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Spectral Risk Optimisation on DGP2 (lambda=0.90)

417,761J_med

ACFS

Updated 2mo ago

Evaluation Results

Method	Links
ACFS 2026.03		417,761	58,634	388,204	454,644	54,926	0
GP-BO 2026.03		466,859	108,800	412,926	560,931	106,460	11.75
CEM-SO 2026.03		482,813	78,704	452,660	524,966	78,817	15.57
SGD-CVaR 2026.03		569,724	188,902	492,214	663,633	107,548	36.38
KDE-SO 2026.03		716,947	1,890,284	573,802	863,065	128,242	71.62