Portfolio Optimization on Portfolio Scenario M1-S3
0.073Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.073 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.116 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.18 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.191 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.209 | |
| BNN-EIOptimization steps (η)=5002025.04 | 0.453 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 0.697 |