ResearchBenchmarksPortfolio Performance Optimization on FTSE100 Pre-COVID 2018-2019Portfolio Performance Optimization on FTSE100 Pre-COVID 2018-2019Follow0.959VarianceBaseline0.904241.273871.64352.01313Jul 7, 2026Evaluation resultsMethodMethodLinksVarianceCVaREVaRBaseline2026.070.9590.9740.959PPO2026.071.3641.3291.535NSGA-II2026.072.3281.9262.214