ResearchBenchmarksPortfolio Optimization on Model Scenario S1 M1Follow3.091Annualized Sharpe RatioTPE-AS2.62822.748352.86852.98865Apr 18, 2025Evaluation ResultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.043.091BNN-EIη=500η=5002025.042.999GP-EIη=500η=5002025.042.998GP-PIη=500η=5002025.042.866GP-UCBη=500η=5002025.042.752BNN-PIη=500η=5002025.042.665BNN-UCBη=500η=5002025.042.646