Portfolio Optimization on Ten global equity indices Post-COVID
0.1308ReturnDRL (PPO) Optimized
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| DRL (PPO) OptimizedRisk Measure=Variance, CPU Time=832.4s2026.07 | 0.1308 | 0.1056 | 1.239 | 0.0112 | |
| NSGA-II OptimizedRisk Measure=Variance, CPU Time=63.0s2026.07 | 0.1303 | 0.1043 | 1.25 | 0.0109 | |
| Base PortfolioRisk Measure=Variance2026.07 | 0.0705 | 0.1116 | 0.632 | 0.0125 |