Portfolio Optimization on Ten global equity indices (COVID)
0.2958ReturnNSGA-II Optimized
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| NSGA-II OptimizedRisk Measure=Variance, CPU Time=57.2s2026.07 | 0.2958 | 0.1562 | 1.894 | 0.0244 | |
| DRL (PPO) OptimizedRisk Measure=Variance, CPU Time=848.7s2026.07 | 0.2952 | 0.1572 | 1.878 | 0.0247 | |
| Base PortfolioRisk Measure=Variance2026.07 | 0.2338 | 0.1559 | 1.499 | 0.0243 |