Spectral Risk Optimisation on DGP1 Student-t
438Median DifferenceACFS
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| ACFSλ=0.90, Competitor=GP-BO2026.03 | 438 | 9,293 | 0.346 | 0.046 | 50 | |
| ACFSλ=0.50, Competitor=GP-BO2026.03 | 763 | 7,890 | 0.428 | 0.021 | 48 | |
| ACFSλ=0.70, Competitor=GP-BO2026.03 | 1,332 | 4,043 | 0.49 | 0.003 | 49 | |
| ACFSλ=0.50, Competitor=CEM-SO2026.03 | 2,729 | 9,227 | 0.152 | 0.165 | 55 | |
| ACFSλ=0.70, Competitor=CEM-SO2026.03 | 7,083 | 17,104 | 0.003 | 0.346 | 60 | |
| ACFSλ=0.90, Competitor=CEM-SO2026.03 | 15,450 | 25,415 | 0.001 | 0.381 | 67 | |
| ACFSλ=0.50, Competitor=SGD-CVaR2026.03 | 28,429 | 39,070 | 0.001 | 0.782 | 79 | |
| ACFSλ=0.70, Competitor=SGD-CVaR2026.03 | 31,001 | 40,892 | 0.001 | 0.695 | 76 | |
| ACFSλ=0.90, Competitor=SGD-CVaR2026.03 | 40,506 | 59,850 | 0.001 | 0.71 | 77 | |
| ACFSλ=0.50, Competitor=KDE-SO2026.03 | 69,666 | 114,178 | 0.001 | 0.947 | 89 | |
| ACFSλ=0.70, Competitor=KDE-SO2026.03 | 77,770 | 109,891 | 0.001 | 0.917 | 87 | |
| ACFSλ=0.90, Competitor=KDE-SO2026.03 | 82,131 | 120,304 | 0.001 | 0.894 | 86 |