| Dataset Name | SOTA Method | Metric | Trend | ||
|---|---|---|---|---|---|
| Noisy Portfolio Return Series | Predict-then-Optimize | MSE0.0224 | 35 | 5mo ago | |
| Multivariate Return Series clean data (evaluation) | Predict-then-Optimize | MSE0.0245 | 35 | 5mo ago | |
| Portfolio Degree 2, 4, 6, 8 (test) | Gen-DFL | Average Relative Regret3.59 | 32 | 4mo ago | |
| S&P 500 constituents (test) | Average Loss-1.943 | 30 | 5mo ago | ||
| Multi-period Portfolio Optimization | dXPP | Backward Latency (ms)1.71 | 25 | 5mo ago | |
| Portfolio optimization Degree 7 (test) | WISE | Normalized Regret45 | 20 | 1mo ago | |
| Portfolio optimization Degree 3 (test) | WISE | Normalized Regret80 | 20 | 1mo ago | |
| Portfolio optimization Degree 1 (test) | Normalized Testing Set Regret85 | 20 | 1mo ago | ||
| FF100MEINV T=120 | mSSRM-PGA | Sharpe Ratio0.2293 | 13 | 5mo ago | |
| FF100 T=120 | mSSRM-PGA | Sharpe Ratio0.2391 | 13 | 5mo ago | |
| FF49 T=120 | Sharpe Ratio0.2057 | 13 | 5mo ago | ||
| FF32 T=120 | mSSRM-PGA | Sharpe Ratio0.2592 | 13 | 5mo ago | |
| FF25EU T=120 | Sharpe Ratio0.2796 | 13 | 5mo ago | ||
| FF25 T=120 | mSSRM-PGA | Sharpe Ratio0.2474 | 13 | 5mo ago | |
| FF49 T=60 | mSSRM-PGA | Sharpe Ratio0.2151 | 13 | 5mo ago | |
| FF32 T=60 | mSSRM-PGA | Sharpe Ratio0.2615 | 13 | 5mo ago | |
| FF25 T=60 | mSSRM-PGA | Sharpe Ratio0.2481 | 13 | 5mo ago | |
| FF100MEINV (T=120) | mSSRM-PGA | Cumulative Wealth435.01 | 13 | 5mo ago | |
| FF100 T=120 | mSSRM-PGA | Cumulative Wealth635.65 | 13 | 5mo ago | |
| FF49 T=120 | Cumulative Wealth235.48 | 13 | 5mo ago | ||
| FF32 T=120 | mSSRM-PGA | Cumulative Wealth928.19 | 13 | 5mo ago | |
| FF25EU (T=120) | Cumulative Wealth148.19 | 13 | 5mo ago | ||
| FF25 T=120 | mSSRM-PGA | Cumulative Wealth643.44 | 13 | 5mo ago | |
| FF49 T=60 | mSSRM-PGA | Cumulative Wealth285.02 | 13 | 5mo ago | |
| FF32 T=60 | mSSRM-PGA | Cumulative Wealth996.32 | 13 | 5mo ago |
