ISLAMIC STOCK PORTFOLIO OPTIMIZATION USING DEEP REINFORCEMENT LEARNING
The Islamic principles in identifying stocks as Shari’ah principles have inevitability restrict the number of stocks that Muslims can invest in and consequently may affect the return from investment. In this paper, we examine the potential of Deep Reinforcement Learning in optimizing the portfolio r...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Bank Indonesia
2022-05-01
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| Series: | Journal of Islamic Monetary Economics and Finance |
| Subjects: | |
| Online Access: | https://jimf-bi.org/index.php/JIMF/article/view/1430 |