FF100MEINV
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Portfolio Optimization | FF100MEINV T=120 | Sharpe Ratio0.2293 | 13 | |
| Portfolio Optimization | FF100MEINV T=60 | Sharpe Ratio0.2234 | 12 | |
| Portfolio Optimization | FF100MEINV T=60 | Cumulative Wealth428.7 | 12 | |
| Portfolio Optimization | FF100MEINV | Average Running Time (s)0 | 11 |
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