ResearchBenchmarksPortfolio Optimization on Model Scenario S3 M1Portfolio Optimization on Model Scenario S3 M1Follow1.035Annualized Sharpe RatioTPE-AS0.96220.981111.0189Apr 18, 2025Evaluation resultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.041.035GP-EIη=500η=5002025.041.028GP-PIη=500η=5002025.041.001BNN-UCBη=500η=5002025.040.998BNN-EIη=500η=5002025.040.989BNN-PIη=500η=5002025.040.981GP-UCBη=500η=5002025.040.965