Emotional response modeling in financial markets : Boston Stock Exchange data analysis
Name
57146259-MIT.pdf
Description
Full printable version
Size
4.18 MB
Format
Adobe PDF
Checksum (MD5)
44f2087a9151c292efc447a26ba71af7
Author(s)
McCaney, Patrick Michael, 1980-
Advisor(s)
Andrew W. Lo and Dmitry Repin.
Alternative Title
Modeling of emotional responses in financial markets
Date Issued
2004
Publisher
Massachusetts Institute of Technology
Abstract
In this thesis, physiological data is analyzed in the context of financial risk processing, specifically investigating the effects of financial trading decisions and situations on the physiological responses of professional market makers. The data for this analysis comes from an experiment performed on market makers at the Boston Stock Exchange. This analysis involved significant preprocessing of large financial and physiological data sets. Short-term and long term analysis of financial and performance based event markers of the data are performed and the results interpreted. There are two main conclusions. First, negative performance events are found to be the the main driver of physiological responses; positive performance events have minimal deviations from baseline physiological signals. Second, a long term analysis of events yield more substantial physiological changes than a short term analysis.
Description
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2004.
Includes bibliographical references (leaves 57-58).
Subjects
Electrical Engineering and Computer Science.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
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