ResearchBenchmarksPortfolio Optimization on Model Scenario S3 M3Portfolio Optimization on Model Scenario S3 M3Follow1.047Annualized Sharpe RatioTPE-AS0.97420.99311.0121.0309Apr 18, 2025Evaluation resultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.041.047GP-EIη=500η=5002025.041.04GP-PIη=500η=5002025.041.013BNN-UCBη=500η=5002025.041.01BNN-EIη=500η=5002025.041.001BNN-PIη=500η=5002025.040.993GP-UCBη=500η=5002025.040.977