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Spectral Risk Optimisation on DGP1 (lambda=0.70)
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178,842
J Median
GP-BO
175,316.76
199,112.13
222,907.5
246,702.87
Mar 12, 2026
J Median
J Standard Deviation
J 25th Percentile
J 75th Percentile
EC Median
Gap Percentage
Updated 2mo ago
Evaluation Results
Method
Method
Links
J Median
J Standard Deviation
J 25th Percentile
J 75th Percentile
EC Median
Gap Percentage
GP-BO
2026.03
178,842
38,294
165,930
204,661
40,416
2.62
ACFS
2026.03
183,661
20,479
171,653
195,270
41,419
0
CEM-SO
2026.03
195,800
32,179
179,048
214,192
42,925
6.61
SGD-CVaR
2026.03
212,139
178,980
184,858
258,101
46,773
15.51
KDE-SO
2026.03
266,973
237,362
207,687
352,867
56,849
45.36
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