Portfolio Optimization on Portfolio Degree 2, 4, 6, 8 (test)
3.59Average Relative RegretGen-DFL
Evaluation Results
| Method | Links | |
|---|---|---|
| Gen-DFLDegree=8, Noise Level (σ)=202025.02 | 3.59 | |
| Gen-DFLDegree=2, Noise Level (σ)=202025.02 | 3.71 | |
| Gen-DFLDegree=4, Noise Level (σ)=202025.02 | 3.81 | |
| Gen-DFLDegree=6, Noise Level (σ)=202025.02 | 4.31 | |
| SPO+Degree=2, Noise Level (σ)=202025.02 | 6.92 | |
| SPO+Degree=8, Noise Level (σ)=202025.02 | 6.98 | |
| SPO+Degree=6, Noise Level (σ)=202025.02 | 7.01 | |
| SPO+Degree=4, Noise Level (σ)=202025.02 | 7.23 | |
| Diff-DRODegree=4, Noise Level (σ)=202025.02 | 7.41 | |
| NCEDegree=4, Noise Level (σ)=202025.02 | 7.81 | |
| NCEDegree=8, Noise Level (σ)=202025.02 | 7.93 | |
| Diff-DRODegree=2, Noise Level (σ)=202025.02 | 8.3 | |
| MAPDegree=4, Noise Level (σ)=202025.02 | 8.43 | |
| MAPDegree=6, Noise Level (σ)=202025.02 | 8.51 | |
| Diff-DRODegree=6, Noise Level (σ)=202025.02 | 8.56 | |
| NCEDegree=2, Noise Level (σ)=202025.02 | 8.57 | |
| Diff-DRODegree=8, Noise Level (σ)=202025.02 | 8.65 | |
| NCEDegree=6, Noise Level (σ)=202025.02 | 8.69 | |
| MAPDegree=2, Noise Level (σ)=202025.02 | 8.88 | |
| MAPDegree=8, Noise Level (σ)=202025.02 | 8.9 | |
| PairwiseDegree=8, Noise Level (σ)=202025.02 | 10.44 | |
| PairwiseDegree=4, Noise Level (σ)=202025.02 | 11.16 | |
| PairwiseDegree=2, Noise Level (σ)=202025.02 | 11.48 | |
| PairwiseDegree=6, Noise Level (σ)=202025.02 | 11.54 | |
| 2Stage (PTO)Degree=4, Noise Level (σ)=202025.02 | 14.89 | |
| 2Stage (PTO)Degree=6, Noise Level (σ)=202025.02 | 16.02 | |
| 2Stage (PTO)Degree=8, Noise Level (σ)=202025.02 | 16.17 | |
| 2Stage (PTO)Degree=2, Noise Level (σ)=202025.02 | 16.9 | |
| ListwiseDegree=6, Noise Level (σ)=202025.02 | 18.57 | |
| ListwiseDegree=4, Noise Level (σ)=202025.02 | 20.7 | |
| ListwiseDegree=8, Noise Level (σ)=202025.02 | 21.92 | |
| ListwiseDegree=2, Noise Level (σ)=202025.02 | 22.87 |