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ResearchFormerly WizWand

Portfolio Optimization on Model M2 Scenario S2

2.006Annualized Sharpe RatioTPE-AS
1.400721.557861.7151.87214Apr 18, 2025
Updated 6mo ago

Evaluation results

MethodLinks
TPE-ASη=5002025.042.006
BNN-UCBη=5002025.041.92
BNN-EIη=5002025.041.849
GP-EIη=5002025.041.672
BNN-PIη=5002025.041.595
GP-PIη=5002025.041.433
GP-UCBη=5002025.041.424