ISLAMIC STOCK PORTFOLIO OPTIMIZATION USING DEEP REINFORCEMENT LEARNING

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...

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Bibliographic Details
Main Authors:	Taufik Faturohman, Teguh Nugraha
Format:	Article
Language:	English
Published:	Bank Indonesia 2022-05-01
Series:	Journal of Islamic Monetary Economics and Finance
Subjects:	deep reinforcement learning, actor-critic framework, islamic stock.
Online Access:	https://jimf-bi.org/index.php/JIMF/article/view/1430

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