Portfolio Optimization on Portfolio Scenario M2-S1
0.492Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.492 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.512 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.9 | |
| GP-UCBOptimization steps (η)=5002025.04 | 1.004 | |
| BNN-PIOptimization steps (η)=5002025.04 | 1.091 | |
| BNN-EIOptimization steps (η)=5002025.04 | 1.667 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 1.705 |