Portfolio Performance Evaluation on 2D coupled VG-jump model 5,000-path Monte Carlo 1.0
1.012E[WT]
Learned coupled VG policy (post-fix)
Updated 1d ago
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| 1.012 | 0.18 | 0.795 | 0.747 | ||
2026.05 | 1.008 | 0.223 | 0.678 | 0.614 |
Learned coupled VG policy (post-fix)
| Method | Links | ||||
|---|---|---|---|---|---|
| 1.012 | 0.18 | 0.795 | 0.747 | ||
2026.05 | 1.008 | 0.223 | 0.678 | 0.614 |