FF
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Portfolio Optimization | FF25 T=120 | Sharpe Ratio0.2474 | 13 | |
| Portfolio Optimization | FF49 T=60 | Sharpe Ratio0.2151 | 13 | |
| Portfolio Optimization | FF25 T=60 | Sharpe Ratio0.2481 | 13 | |
| Portfolio Optimization | FF25EU (T=60) | Cumulative Wealth126.04 | 13 | |
| Portfolio Optimization | FF25 (T=60) | Cumulative Wealth615.34 | 13 | |
| Portfolio Optimization | FF49 | Average running time (seconds)0 | 11 |
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