Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 3 of 3
Full-Text Articles in Physical Sciences and Mathematics
Developing 5gl Concepts From User Interactions, David Stuckless Meyer
Developing 5gl Concepts From User Interactions, David Stuckless Meyer
Masters Theses
In the fulfilling of the contracts generated in Test Driven Development, a developer could be said to act as a constraint solver, similar to those used by a 5th Generation Language(5GL). This thesis presents the hypothesis that 5GL linguistic mechanics, such as facts, rules and goals, will be emergent in the communications of developer pairs performing Test Driven Development, validating that 5GL syntax is congruent with the ways that practitioners communicate. Along the way, nomenclatures and linguistic patterns may be observed that could inform the design of future 5GL languages.
Controlled Switching In Kalman Filtering And Iterative Learning Controls, He Li
Controlled Switching In Kalman Filtering And Iterative Learning Controls, He Li
Masters Theses
“Switching is not an uncommon phenomenon in practical systems and processes, for examples, power switches opening and closing, transmissions lifting from low gear to high gear, and air planes crossing different layers in air. Switching can be a disaster to a system since frequent switching between two asymptotically stable subsystems may result in unstable dynamics. On the contrary, switching can be a benefit to a system since controlled switching is sometimes imposed by the designers to achieve desired performance. This encourages the study of system dynamics and performance when undesired switching occurs or controlled switching is imposed. In this research, …
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 …