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ResearchFormerly WizWand

Portfolio Optimization on Noisy Portfolio Return Series

0.0224MSEPredict-then-Optimize
0.0201720.0352110.050250.065289Feb 16, 2026
Updated 8mo ago

Evaluation results

MethodLinks
Predict-then-Optimizerebalancing budget (γ)=0.52026.020.0224
Time2Deciderebalancing budget (γ)=0.52026.020.0232
Time2Deciderebalancing budget (γ)=0.752026.020.0245
Predict-then-Optimizerebalancing budget (γ)=0.752026.020.03
SFTrebalancing budget (γ)=0.52026.020.0324
Time2Deciderebalancing budget (γ)=1.252026.020.0332
Uniformrebalancing budget (γ)=0.52026.020.0336
Time2Deciderebalancing budget (γ)=1.52026.020.0344
SFTrebalancing budget (γ)=0.752026.020.0347
Time2Deciderebalancing budget (γ)=1.02026.020.0347
Uniformrebalancing budget (γ)=0.752026.020.0356
Time2Deciderebalancing budget (γ)=1.752026.020.0394
Uniformrebalancing budget (γ)=1.02026.020.0403
Predict-then-Optimizerebalancing budget (γ)=1.02026.020.0407
SFTrebalancing budget (γ)=1.02026.020.0408
Pretrainedrebalancing budget (γ)=0.52026.020.0409
Uniformrebalancing budget (γ)=1.252026.020.0415
SFTrebalancing budget (γ)=1.252026.020.042
Pretrainedrebalancing budget (γ)=0.752026.020.0428
SFTrebalancing budget (γ)=1.52026.020.0434
Predict-then-Optimizerebalancing budget (γ)=1.252026.020.0446
Uniformrebalancing budget (γ)=1.52026.020.0449
Time2Deciderebalancing budget (γ)=2.02026.020.0476
Pretrainedrebalancing budget (γ)=1.252026.020.0479
Pretrainedrebalancing budget (γ)=1.02026.020.0485
SFTrebalancing budget (γ)=1.752026.020.0496
Uniformrebalancing budget (γ)=1.752026.020.0506
Predict-then-Optimizerebalancing budget (γ)=1.52026.020.0522
Pretrainedrebalancing budget (γ)=1.52026.020.0529
SFTrebalancing budget (γ)=2.02026.020.0562
Pretrainedrebalancing budget (γ)=1.752026.020.0582
Uniformrebalancing budget (γ)=2.02026.020.0585
Predict-then-Optimizerebalancing budget (γ)=1.752026.020.0633
Pretrainedrebalancing budget (γ)=2.02026.020.0664
Predict-then-Optimizerebalancing budget (γ)=2.02026.020.0781