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ResearchFormerly WizWand

Portfolio Optimization on Portfolio Degree 2, 4, 6, 8 (test)

3.59Average Relative RegretGen-DFL
2.81888.024413.2318.4356Feb 8, 2025
Updated 8mo ago

Evaluation results

MethodLinks
Gen-DFLDegree=8, Noise Level (σ)=202025.023.59
Gen-DFLDegree=2, Noise Level (σ)=202025.023.71
Gen-DFLDegree=4, Noise Level (σ)=202025.023.81
Gen-DFLDegree=6, Noise Level (σ)=202025.024.31
SPO+Degree=2, Noise Level (σ)=202025.026.92
SPO+Degree=8, Noise Level (σ)=202025.026.98
SPO+Degree=6, Noise Level (σ)=202025.027.01
SPO+Degree=4, Noise Level (σ)=202025.027.23
Diff-DRODegree=4, Noise Level (σ)=202025.027.41
NCEDegree=4, Noise Level (σ)=202025.027.81
NCEDegree=8, Noise Level (σ)=202025.027.93
Diff-DRODegree=2, Noise Level (σ)=202025.028.3
MAPDegree=4, Noise Level (σ)=202025.028.43
MAPDegree=6, Noise Level (σ)=202025.028.51
Diff-DRODegree=6, Noise Level (σ)=202025.028.56
NCEDegree=2, Noise Level (σ)=202025.028.57
Diff-DRODegree=8, Noise Level (σ)=202025.028.65
NCEDegree=6, Noise Level (σ)=202025.028.69
MAPDegree=2, Noise Level (σ)=202025.028.88
MAPDegree=8, Noise Level (σ)=202025.028.9
PairwiseDegree=8, Noise Level (σ)=202025.0210.44
PairwiseDegree=4, Noise Level (σ)=202025.0211.16
PairwiseDegree=2, Noise Level (σ)=202025.0211.48
PairwiseDegree=6, Noise Level (σ)=202025.0211.54
2Stage (PTO)Degree=4, Noise Level (σ)=202025.0214.89
2Stage (PTO)Degree=6, Noise Level (σ)=202025.0216.02
2Stage (PTO)Degree=8, Noise Level (σ)=202025.0216.17
2Stage (PTO)Degree=2, Noise Level (σ)=202025.0216.9
ListwiseDegree=6, Noise Level (σ)=202025.0218.57
ListwiseDegree=4, Noise Level (σ)=202025.0220.7
ListwiseDegree=8, Noise Level (σ)=202025.0221.92
ListwiseDegree=2, Noise Level (σ)=202025.0222.87