ResearchBenchmarksSpectral Risk Optimisation on DGP1 (lambda=0.70)Spectral Risk Optimisation on DGP1 (lambda=0.70)Follow178,842J MedianGP-BO175,316.76199,112.13222,907.5246,702.87Mar 12, 2026Evaluation resultsMethodMethodLinksJ MedianJ Standard DeviationJ 25th PercentileJ 75th PercentileEC MedianGap PercentageGP-BO2026.03178,84238,294165,930204,66140,4162.62ACFS2026.03183,66120,479171,653195,27041,4190CEM-SO2026.03195,80032,179179,048214,19242,9256.61SGD-CVaR2026.03212,139178,980184,858258,10146,77315.51KDE-SO2026.03266,973237,362207,687352,86756,84945.36