Portfolio Optimization on Portfolio Scenario M2-S4
0.049Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.049 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.066 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.085 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.109 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.114 | |
| BNN-EIOptimization steps (η)=5002025.04 | 0.221 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 0.226 |