Risk measure computation on Sparse random domains smaller scale
0Mean Runtime (ms)E
Evaluation Results
| Method | Links | |
|---|---|---|
| En=1000, risk level (alpha)=0.95, trials=502026.07 | 0 | |
| En=2000, risk level (alpha)=0.95, trials=502026.07 | 0 | |
| En=4000, risk level (alpha)=0.95, trials=502026.07 | 0 | |
| En=6000, risk level (alpha)=0.95, trials=502026.07 | 0 | |
| En=7000, risk level (alpha)=0.95, trials=502026.07 | 0 | |
| En=8000, risk level (alpha)=0.95, trials=502026.07 | 0 | |
| QVaRn=1000, risk level (alpha)=0.95, trials=502026.07 | 0.01 | |
| En=3000, risk level (alpha)=0.95, trials=502026.07 | 0.01 | |
| En=5000, risk level (alpha)=0.95, trials=502026.07 | 0.01 | |
| En=9000, risk level (alpha)=0.95, trials=502026.07 | 0.01 | |
| En=10000, risk level (alpha)=0.95, trials=502026.07 | 0.01 | |
| QCVaRn=1000, risk level (alpha)=0.95, trials=502026.07 | 0.02 | |
| QTVaRn=1000, risk level (alpha)=0.95, trials=502026.07 | 0.02 | |
| QVaRn=2000, risk level (alpha)=0.95, trials=502026.07 | 0.02 | |
| VaRn=1000, risk level (alpha)=0.95, trials=502026.07 | 0.03 | |
| CVaRn=1000, risk level (alpha)=0.95, trials=502026.07 | 0.03 | |
| TVaRn=1000, risk level (alpha)=0.95, trials=502026.07 | 0.03 | |
| QCVaRn=2000, risk level (alpha)=0.95, trials=502026.07 | 0.03 | |
| QTVaRn=2000, risk level (alpha)=0.95, trials=502026.07 | 0.04 | |
| QVaRn=3000, risk level (alpha)=0.95, trials=502026.07 | 0.04 | |
| QVaRn=4000, risk level (alpha)=0.95, trials=502026.07 | 0.04 | |
| QCVaRn=3000, risk level (alpha)=0.95, trials=502026.07 | 0.05 | |
| QVaRn=5000, risk level (alpha)=0.95, trials=502026.07 | 0.05 | |
| VaRn=2000, risk level (alpha)=0.95, trials=502026.07 | 0.06 | |
| CVaRn=2000, risk level (alpha)=0.95, trials=502026.07 | 0.06 | |
| TVaRn=2000, risk level (alpha)=0.95, trials=502026.07 | 0.06 | |
| QCVaRn=4000, risk level (alpha)=0.95, trials=502026.07 | 0.06 | |
| QTVaRn=3000, risk level (alpha)=0.95, trials=502026.07 | 0.07 | |
| QTVaRn=4000, risk level (alpha)=0.95, trials=502026.07 | 0.08 | |
| QVaRn=6000, risk level (alpha)=0.95, trials=502026.07 | 0.08 | |
| QVaRn=7000, risk level (alpha)=0.95, trials=502026.07 | 0.08 | |
| VaRn=3000, risk level (alpha)=0.95, trials=502026.07 | 0.09 | |
| QVaRn=8000, risk level (alpha)=0.95, trials=502026.07 | 0.09 | |
| QVaRn=9000, risk level (alpha)=0.95, trials=502026.07 | 0.09 | |
| CVaRn=3000, risk level (alpha)=0.95, trials=502026.07 | 0.1 | |
| TVaRn=3000, risk level (alpha)=0.95, trials=502026.07 | 0.1 | |
| QCVaRn=5000, risk level (alpha)=0.95, trials=502026.07 | 0.1 | |
| QTVaRn=5000, risk level (alpha)=0.95, trials=502026.07 | 0.1 | |
| QCVaRn=6000, risk level (alpha)=0.95, trials=502026.07 | 0.1 | |
| QTVaRn=6000, risk level (alpha)=0.95, trials=502026.07 | 0.11 | |
| QVaRn=10000, risk level (alpha)=0.95, trials=502026.07 | 0.11 | |
| QCVaRn=7000, risk level (alpha)=0.95, trials=502026.07 | 0.12 | |
| QCVaRn=9000, risk level (alpha)=0.95, trials=502026.07 | 0.12 | |
| VaRn=4000, risk level (alpha)=0.95, trials=502026.07 | 0.13 | |
| TVaRn=4000, risk level (alpha)=0.95, trials=502026.07 | 0.13 | |
| QTVaRn=7000, risk level (alpha)=0.95, trials=502026.07 | 0.13 | |
| QCVaRn=8000, risk level (alpha)=0.95, trials=502026.07 | 0.13 | |
| CVaRn=4000, risk level (alpha)=0.95, trials=502026.07 | 0.14 | |
| QTVaRn=8000, risk level (alpha)=0.95, trials=502026.07 | 0.15 | |
| VaRn=5000, risk level (alpha)=0.95, trials=502026.07 | 0.16 | |
| QCVaRn=10000, risk level (alpha)=0.95, trials=502026.07 | 0.16 | |
| CVaRn=5000, risk level (alpha)=0.95, trials=502026.07 | 0.17 | |
| QTVaRn=9000, risk level (alpha)=0.95, trials=502026.07 | 0.17 | |
| TVaRn=5000, risk level (alpha)=0.95, trials=502026.07 | 0.18 | |
| QTVaRn=10000, risk level (alpha)=0.95, trials=502026.07 | 0.19 | |
| VaRn=6000, risk level (alpha)=0.95, trials=502026.07 | 0.2 | |
| CVaRn=6000, risk level (alpha)=0.95, trials=502026.07 | 0.21 | |
| TVaRn=6000, risk level (alpha)=0.95, trials=502026.07 | 0.21 | |
| VaRn=7000, risk level (alpha)=0.95, trials=502026.07 | 0.23 | |
| TVaRn=7000, risk level (alpha)=0.95, trials=502026.07 | 0.24 | |
| CVaRn=7000, risk level (alpha)=0.95, trials=502026.07 | 0.25 | |
| VaRn=8000, risk level (alpha)=0.95, trials=502026.07 | 0.27 | |
| CVaRn=8000, risk level (alpha)=0.95, trials=502026.07 | 0.28 | |
| TVaRn=8000, risk level (alpha)=0.95, trials=502026.07 | 0.28 | |
| VaRn=9000, risk level (alpha)=0.95, trials=502026.07 | 0.3 | |
| TVaRn=9000, risk level (alpha)=0.95, trials=502026.07 | 0.31 | |
| CVaRn=9000, risk level (alpha)=0.95, trials=502026.07 | 0.32 | |
| VaRn=10000, risk level (alpha)=0.95, trials=502026.07 | 0.33 | |
| CVaRn=10000, risk level (alpha)=0.95, trials=502026.07 | 0.35 | |
| TVaRn=10000, risk level (alpha)=0.95, trials=502026.07 | 0.35 |