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Spectral Risk Optimisation on DGP2

35,696Median Difference

ACFS

8,445.96192,383.73376,321.5560,259.27Mar 12, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.03
35,69663,8770.0010.58473--
2026.03
41,57458,6770.0010.74776--
2026.03
44,08361,5630.0010.48564--
2026.03
49,70379,3390.0010.76776--
2026.03
58,39681,8540.0010.77381--
2026.03
65,49183,8000.0010.71582--
2026.03
116,912141,9630.0010.95490--
2026.03
127,607155,2780.0010.96592--
2026.03
128,357198,4950.0010.93992--
2026.03
186,015226,7790.0010.99799--
2026.03
244,978298,2110.0010.98394--
2026.03
268,105----32,4970
2026.03
279,486334,3180.0010.98397--
2026.03
308,239----43,23814.97
2026.03
321,585----63,98019.95
2026.03
349,167----43,9250
2026.03
370,213----72,3206.03
2026.03
378,008----274,95840.99
2026.03
398,135----60,68914.02
2026.03
417,761----58,6340
2026.03
432,431----925,06161.29
2026.03
466,859----108,80011.75
2026.03
469,846----123,28334.56
2026.03
482,813----78,70415.57
2026.03
569,724----188,90236.38
2026.03
580,007----981,14066.11
2026.03
716,947----1,890,28471.62