ResearchBenchmarksPortfolio Optimization on Model Scenario S2 M3Follow1.673Annualized Sharpe RatioTPE-AS1.279881.381941.4841.58606Apr 18, 2025Evaluation ResultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.041.673BNN-EIη=500η=5002025.041.66GP-EIη=500η=5002025.041.596BNN-UCBη=500η=5002025.041.565GP-PIη=500η=5002025.041.394GP-UCBη=500η=5002025.041.386BNN-PIη=500η=5002025.041.295