Portfolio Optimization on Ten global equity indices (Pre-COVID)
19.63ReturnNSGA-II Optimized
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| NSGA-II OptimizedRisk Measure=Variance, CPU Time=58.0s2026.07 | 19.63 | 8.8 | 2.231 | 0.0077 | |
| DRL (PPO) OptimizedRisk Measure=Variance, CPU Time=848.3s2026.07 | 19.18 | 8.61 | 2.226 | 0.0074 | |
| Base PortfolioRisk Measure=Variance2026.07 | 15.11 | 9.49 | 1.591 | 0.009 |