Portfolio Optimization on Portfolio Scenario M3-S3
0.071Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.071 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.113 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 0.148 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.176 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.187 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.204 | |
| BNN-EIOptimization steps (η)=5002025.04 | 0.443 |