Portfolio Optimization on Portfolio Scenario M1-S1
0.613Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.613 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.69 | |
| GP-EIOptimization steps (η)=5002025.04 | 1.278 | |
| BNN-PIOptimization steps (η)=5002025.04 | 1.341 | |
| GP-UCBOptimization steps (η)=5002025.04 | 1.382 | |
| BNN-EIOptimization steps (η)=5002025.04 | 1.917 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 1.955 |