Portfolio
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Portfolio Optimization | Portfolio Degree 2, 4, 6, 8 (test) | Average Relative Regret3.59 | 32 | |
| Bayesian Optimization | Portfolio Normal | Final Cumulative Expected Regret447.37 | 9 | |
| Bayesian Optimization | Portfolio Uniform | Final Cumulative Regret325.17 | 9 | |
| Financial Portfolio Optimization | Portfolio5 Asset Allocation | AUSR1,360.3 | 8 | |
| Decision oriented learning | Portfolio (test) | MSE (x1e-4)0.0004 | 6 | |
| Portfolio Management | Portfolio 2 AMZN, GM, and LLY (test) | Calmar Ratio32.922 | 4 | |
| Portfolio Management | Portfolio High Volatility condition April 1, 2022, to October 15, 2022 (test) | Calmar Ratio-8.429 | 4 |
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