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Full-Text Articles in Engineering
An Analysis Of Single Family Residences And Townhomes In Los Angeles As An Investment, Maggie Lai
An Analysis Of Single Family Residences And Townhomes In Los Angeles As An Investment, Maggie Lai
Construction Management
Purchasing a home has long been one of the most important financial decisions and big purchases one makes in their life. However, recently rising market prices and a large influx of people moving to large cities, such as Los Angeles, has driven housing prices far beyond many people’s budgets. In fact, affordability is going down at such a rapid rate that currently only 30% of LA County residents actually own a home. Additionally, Los Angeles is currently ranked as the fourth most difficult market for first-time homebuyers to delve in to. Many LA County residents have decided against ever purchasing …
Less Is More: Beating The Market With Recurrent Reinforcement Learning, Louis Kurt Bernhard Steinmeister
Less Is More: Beating The Market With Recurrent Reinforcement Learning, Louis Kurt Bernhard Steinmeister
Masters Theses
"Multiple recurrent reinforcement learners were implemented to make trading decisions based on real and freely available macro-economic data. The learning algorithm and different reinforcement functions (the Differential Sharpe Ratio, Differential Downside Deviation Ratio and Returns) were revised and the performances were compared while transaction costs were taken into account. (This is important for practical implementations even though many publications ignore this consideration.) It was assumed that the traders make long-short decisions in the S&P500 with complementary 3-month treasury bill investments. Leveraged positions in the S&P500 were disallowed. Notably, the Differential Sharpe Ratio and the Differential Downside Deviation Ratio are risk …