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Benchmarks
Spectral Risk Optimisation on DGP2 lambda=0.50
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268,105
Median J
ACFS
261,531.96
305,899.98
350,268
394,636.02
Mar 12, 2026
Median J
J Standard Deviation
J 25th Percentile
J 75th Percentile
Median EC
Gap Percentage
Updated 2mo ago
Evaluation Results
Method
Method
Links
Median J
J Standard Deviation
J 25th Percentile
J 75th Percentile
Median EC
Gap Percentage
ACFS
2026.03
268,105
32,497
244,067
283,904
56,286
0
CEM-SO
2026.03
308,239
43,238
282,700
331,118
76,358
14.97
GP-BO
2026.03
321,585
63,980
272,640
356,394
104,730
19.95
SGD-CVaR
2026.03
378,008
274,958
330,029
429,505
113,287
40.99
KDE-SO
2026.03
432,431
925,061
363,248
599,130
123,502
61.29
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