# Spectral Risk Optimisation on DGP1 Student-t

Source: [Spectral Risk Optimisation on DGP1 Student-t](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1-student-t>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-03-16T09:40:24.486Z

Evaluation of algorithms on the DGP1 Student-t dataset focusing on Spectral Risk Optimisation performance, measured by metrics such as median difference, confidence intervals, and win rates.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Spectral Risk Optimisation |
| Dataset (including any stated split) | DGP1 Student-t |
| Metric | Median Difference |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 12 of 12 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [Median Difference](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1-student-t.md?metric=Median%20Difference>): Lower is better; unit: SCALAR.

- [95% CI Magnitude](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1-student-t.md?metric=95%25%20CI%20Magnitude>): Lower is better; unit: SCALAR.

- [p-value (Holm)](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1-student-t.md?metric=p-value%20(Holm)>): Lower is better; unit: SCALAR.

- [r\_rb Score](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1-student-t.md?metric=r_rb%20Score>): Higher is better; unit: SCALAR.

- [Win Rate](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1-student-t.md?metric=Win%20Rate>): Higher is better; unit: PERCENT.

## Recorded results

| Method | Median Difference | Result date | Report paper |
| --- | --- | --- | --- |
| ACFS | 438 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 763 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 1332 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 2729 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 7083 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 15450 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 28429 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 31001 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 40506 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 69666 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 77770 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 82131 | Not recorded | 69b78e9d0636e5bf4afbdcbc |

### ACFS

Median Difference: 438. Result ID: 69b7d00747f34ce9249fe0e8.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.90","Competitor":"GP-BO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 763. Result ID: 69b7d00747f34ce9249fe0e0.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.50","Competitor":"GP-BO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 1332. Result ID: 69b7d00747f34ce9249fe0e4.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.70","Competitor":"GP-BO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 2729. Result ID: 69b7d00747f34ce9249fe0e1.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.50","Competitor":"CEM-SO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 7083. Result ID: 69b7d00747f34ce9249fe0e5.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.70","Competitor":"CEM-SO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 15450. Result ID: 69b7d00747f34ce9249fe0e9.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.90","Competitor":"CEM-SO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 28429. Result ID: 69b7d00747f34ce9249fe0e2.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.50","Competitor":"SGD-CVaR"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 31001. Result ID: 69b7d00747f34ce9249fe0e6.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.70","Competitor":"SGD-CVaR"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 40506. Result ID: 69b7d00747f34ce9249fe0ea.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.90","Competitor":"SGD-CVaR"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 69666. Result ID: 69b7d00747f34ce9249fe0e3.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.50","Competitor":"KDE-SO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 77770. Result ID: 69b7d00747f34ce9249fe0e7.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.70","Competitor":"KDE-SO"}. This record does not assert independent reproduction.

### ACFS

Median Difference: 82131. Result ID: 69b7d00747f34ce9249fe0eb.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: {"λ":"0.90","Competitor":"KDE-SO"}. This record does not assert independent reproduction.

Page 1 of 1. This is an index page, not the full collection.
