This work was created and developed to formulating a complementary methodology to Homo Oeconomicus, infact we to a rational economic operator who founded His work on concepts such as optimization, strategy and technical analysis, we propose an operator psychologically involved that is conditioned by emotions and affections such as: fear, stress, anxiety, greed etc. It is undisputed that in the financial markets some euphoria phenomena, mass psychosis, explosions of exaltation and collective hysteria generate high volatility in the system. In order to analyze the emotional aspects that typically characterize the economic operator is established and developed the Behavioural Financeas as a methodological approach which is opposed to the theories that recognize in the technical analysis the most important method for the pricing evaluation market. The intent is to formulate a descriptive model that takes into account the emotional and affective component and the impact that they exercise for a correct interpretation of the currency markets (Forex) and of the decision making process. This work forms part of the methodologies and mathematical and computer technologies in the trading support, proposing a method to make the Candlestick Analysis automatically thanks to an engine or a computational engine specially developed for the pattern recognition and it defines a methodology for the identification and quantification of emotions and affectivity in a trader. The ultimate goal of the work is to provide a possible decision support system in trading activity. [edited by author]

Candlestick Analysis e Sistemi di Decision. Making in Behavioural Financial Computing

2016

Abstract

This work was created and developed to formulating a complementary methodology to Homo Oeconomicus, infact we to a rational economic operator who founded His work on concepts such as optimization, strategy and technical analysis, we propose an operator psychologically involved that is conditioned by emotions and affections such as: fear, stress, anxiety, greed etc. It is undisputed that in the financial markets some euphoria phenomena, mass psychosis, explosions of exaltation and collective hysteria generate high volatility in the system. In order to analyze the emotional aspects that typically characterize the economic operator is established and developed the Behavioural Financeas as a methodological approach which is opposed to the theories that recognize in the technical analysis the most important method for the pricing evaluation market. The intent is to formulate a descriptive model that takes into account the emotional and affective component and the impact that they exercise for a correct interpretation of the currency markets (Forex) and of the decision making process. This work forms part of the methodologies and mathematical and computer technologies in the trading support, proposing a method to make the Candlestick Analysis automatically thanks to an engine or a computational engine specially developed for the pattern recognition and it defines a methodology for the identification and quantification of emotions and affectivity in a trader. The ultimate goal of the work is to provide a possible decision support system in trading activity. [edited by author]
15-apr-2016
Italiano
Candlestik
Scarpa, Roberto
Iovane, Gerardo
Università degli Studi di Salerno
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14242/152911
Il codice NBN di questa tesi è URN:NBN:IT:UNISA-152911