Portfolio Management on Financial Market Data Partial-information setting 2018-2025
90.67Total Return
Regime-Aware MV-UCB1
Updated 4d ago
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
2025.12 | 90.67 | 1.1535 | 8.84 | 1.0947 | |
2025.12 | 67.74 | 0.6268 | 26.56 | 0.2893 | |
2025.12 | 50.78 | 0.6537 | 22.73 | 0.2663 | |
2025.12 | 36.89 | 0.5275 | 21.56 | 0.2131 | |
2025.12 | 30.94 | 0.4404 | 22.38 | 0.1757 |