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SOTA Optimal Portfolio Control benchmarks and papers with code | Wizwand
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Optimal Portfolio Control
Benchmarks
Dataset Name
SOTA Method
Dataset Name
SOTA Method
Metric
Trend
Results
Last Updated
Merton Model Diffusion-only standard (val)
Neural Solver
Optimal Control u
76.2
2
1d ago
Merton Model Variance Gamma Jumps standard (val)
Neural Solver
Optimal u
0.344
1
1d ago
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