Portfolio Optimization on Portfolio Scenario M3-S4
0.033Model Performance Variance (σ²)TPE-AS
Evaluation results
| Method | Links | |
|---|---|---|
| TPE-ASOptimization steps (η)=5002025.04 | 0.033 | |
| GP-PIOptimization steps (η)=5002025.04 | 0.039 | |
| GP-EIOptimization steps (η)=5002025.04 | 0.052 | |
| GP-UCBOptimization steps (η)=5002025.04 | 0.068 | |
| BNN-PIOptimization steps (η)=5002025.04 | 0.073 | |
| BNN-EIOptimization steps (η)=5002025.04 | 0.145 | |
| BNN-UCBOptimization steps (η)=5002025.04 | 0.148 |