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ResearchFormerly WizWand

Portfolio Optimization on Model Scenario S2 M3

1.673Annualized Sharpe RatioTPE-AS
1.279881.381941.4841.58606Apr 18, 2025
Updated 6mo ago

Evaluation results

MethodLinks
TPE-ASη=5002025.041.673
BNN-EIη=5002025.041.66
GP-EIη=5002025.041.596
BNN-UCBη=5002025.041.565
GP-PIη=5002025.041.394
GP-UCBη=5002025.041.386
BNN-PIη=5002025.041.295