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Full-Text Articles in Social and Behavioral Sciences

Less Is More: Beating The Market With Recurrent Reinforcement Learning, Louis Kurt Bernhard Steinmeister Jan 2019

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 …


The Effects Of Ambient Benevolent Sexism And Its Implications In The Workplace, Amanda E. Mosier Jan 2019

The Effects Of Ambient Benevolent Sexism And Its Implications In The Workplace, Amanda E. Mosier

Masters Theses

"The purpose of this study was to examine women's reactions to witnessing benevolent sexism (i.e., ambient benevolent sexism). Female participants (n = 59) witnessed another woman being treated with hostile sexism (HS), benevolent sexism (BS), or no sexism and their reactions were examined in respect to a) working memory capacity, b) task-specific self-efficacy, c) mental intrusions of incompetence, and d) negative affect. The study also examined how participants' personal endorsement of BS impacted the relationship between sexism condition and the outcome variables. Results indicate that there were no direct effects of sexism condition on the outcome variables, though there was …