Portfolio Optimization on Portfolio Scenario M2-S2
0.17Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.17 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.193 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.277 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.367 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.497 | |
| BNN-EIOptimization steps (η)=5002025.04 | 1.07 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 1.083 |