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ResearchFormerly WizWand

Portfolio Optimization on Model Scenario S1 M3

3.48Annualized Sharpe RatioTPE-AS
3.05363.16433.2753.3857Apr 18, 2025
Updated 6mo ago

Evaluation results

MethodLinks
TPE-ASη=5002025.043.48
BNN-EIη=5002025.043.479
GP-PIη=5002025.043.323
GP-EIη=5002025.043.288
GP-UCBη=5002025.043.192
BNN-PIη=5002025.043.095
BNN-UCBη=5002025.043.07