE-AS2.7032.885253.06753.24975Apr 18, 2025Evaluation resultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.043.405BNN-EIη=500η=5002025.043.145GP-EIη=500η=5002025.042.976GP-PIη=500η=5002025.042.844BNN-PIη=500η=5002025.042.811BNN-UCBη=500η=5002025.042.792GP-UCBη=500η=5002025.042.73