ResearchBenchmarksSpectral Risk Optimisation on DGP2 lambda=0.50Spectral Risk Optimisation on DGP2 lambda=0.50Follow268,105Median JACFS261,531.96305,899.98350,268394,636.02Mar 12, 2026Evaluation resultsMethodMethodLinksMedian JJ Standard DeviationJ 25th PercentileJ 75th PercentileMedian ECGap PercentageACFS2026.03268,10532,497244,067283,90456,2860CEM-SO2026.03308,23943,238282,700331,11876,35814.97GP-BO2026.03321,58563,980272,640356,394104,73019.95SGD-CVaR2026.03378,008274,958330,029429,505113,28740.99KDE-SO2026.03432,431925,061363,248599,130123,50261.29