Portfolio Optimization on Portfolio Scenario M3-S1
0.309Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.309 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.717 | |
| GP-EIOptimization steps (η)=5002025.04 | 1.327 | |
| BNN-PIOptimization steps (η)=5002025.04 | 1.393 | |
| GP-UCBOptimization steps (η)=5002025.04 | 1.435 | |
| BNN-EIOptimization steps (η)=5002025.04 | 1.991 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 2.031 |