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ResearchFormerly WizWand

Portfolio Optimization on Model Scenario S1 M1

3.091Annualized Sharpe RatioTPE-AS
2.62822.748352.86852.98865Apr 18, 2025
Updated 6mo ago

Evaluation results

MethodLinks
TPE-ASη=5002025.043.091
BNN-EIη=5002025.042.999
GP-EIη=5002025.042.998
GP-PIη=5002025.042.866
GP-UCBη=5002025.042.752
BNN-PIη=5002025.042.665
BNN-UCBη=5002025.042.646