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Spectral Risk Optimisation on DGP1 lambda=0.90

223,405J Median

ACFS

219,377.36246,563.93273,750.5300,937.07Mar 12, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.03
223,40534,674210,751241,64541,5080
2026.03
225,62865,961199,301256,27441,2981
2026.03
243,08134,714224,179270,39743,7098.81
2026.03
261,606127,013235,951318,49647,15217.1
2026.03
324,096257,886253,487447,78955,01745.07