Portfolio Optimization on Portfolio Scenario M2-S3
0.107Model Performance Variance (σ²)GP-PI
Evaluation results
| Method | Links | |
|---|---|---|
| GP-PIOptimization steps (η)=5002025.04 | 0.107 | |
| TPE-ASOptimization steps (η)=5002025.04 | 0.111 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.171 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.182 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.224 | |
| BNN-EIOptimization steps (η)=5002025.04 | 0.468 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 0.712 |