# Spectral Risk Optimisation on DGP1

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

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

Data updated: 2026-03-16T09:40:24.560Z

Evaluation of algorithms for Spectral Risk Optimisation applied to the DGP1 dataset, measured by metrics such as J\_med, J\_SD, and Gap percentage.

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 |
| Metric | J\_med |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 15 of 15 |
| 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

- [J\_med](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1.md?metric=J_med>): Lower is better; unit: SCALAR.

- [J\_SD](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp1.md?metric=J_SD>): Lower is better; unit: SCALAR.

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

## Recorded results

| Method | J\_med | Result date | Report paper |
| --- | --- | --- | --- |
| GP-BO | 147284 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 148344 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| CEM-SO | 148872 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| SGD-CVaR | 175178 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| GP-BO | 178842 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 183661 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| CEM-SO | 195800 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| SGD-CVaR | 212139 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| KDE-SO | 217294 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 223405 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| GP-BO | 225628 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| CEM-SO | 243081 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| SGD-CVaR | 261606 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| KDE-SO | 266973 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| KDE-SO | 324096 | Not recorded | 69b78e9d0636e5bf4afbdcbc |

### GP-BO

J\_med: 147284. Result ID: 69b7d00747f34ce9249fe0f9.

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

[Method origin paper](<https://www.sota2.com/research/paper/68fa54fb1e209131ce9900f6.md>)

Recorded evaluation configuration: {"lambda":"0.50"}. This record does not assert independent reproduction.

### ACFS

J\_med: 148344. Result ID: 69b7d00747f34ce9249fe0f8.

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

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

Recorded evaluation configuration: {"lambda":"0.50"}. This record does not assert independent reproduction.

### CEM-SO

J\_med: 148872. Result ID: 69b7d00747f34ce9249fe0fa.

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

Recorded evaluation configuration: {"lambda":"0.50"}. This record does not assert independent reproduction.

### SGD-CVaR

J\_med: 175178. Result ID: 69b7d00747f34ce9249fe0fb.

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

Recorded evaluation configuration: {"lambda":"0.50"}. This record does not assert independent reproduction.

### GP-BO

J\_med: 178842. Result ID: 69b7d00747f34ce9249fe0fe.

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

[Method origin paper](<https://www.sota2.com/research/paper/68fa54fb1e209131ce9900f6.md>)

Recorded evaluation configuration: {"lambda":"0.70"}. This record does not assert independent reproduction.

### ACFS

J\_med: 183661. Result ID: 69b7d00747f34ce9249fe0fd.

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

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

Recorded evaluation configuration: {"lambda":"0.70"}. This record does not assert independent reproduction.

### CEM-SO

J\_med: 195800. Result ID: 69b7d00747f34ce9249fe0ff.

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

Recorded evaluation configuration: {"lambda":"0.70"}. This record does not assert independent reproduction.

### SGD-CVaR

J\_med: 212139. Result ID: 69b7d00747f34ce9249fe100.

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

Recorded evaluation configuration: {"lambda":"0.70"}. This record does not assert independent reproduction.

### KDE-SO

J\_med: 217294. Result ID: 69b7d00747f34ce9249fe0fc.

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

Recorded evaluation configuration: {"lambda":"0.50"}. This record does not assert independent reproduction.

### ACFS

J\_med: 223405. Result ID: 69b7d00747f34ce9249fe102.

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

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

Recorded evaluation configuration: {"lambda":"0.90"}. This record does not assert independent reproduction.

### GP-BO

J\_med: 225628. Result ID: 69b7d00747f34ce9249fe103.

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

[Method origin paper](<https://www.sota2.com/research/paper/68fa54fb1e209131ce9900f6.md>)

Recorded evaluation configuration: {"lambda":"0.90"}. This record does not assert independent reproduction.

### CEM-SO

J\_med: 243081. Result ID: 69b7d00747f34ce9249fe104.

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

Recorded evaluation configuration: {"lambda":"0.90"}. This record does not assert independent reproduction.

### SGD-CVaR

J\_med: 261606. Result ID: 69b7d00747f34ce9249fe105.

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

Recorded evaluation configuration: {"lambda":"0.90"}. This record does not assert independent reproduction.

### KDE-SO

J\_med: 266973. Result ID: 69b7d00747f34ce9249fe101.

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

Recorded evaluation configuration: {"lambda":"0.70"}. This record does not assert independent reproduction.

### KDE-SO

J\_med: 324096. Result ID: 69b7d00747f34ce9249fe106.

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

Recorded evaluation configuration: {"lambda":"0.90"}. This record does not assert independent reproduction.

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