ResearchBenchmarksSpectral Risk Optimisation on DGP2 (lambda=0.90)For AI assistantsMarkdownContent indexSpectral Risk Optimisation on DGP2 (lambda=0.90)Follow417,761J_medACFS405,793.56486,573.78567,354648,134.22Mar 12, 2026Evaluation resultsMethodMethodLinksJ_medJ_SDJ_Q25J_Q75EC_medGap (%)ACFS2026.03417,76158,634388,204454,64454,9260GP-BO2026.03466,859108,800412,926560,931106,46011.75CEM-SO2026.03482,81378,704452,660524,96678,81715.57SGD-CVaR2026.03569,724188,902492,214663,633107,54836.38KDE-SO2026.03716,9471,890,284573,802863,065128,24271.62