ResearchBenchmarksPortfolio Optimization on Model Scenario S4 M3Portfolio Optimization on Model Scenario S4 M3Follow0.821Annualized Sharpe RatioTPE-AS0.584920.646210.70750.76879Apr 18, 2025Evaluation resultsMethodMethodLinksAnnualized Sharpe RatioTPE-ASη=500η=5002025.040.821GP-EIη=500η=5002025.040.783BNN-PIη=500η=5002025.040.775GP-PIη=500η=5002025.040.761BNN-EIη=500η=5002025.040.751BNN-UCBη=500η=5002025.040.619GP-UCBη=500η=5002025.040.594