ResearchBenchmarksPortfolio Optimization on Model Scenario S1 M3Follow3.48Annualized Sharpe RatioTPE-AS3.05363.16433.2753.3857Apr 18, 2025Evaluation ResultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.043.48BNN-EIη=500η=5002025.043.479GP-PIη=500η=5002025.043.323GP-EIη=500η=5002025.043.288GP-UCBη=500η=5002025.043.192BNN-PIη=500η=5002025.043.095BNN-UCBη=500η=5002025.043.07