| OA.0 | ROA-ℒ₁.0 | ROA-ℒ₁/ℓ₂².0 | ROA-ℒ₂.0 | ROA-ℓ₁.0 | ROA-ℓ₂².0 | ROA-ℓ∞.0 | ROA-∇²ℒ.0 | virt. best | virt. worst | |
|---|---|---|---|---|---|---|---|---|---|---|
| batch | 0.850902 | 0.976047 | 1.130072 | 1.437155 | 1.023441 | 0.789141 | 1.027436 | 1.473471 | 0.789141 | 1.473471 |
| batch0812 | 2.895174 | 2.627291 | 3.527595 | 4.911686 | 3.282575 | 2.352584 | 3.264097 | 4.866151 | 2.352584 | 4.911686 |
| batchdes | 0.398699 | 0.289254 | 0.448680 | 0.316487 | 0.452254 | 0.268426 | 0.445543 | 0.493765 | 0.268426 | 0.493765 |
| cvxnonsep_normcon20 | 148.922233 | 43.379509 | 20.929515 | 31.671922 | 22.210369 | 19.257621 | 35.813162 | 27.421474 | 19.257621 | 148.922233 |
| cvxnonsep_normcon20r | 0.780724 | 1.524710 | 2.693219 | 4.274409 | 2.299109 | 1.971720 | 2.142932 | 3.662763 | 0.780724 | 4.274409 |
| cvxnonsep_normcon30 | 565.005431 | 566.405068 | 360.641739 | 472.860353 | 280.058719 | 275.058478 | 516.703052 | 494.329136 | 275.058478 | 566.405068 |
| cvxnonsep_normcon30r | 0.836782 | 1.485016 | 5.411425 | 8.272570 | 4.721266 | 4.811968 | 5.012593 | 7.129122 | 0.836782 | 8.272570 |
| cvxnonsep_normcon40 | 900.000000 | 899.611288 | 899.712630 | 900.000000 | 899.774320 | 900.000000 | 900.000000 | 899.633661 | 899.611288 | 900.000000 |
| cvxnonsep_normcon40r | 2.076397 | 7.101408 | 5.913593 | 3.378356 | 3.751441 | 3.275379 | 2.932246 | 7.557575 | 2.076397 | 7.557575 |
| cvxnonsep_nsig20 | 45.935762 | 47.543168 | 13.294043 | 15.544702 | 9.790532 | 8.713298 | 19.598843 | 15.414745 | 8.713298 | 47.543168 |
| cvxnonsep_nsig20r | 0.972586 | 1.466542 | 1.365751 | 1.603555 | 0.992326 | 0.806280 | 0.953160 | 1.566808 | 0.806280 | 1.603555 |
| cvxnonsep_nsig30 | 8.279684 | 61.580259 | 9.189498 | 32.097455 | 29.298090 | 13.769042 | 31.654428 | 43.335623 | 8.279684 | 61.580259 |
| cvxnonsep_nsig30r | 1.133542 | 1.352090 | 1.364602 | 1.801689 | 1.178218 | 0.811505 | 0.818013 | 1.946348 | 0.811505 | 1.946348 |
| cvxnonsep_nsig40 | 21.591125 | 114.372047 | 39.678393 | 96.432983 | 57.120625 | 39.917599 | 109.321605 | 176.996478 | 21.591125 | 176.996478 |
| cvxnonsep_nsig40r | 1.308428 | 2.135392 | 1.873851 | 1.572376 | 1.380687 | 0.930566 | 1.153440 | 1.261594 | 0.930566 | 2.135392 |
| cvxnonsep_pcon20r | 1.694195 | 2.159834 | 2.047994 | 1.675234 | 1.653321 | 1.365619 | 1.133088 | 1.750621 | 1.133088 | 2.159834 |
| cvxnonsep_pcon30r | 2.187930 | 2.828810 | 3.957783 | 2.120383 | 3.236868 | 2.878279 | 1.937806 | 5.731422 | 1.937806 | 5.731422 |
| cvxnonsep_pcon40r | 2.606520 | 2.048683 | 7.366929 | 4.181762 | 3.376443 | 2.615219 | 2.181368 | 3.938026 | 2.048683 | 7.366929 |
| cvxnonsep_psig20 | 0.323801 | 0.249890 | 4.985094 | 0.270737 | 0.284028 | 0.215226 | 0.380144 | 0.309037 | 0.215226 | 4.985094 |
| cvxnonsep_psig20r | 1.774116 | 6.272216 | 5.498299 | 2.092264 | 4.205768 | 2.890945 | 3.448526 | 5.365508 | 1.774116 | 6.272216 |
| cvxnonsep_psig30 | 411.139682 | 900.000000 | 96.895362 | 89.259181 | 69.917882 | 68.200777 | 69.634833 | 88.820470 | 68.200777 | 900.000000 |
| cvxnonsep_psig30r | 2.001101 | 6.509435 | 4.521683 | 5.230658 | 9.216634 | 3.717886 | 3.156890 | 5.612439 | 2.001101 | 9.216634 |
| cvxnonsep_psig40 | 667.536784 | 900.000000 | 195.059968 | 306.016136 | 161.730507 | 124.343102 | 172.244516 | 203.328022 | 124.343102 | 900.000000 |
| cvxnonsep_psig40r | 1.508378 | 8.310104 | 5.811214 | 7.686696 | 10.251881 | 4.175561 | 4.423856 | 6.212651 | 1.508378 | 10.251881 |
| du-opt | 56.192841 | 243.431313 | 83.445568 | 38.718236 | 72.565303 | 51.100901 | 59.985805 | 34.998990 | 34.998990 | 243.431313 |
| du-opt5 | 26.156141 | 59.059883 | 43.738695 | 22.037450 | 25.579270 | 19.604411 | 19.581818 | 18.218384 | 18.218384 | 59.059883 |
| ex1223 | 1.012467 | 1.248670 | 2.100648 | 2.857108 | 1.815282 | 1.493539 | 1.400802 | 1.774228 | 1.012467 | 2.857108 |
| ex1223a | 0.337597 | 0.234346 | 0.379429 | 0.636455 | 0.281602 | 0.241897 | 0.323123 | 0.311695 | 0.234346 | 0.636455 |
| ex1223b | 0.977019 | 1.078233 | 1.625896 | 2.395211 | 1.643834 | 1.434248 | 1.066012 | 1.762242 | 0.977019 | 2.395211 |
| fac1 | 1.122423 | 1.300843 | 1.141998 | 1.520136 | 0.764431 | 0.710537 | 1.016116 | 0.906497 | 0.710537 | 1.520136 |
| fac3 | 2.095747 | 2.317956 | 3.714478 | 4.650515 | 2.498566 | 2.575970 | 2.517620 | 3.422557 | 2.095747 | 4.650515 |
| ibs2 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 212.525938 | 525.179647 | 900.000000 | 900.000000 | 212.525938 | 900.000000 |
| jit1 | 1.538766 | 7.052230 | 2.553077 | 2.610029 | 4.322301 | 2.502901 | 1.714826 | 2.799944 | 1.538766 | 7.052230 |
| p_ball_10b_5p_4d_h | 215.984972 | 331.868219 | 417.083439 | 349.495983 | 297.089370 | 326.041048 | 390.241562 | 354.197745 | 215.984972 | 417.083439 |
| pedigree_ex485 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| pedigree_ex485_2 | 437.456183 | 900.000000 | 859.962389 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 437.456183 | 900.000000 |
| pedigree_sp_top4_250 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| pedigree_sp_top4_300 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| pedigree_sp_top4_350tr | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| portfol_buyin | 3.553991 | 6.479085 | 4.642213 | 5.360456 | 3.543658 | 6.695718 | 4.767930 | 4.917968 | 3.543658 | 6.695718 |
| portfol_card | 2.906868 | 4.981237 | 3.223195 | 4.168987 | 2.914194 | 5.663389 | 3.432075 | 4.004383 | 2.906868 | 5.663389 |
| smallinvDAXr1b010-011 | 25.120133 | 92.532794 | 21.418668 | 19.740014 | 21.099378 | 15.675724 | 25.825923 | 16.353962 | 15.675724 | 92.532794 |
| smallinvDAXr1b020-022 | 27.261625 | 156.685839 | 23.704479 | 16.662511 | 20.455510 | 15.370809 | 21.908963 | 19.363887 | 15.370809 | 156.685839 |
| smallinvDAXr1b050-055 | 25.533983 | 255.582370 | 14.114636 | 2.988594 | 11.714223 | 12.726432 | 11.482659 | 11.407241 | 2.988594 | 255.582370 |
| smallinvDAXr1b100-110 | 45.313214 | 236.945403 | 14.011851 | 1.984927 | 16.610897 | 11.478013 | 10.462439 | 11.036022 | 1.984927 | 236.945403 |
| smallinvDAXr1b150-165 | 51.300199 | 265.096905 | 10.785828 | 2.309558 | 13.640247 | 9.249067 | 15.583643 | 9.882797 | 2.309558 | 265.096905 |
| smallinvDAXr1b200-220 | 37.843065 | 260.330036 | 11.081950 | 2.440572 | 11.779748 | 9.171483 | 12.832911 | 15.260453 | 2.440572 | 260.330036 |
| smallinvDAXr2b010-011 | 21.842047 | 82.932830 | 20.780061 | 23.058958 | 20.617044 | 15.616898 | 23.527058 | 15.728672 | 15.616898 | 82.932830 |
| smallinvDAXr2b020-022 | 32.297747 | 128.939624 | 17.549463 | 15.491251 | 26.082521 | 15.627979 | 16.982051 | 19.003449 | 15.491251 | 128.939624 |
| smallinvDAXr2b050-055 | 44.481312 | 234.073659 | 9.997671 | 11.412701 | 10.525951 | 11.127599 | 20.995476 | 10.799885 | 9.997671 | 234.073659 |
| smallinvDAXr2b100-110 | 43.006879 | 322.452920 | 15.437170 | 2.143880 | 17.451462 | 11.200155 | 11.923817 | 11.858488 | 2.143880 | 322.452920 |
| smallinvDAXr2b150-165 | 52.191160 | 370.561899 | 12.751322 | 2.900418 | 15.373266 | 16.042517 | 9.753616 | 10.460353 | 2.900418 | 370.561899 |
| smallinvDAXr2b200-220 | 34.011862 | 299.368571 | 10.551584 | 2.120785 | 13.267994 | 8.625467 | 8.097281 | 9.728106 | 2.120785 | 299.368571 |
| smallinvDAXr3b010-011 | 27.866340 | 64.518786 | 21.584728 | 26.873246 | 26.365628 | 16.680573 | 20.725080 | 16.083484 | 16.083484 | 64.518786 |
| smallinvDAXr3b020-022 | 29.502723 | 141.979831 | 19.327396 | 18.369873 | 24.637058 | 15.967704 | 14.786309 | 24.271437 | 14.786309 | 141.979831 |
| smallinvDAXr3b050-055 | 33.288819 | 234.648032 | 10.800595 | 10.015296 | 10.466590 | 13.159743 | 12.492885 | 9.590279 | 9.590279 | 234.648032 |
| smallinvDAXr3b100-110 | 50.209179 | 338.858144 | 15.847221 | 1.972948 | 15.618785 | 11.225812 | 11.175922 | 11.530323 | 1.972948 | 338.858144 |
| smallinvDAXr3b150-165 | 61.814347 | 358.431260 | 12.003001 | 2.139618 | 10.710382 | 9.307158 | 10.745343 | 9.850080 | 2.139618 | 358.431260 |
| smallinvDAXr3b200-220 | 36.021436 | 306.177565 | 16.201394 | 2.712078 | 10.802736 | 8.361999 | 8.937947 | 9.789383 | 2.712078 | 306.177565 |
| smallinvDAXr4b010-011 | 25.138803 | 101.679754 | 19.359983 | 24.359683 | 32.519454 | 16.041190 | 21.877877 | 20.949157 | 16.041190 | 101.679754 |
| smallinvDAXr4b020-022 | 30.357678 | 188.012540 | 19.580257 | 19.609491 | 22.657978 | 16.087067 | 15.089945 | 19.567452 | 15.089945 | 188.012540 |
| smallinvDAXr4b050-055 | 34.999288 | 248.297661 | 10.177427 | 5.337909 | 18.416040 | 13.399954 | 17.142260 | 10.224039 | 5.337909 | 248.297661 |
| smallinvDAXr4b100-110 | 50.722573 | 369.110610 | 13.682883 | 2.117277 | 14.620622 | 11.224752 | 12.588624 | 14.478906 | 2.117277 | 369.110610 |
| smallinvDAXr4b150-165 | 41.312147 | 347.054942 | 10.738331 | 2.352277 | 12.139157 | 9.776243 | 12.212271 | 9.599478 | 2.352277 | 347.054942 |
| smallinvDAXr4b200-220 | 43.514068 | 360.655391 | 10.690453 | 2.394107 | 11.168680 | 9.053656 | 8.015908 | 9.979391 | 2.394107 | 360.655391 |
| smallinvDAXr5b010-011 | 34.196535 | 111.641910 | 19.712184 | 23.127462 | 25.236909 | 18.060726 | 23.617630 | 22.956095 | 18.060726 | 111.641910 |
| smallinvDAXr5b020-022 | 39.188671 | 173.991842 | 18.147406 | 19.322033 | 22.998000 | 15.884305 | 17.779015 | 19.156331 | 15.884305 | 173.991842 |
| smallinvDAXr5b050-055 | 46.071877 | 280.278830 | 14.649982 | 3.767776 | 11.701127 | 12.536039 | 11.663793 | 11.997980 | 3.767776 | 280.278830 |
| smallinvDAXr5b100-110 | 44.918718 | 295.762208 | 14.089789 | 2.237852 | 12.363713 | 11.812085 | 17.115527 | 11.370680 | 2.237852 | 295.762208 |
| smallinvDAXr5b150-165 | 58.950991 | 367.150082 | 10.841613 | 2.199722 | 10.705089 | 8.808325 | 10.242573 | 9.314255 | 2.199722 | 367.150082 |
| smallinvDAXr5b200-220 | 61.303798 | 343.048962 | 10.528901 | 2.012051 | 10.613140 | 15.050445 | 9.295687 | 15.230090 | 2.012051 | 343.048962 |
| smallinvSNPr1b010-011 | 5.197538 | 11.594344 | 13.381746 | 20.646196 | 6.478131 | 6.038013 | 6.798248 | 10.467023 | 5.197538 | 20.646196 |
| smallinvSNPr1b020-022 | 6.137749 | 37.062121 | 11.211794 | 16.116352 | 14.888941 | 11.656847 | 9.044244 | 17.158275 | 6.137749 | 37.062121 |
| smallinvSNPr1b050-055 | 8.179682 | 19.174447 | 10.866188 | 19.926114 | 8.595972 | 10.044234 | 10.223329 | 20.829280 | 8.179682 | 20.829280 |
| smallinvSNPr1b100-110 | 14.800369 | 31.709391 | 19.120373 | 60.074077 | 16.388828 | 15.796474 | 17.524053 | 42.581540 | 14.800369 | 60.074077 |
| smallinvSNPr1b150-165 | 8.964559 | 53.570765 | 23.385044 | 49.399966 | 15.975794 | 23.332416 | 25.439413 | 37.657381 | 8.964559 | 53.570765 |
| smallinvSNPr1b200-220 | 8.125858 | 37.939880 | 11.275858 | 25.596113 | 15.953025 | 8.779384 | 10.985783 | 25.683961 | 8.125858 | 37.939880 |
| smallinvSNPr2b010-011 | 4.264574 | 9.813150 | 11.888171 | 9.549986 | 4.932377 | 4.879878 | 5.753215 | 7.882541 | 4.264574 | 11.888171 |
| smallinvSNPr2b020-022 | 7.355992 | 24.398288 | 11.679492 | 21.352908 | 8.689946 | 7.907034 | 10.376605 | 14.811595 | 7.355992 | 24.398288 |
| smallinvSNPr2b050-055 | 6.767353 | 13.310264 | 12.306702 | 18.529240 | 8.755513 | 14.041923 | 9.627013 | 17.390376 | 6.767353 | 18.529240 |
| smallinvSNPr2b100-110 | 11.030139 | 37.030050 | 19.498963 | 52.819908 | 16.885315 | 13.578889 | 17.411565 | 36.152012 | 11.030139 | 52.819908 |
| smallinvSNPr2b150-165 | 12.222423 | 41.163411 | 23.795278 | 40.247271 | 17.244259 | 10.924167 | 14.791784 | 36.761814 | 10.924167 | 41.163411 |
| smallinvSNPr2b200-220 | 11.716410 | 29.545885 | 24.894911 | 32.677039 | 16.573598 | 15.444463 | 15.249438 | 47.054256 | 11.716410 | 47.054256 |
| smallinvSNPr3b010-011 | 7.326273 | 34.741258 | 31.915790 | 18.794234 | 18.708794 | 22.577468 | 21.756392 | 36.866643 | 7.326273 | 36.866643 |
| smallinvSNPr3b020-022 | 7.571904 | 12.730020 | 7.212318 | 19.045254 | 5.274052 | 5.314817 | 6.649089 | 9.405172 | 5.274052 | 19.045254 |
| smallinvSNPr3b050-055 | 10.571801 | 36.112276 | 36.796065 | 29.905875 | 24.495489 | 19.962254 | 20.968892 | 45.517666 | 10.571801 | 45.517666 |
| smallinvSNPr3b100-110 | 12.434548 | 58.521339 | 25.250302 | 27.015514 | 20.834831 | 27.238131 | 29.314886 | 123.463405 | 12.434548 | 123.463405 |
| smallinvSNPr3b150-165 | 15.420700 | 65.118974 | 26.142001 | 44.445239 | 20.643830 | 14.450131 | 14.527321 | 33.401613 | 14.450131 | 65.118974 |
| smallinvSNPr3b200-220 | 10.779844 | 58.302596 | 24.320874 | 33.833048 | 15.714618 | 15.899651 | 19.821297 | 70.105662 | 10.779844 | 70.105662 |
| smallinvSNPr4b010-011 | 23.265292 | 94.839271 | 51.830672 | 70.484917 | 29.441143 | 28.760364 | 40.935835 | 91.977532 | 23.265292 | 94.839271 |
| smallinvSNPr4b020-022 | 8.029955 | 19.542698 | 20.803055 | 73.288710 | 19.955635 | 15.619885 | 17.216913 | 53.366567 | 8.029955 | 73.288710 |
| smallinvSNPr4b050-055 | 10.149720 | 26.479880 | 22.127379 | 25.028345 | 12.635405 | 17.782277 | 10.172124 | 24.570633 | 10.149720 | 26.479880 |
| smallinvSNPr4b100-110 | 7.157439 | 46.689747 | 22.748643 | 16.969430 | 15.635480 | 15.287247 | 22.327887 | 39.723244 | 7.157439 | 46.689747 |
| smallinvSNPr4b150-165 | 11.563252 | 39.636634 | 39.435438 | 30.141923 | 31.459152 | 23.731526 | 26.039077 | 98.758190 | 11.563252 | 98.758190 |
| smallinvSNPr4b200-220 | 5.605887 | 30.680749 | 9.164083 | 12.278308 | 7.201393 | 12.374099 | 7.228589 | 22.260380 | 5.605887 | 30.680749 |
| smallinvSNPr5b010-011 | 18.736208 | 86.736357 | 48.157119 | 45.686383 | 29.439668 | 29.498474 | 38.587432 | 70.116977 | 18.736208 | 86.736357 |
| smallinvSNPr5b020-022 | 11.640740 | 36.962681 | 20.580190 | 19.517701 | 18.085062 | 13.173470 | 12.572939 | 59.425430 | 11.640740 | 59.425430 |
| smallinvSNPr5b050-055 | 6.029548 | 47.517707 | 34.125443 | 15.368433 | 23.419090 | 24.989425 | 17.187587 | 79.480034 | 6.029548 | 79.480034 |
| smallinvSNPr5b100-110 | 10.672696 | 37.413122 | 21.233500 | 28.781246 | 17.516517 | 15.683569 | 22.952202 | 79.266914 | 10.672696 | 79.266914 |
| smallinvSNPr5b150-165 | 11.072261 | 48.458864 | 37.771063 | 44.514351 | 27.133098 | 27.239292 | 21.579631 | 61.329659 | 11.072261 | 61.329659 |
| smallinvSNPr5b200-220 | 8.066665 | 39.706429 | 30.676064 | 32.044925 | 24.160147 | 20.194367 | 21.157734 | 111.267688 | 8.066665 | 111.267688 |
| squfl010-025 | 169.299800 | 215.014091 | 183.513065 | 130.128487 | 148.706536 | 120.366158 | 205.304305 | 129.445196 | 120.366158 | 215.014091 |
| squfl010-040 | 246.528145 | 352.302638 | 318.574337 | 900.000000 | 493.314040 | 200.245291 | 317.897183 | 299.918820 | 200.245291 | 900.000000 |
| squfl010-080 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl015-060 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl015-080 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 899.608606 | 899.608606 | 900.000000 |
| squfl020-040 | 900.000000 | 900.000000 | 900.000000 | 703.006380 | 900.000000 | 899.644310 | 900.000000 | 900.000000 | 703.006380 | 900.000000 |
| squfl020-050 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl020-150 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl025-025 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl025-030 | 900.000000 | 900.000000 | 899.660611 | 739.343287 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 739.343287 | 900.000000 |
| squfl025-040 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl030-100 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl030-150 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| squfl040-080 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 | 900.000000 |
| st_e14 | 2.081853 | 4.144575 | 3.045477 | 3.668104 | 3.815118 | 3.380676 | 3.980443 | 2.688706 | 2.081853 | 4.144575 |
| st_miqp4 | 0.801763 | 0.936165 | 0.584215 | 0.900886 | 0.921425 | 0.665495 | 1.000258 | 0.582700 | 0.582700 | 1.000258 |
| watercontamination0202r | 30.498426 | 26.904071 | 26.345774 | 44.394653 | 22.780319 | 30.913365 | 22.332447 | 56.357830 | 22.332447 | 56.357830 |