ResearchBenchmarksPortfolio Optimization on Model M2 Scenario S2Follow2.006Annualized Sharpe RatioTPE-AS1.400721.557861.7151.87214Apr 18, 2025Evaluation ResultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.042.006BNN-UCBη=500η=5002025.041.92BNN-EIη=500η=5002025.041.849GP-EIη=500η=5002025.041.672BNN-PIη=500η=5002025.041.595GP-PIη=500η=5002025.041.433GP-UCBη=500η=5002025.041.424