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Optimal Portfolio Control research benchmarks · SOTA2 Research

Optimal Portfolio Control

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Merton Model Diffusion-only standard (val)

76.2Optimal Control u

2

Jun 2, 2026

Merton Model Variance Gamma Jumps standard (val)

0.344Optimal u

1

Jun 2, 2026

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