2026-09-19T11:49:53Zhttps://dspace.mit.edu/server/oai/requestoai:dspace.mit.edu:1721.1/284812022-01-13T07:54:29Zcom_1721.1_7582com_1721.1_7581col_1721.1_131023
Andrew W. Lo and Dmitry Repin.
McCaney, Patrick Michael, 1980-
Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
n-us-ma
2005-09-26T20:41:27Z
2005-09-26T20:41:27Z
2004
2004
http://hdl.handle.net/1721.1/28481
57146259
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2004.
Includes bibliographical references (leaves 57-58).
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.
by Patrick Michael McCaney.
M.Eng.
58 leaves
2232194 bytes
2237263 bytes
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Massachusetts Institute of Technology
M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.
http://dspace.mit.edu/handle/1721.1/7582
Electrical Engineering and Computer Science.
Emotional response modeling in financial markets : Boston Stock Exchange data analysis
Modeling of emotional responses in financial markets
Thesis
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<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.</Abstract>
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