ResearchBenchmarksSpectral Risk Optimisation on DGP2 lambda=0.70Follow349,167J_medACFS339,933.4402,260.2464,587526,913.8Mar 12, 2026Evaluation ResultsMethodMethodLinksJ_medJ_SDJ_Q25J_Q75EC_medGap %ACFS2026.03349,16743,925323,798372,51355,8300GP-BO2026.03370,21372,320335,051431,092102,4536.03CEM-SO2026.03398,13560,689371,593446,32277,69514.02SGD-CVaR2026.03469,846123,283414,031569,792109,38534.56KDE-SO2026.03580,007981,140496,424809,847126,93266.11