Portfolio Optimization on 15 financial assets (7-fold cross-val)
0.8237Sharpe Ratio
Classical DQN
Updated 4d ago
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
2026.01 | 0.8237 | 0.5367 | 27 | - | |
2026.01 | 0.7926 | 0.6276 | 14 | - | |
2026.01 | 0.7281 | 0.7395 | - | 23 | |
2026.01 | 0.6537 | 0.6155 | - | 43 | |
2026.01 | 0.5919 | 0.917 | - | - | |
2026.01 | 0.4939 | 0.6623 | 18 | - | |
2026.01 | 0.4776 | 0.665 | - | 43 | |
2026.01 | 0.4446 | 0.6568 | 11 | - | |
2026.01 | 0.4384 | 0.6905 | 10 | - | |
2026.01 | 0.4375 | 0.6558 | - | - | |
2026.01 | 0.4287 | 0.6151 | 7 | - | |
2026.01 | 0.4179 | 0.6113 | - | 23 |