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Benchmarks
Spectral Risk Optimisation on DGP1 lambda=0.90
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223,405
J Median
ACFS
219,377.36
246,563.93
273,750.5
300,937.07
Mar 12, 2026
J Median
J Standard Deviation
J 25th Percentile (Q25)
J 75th Percentile (Q75)
EC Median
Gap Percentage
Updated 2mo ago
Evaluation Results
Method
Method
Links
J Median
J Standard Deviation
J 25th Percentile (Q25)
J 75th Percentile (Q75)
EC Median
Gap Percentage
ACFS
2026.03
223,405
34,674
210,751
241,645
41,508
0
GP-BO
2026.03
225,628
65,961
199,301
256,274
41,298
1
CEM-SO
2026.03
243,081
34,714
224,179
270,397
43,709
8.81
SGD-CVaR
2026.03
261,606
127,013
235,951
318,496
47,152
17.1
KDE-SO
2026.03
324,096
257,886
253,487
447,789
55,017
45.07
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