ResearchBenchmarksPortfolio Optimization on Model Scenario S4 M2Portfolio Optimization on Model Scenario S4 M2Follow0.86Annualized Sharpe RatioGP-EI0.64680.702150.75750.81285Apr 18, 2025Evaluation resultsMethodMethodLinksAnnualized Sharpe RatioGP-EIη=500η=5002025.040.86GP-PIη=500η=5002025.040.84BNN-PIη=500η=5002025.040.798TPE-ASη=500η=5002025.040.787BNN-EIη=500η=5002025.040.776GP-UCBη=500η=5002025.040.686BNN-UCBη=500η=5002025.040.655