Portfolio Optimization on Portfolio Scenario M1-S4
0.049Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.049 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.078 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.096 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.102 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.11 | |
| BNN-EIOptimization steps (η)=5002025.04 | 0.217 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 0.222 |