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Spectral Risk Optimisation on DGP2 lambda=0.70

349,167J_med

ACFS

Updated 2mo ago

Evaluation Results

Method	Links
ACFS 2026.03		349,167	43,925	323,798	372,513	55,830	0
GP-BO 2026.03		370,213	72,320	335,051	431,092	102,453	6.03
CEM-SO 2026.03		398,135	60,689	371,593	446,322	77,695	14.02
SGD-CVaR 2026.03		469,846	123,283	414,031	569,792	109,385	34.56
KDE-SO 2026.03		580,007	981,140	496,424	809,847	126,932	66.11