Essays about: "Lorik Sadriu"

Found 2 essays containing the words Lorik Sadriu.

1. 1. Personalized Investment Recommendations Using Recommendation Systems

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lorik Sadriu; [2023]
   Keywords : Recommendation systems; Deep learning; Institutional investors; Investment decision-making; Mean-variance spanning test; Cross-Selling; Business and Economics;

   Abstract : This paper presents a Deep Learning-based Hybrid Recommendation System (DLHR) designed specifically for institutional investors with public portfolio holdings on the Stockholm Stock Exchange. The objective is to provide personalized investment recommendations, complement existing portfolios, and explore untapped cross-selling opportunities. READ MORE

3. 2. Deep Reinforcement Learning Approach to Portfolio Optimization

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lorik Sadriu; [2022]
   Keywords : Deep Reinforcement Learning; Portfolio Optimization; Portfolio performance; EMH; Business and Economics;

   Abstract : This paper evaluates whether a deep reinforcement learning (DRL) approach can be implemented, on the Swedish stock market, to optimize a portfolio. The objective is to create and train two DRL algorithms that can construct portfolios that will be benchmarked against the market portfolio, tracking OMXS30, and the two conventional methods, the naive portfolio, and minimum variance portfolio. READ MORE