Portfolio Optimization on Portfolio Scenario M1-S2
0.131Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.131 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.223 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.407 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.497 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.533 | |
| BNN-EIOptimization steps (η)=5002025.04 | 1.106 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 1.119 |