Performance Evaluation of Shariah-Compliant Portfolios Using Grey Relational Clustering and Markowiz Model

Performance Evaluation of Shariah-Compliant Portfolios Using Grey Relational Clustering and Markowiz Model

Stock performance serves as a critical indicator for investors to assist them in the decision-making process. The main objective of this study is to utilize Grey Relational Analysis and Agglomerative Hierarchical Clustering methods to conduct a comparative performance of Shariah-compliant portfolios...

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Bibliographic Details
Published in:2024 5th International Conference on Artificial Intelligence and Data Sciences, AiDAS 2024 - Proceedings
Main Author: Mohd Amin F.A.; Udin M.N.; Binti Zulkefli H.N.; Binti Che Halim I.N.; Ahmad Shafie S.N.B.; Zainol Abidin S.N.
Format: Conference paper
Language:English
Published: Institute of Electrical and Electronics Engineers Inc. 2024
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85209678071&doi=10.1109%2fAiDAS63860.2024.10730113&partnerID=40&md5=2e8479fc6a4d2b414f8d2d878814caab

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