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ResearchFormerly WizWand

Portfolio Optimization on Model M2 Scenario S3

1.222Annualized Sharpe RatioGP-EI
1.042081.088791.13551.18221Apr 18, 2025
Updated 6mo ago

Evaluation results

MethodLinks
GP-EIη=5002025.041.222
GP-PIη=5002025.041.195
GP-UCBη=5002025.041.159
BNN-UCBη=5002025.041.102
BNN-EIη=5002025.041.093
BNN-PIη=5002025.041.085
TPE-ASη=5002025.041.049