Portfolio Optimization on Portfolio Scenario M3-S2
0.084Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.084 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.12 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.22 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.268 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.288 | |
| BNN-EIOptimization steps (η)=5002025.04 | 0.597 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 0.604 |