Essays about: "Lorik Sadriu"

Found 1 essay containing the words Lorik Sadriu.

  1. 1. 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