# Spectral Risk Optimisation on DGP2

Source: [Spectral Risk Optimisation on DGP2](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2>)

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

Data updated: 2026-03-16T09:40:24.532Z

Evaluation of models on the DGP2 dataset using metrics relevant to Spectral Risk Optimisation, such as Median Difference, 95% Confidence Interval, pHolm, r\_rb, and Win%.

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) | DGP2 |
| Metric | Median Difference |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 27 of 27 |
| 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-dgp2.md?metric=Median%20Difference>): Lower is better; unit: SCALAR.

- [95% CI](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2.md?metric=95%25%20CI>): Lower is better; unit: SCALAR.

- [pHolm](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2.md?metric=pHolm>): Lower is better; unit: SCALAR.

- [r\_rb](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2.md?metric=r_rb>): Higher is better; unit: SCALAR.

- [Win%](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2.md?metric=Win%25>): Higher is better; unit: PERCENT.

- [J Statistic SD](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2.md?metric=J%20Statistic%20SD>): Lower is better; unit: SCALAR.

- [Gap %](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2.md?metric=Gap%20%25>): Lower is better; unit: PERCENT.

## Recorded results

| Method | Median Difference | Result date | Report paper |
| --- | --- | --- | --- |
| ACFS | 35696 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 41574 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 44083 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 49703 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 58396 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 65491 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 116912 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 127607 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 128357 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 186015 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 244978 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 268105 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 279486 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| CEM-SO | 308239 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| GP-BO | 321585 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 349167 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| GP-BO | 370213 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| SGD-CVaR | 378008 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| CEM-SO | 398135 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| ACFS | 417761 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| KDE-SO | 432431 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| GP-BO | 466859 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| SGD-CVaR | 469846 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| CEM-SO | 482813 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| SGD-CVaR | 569724 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| KDE-SO | 580007 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| KDE-SO | 716947 | Not recorded | 69b78e9d0636e5bf4afbdcbc |

### ACFS

Median Difference: 35696. Result ID: 69b7d00747f34ce9249fe0f4.

[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: 41574. Result ID: 69b7d00747f34ce9249fe0ed.

[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: 44083. Result ID: 69b7d00747f34ce9249fe0f0.

[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: 49703. Result ID: 69b7d00747f34ce9249fe0ec.

[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: 58396. Result ID: 69b7d00747f34ce9249fe0f1.

[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: 65491. Result ID: 69b7d00747f34ce9249fe0f5.

[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: 116912. Result ID: 69b7d00747f34ce9249fe0ee.

[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: 127607. Result ID: 69b7d00747f34ce9249fe0f2.

[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: 128357. Result ID: 69b7d00747f34ce9249fe0f6.

[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: 186015. Result ID: 69b7d00747f34ce9249fe0ef.

[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: 244978. Result ID: 69b7d00747f34ce9249fe0f3.

[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: 268105. Result ID: 69b7d00747f34ce9249fe107.

[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.

### ACFS

Median Difference: 279486. Result ID: 69b7d00747f34ce9249fe0f7.

[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.

### CEM-SO

Median Difference: 308239. Result ID: 69b7d00747f34ce9249fe109.

[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

Median Difference: 321585. Result ID: 69b7d00747f34ce9249fe108.

[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

Median Difference: 349167. Result ID: 69b7d00747f34ce9249fe10c.

[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.

### GP-BO

Median Difference: 370213. Result ID: 69b7d00747f34ce9249fe10d.

[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.

### SGD-CVaR

Median Difference: 378008. Result ID: 69b7d00747f34ce9249fe10a.

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

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

### CEM-SO

Median Difference: 398135. Result ID: 69b7d00747f34ce9249fe10e.

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

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

### ACFS

Median Difference: 417761. Result ID: 69b7d00747f34ce9249fe111.

[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.

### KDE-SO

Median Difference: 432431. Result ID: 69b7d00747f34ce9249fe10b.

[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

Median Difference: 466859. Result ID: 69b7d00747f34ce9249fe112.

[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.

### SGD-CVaR

Median Difference: 469846. Result ID: 69b7d00747f34ce9249fe10f.

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

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

### CEM-SO

Median Difference: 482813. Result ID: 69b7d00747f34ce9249fe113.

[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

Median Difference: 569724. Result ID: 69b7d00747f34ce9249fe114.

[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

Median Difference: 580007. Result ID: 69b7d00747f34ce9249fe110.

[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

Median Difference: 716947. Result ID: 69b7d00747f34ce9249fe115.

[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.