ResearchBenchmarksPortfolio Optimization on Model S4 M1Portfolio Optimization on Model S4 M1Follow0.754Annualized Sharpe RatioTPE-AS0.536640.593070.64950.70593Apr 18, 2025Evaluation resultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.040.754GP-EIη=500η=5002025.040.719BNN-PIη=500η=5002025.040.711GP-PIη=500η=5002025.040.699BNN-EIη=500η=5002025.040.689BNN-UCBη=500η=5002025.040.568GP-UCBη=500η=5002025.040.545