Dijous 11 de juny, el Dipòsit Digital no estarà operatiu de 15:00 a 17:00 h per tasques de manteniment. Disculpeu les molèsties.
El jueves 11 de Junio, el Dipòsit Digital no estará operativo de 15:00 a 17:00 h debido a tareas de mantenimiento. Disculpen las molestias.
Thursday, Jun 11th, the Digital Repository will be unavailable due to a system update.

Document type

Bachelor thesis

Publication date

Publication license

cc-by-nc-nd (c) Segura García, 2015
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/67413

How humans take decisions: financial markets as a case of study

Journal Title

Journal ISSN

Volume Title

Related resource

Abstract

Financial markets are a clear example of a choice-dealing situation in which people have to make decisions facing uncertainty and risk. This study aims to learn how people make decisions, in order to predict them, by analysing the data collected in a social experiment and using tools of information theory and statistics. It focuses on how people's own experience ifluence their next actions and what strategies are developed finding that both the market and the previous results in uence decisions with a mutual information value of 0:045 0:010 bits and 0:050 0:010 bits respectively and that these two stochastic processes add non-redundant information to each other. Besides, in the experiment, people's memory holds for only one round. Finally, the 'toy' model tested gives a 55:200 0:016% success ratio for the market's ifluence and a 53:496 0:016% for the results influence analysis.

Description

Treballs Finals de Grau de Física, Facultat de Física, Universitat de Barcelona, Any: 2015, Tutor: Josep Perelló

Citation

Citation

SEGURA GARCÍA, Carlota. How humans take decisions: financial markets as a case of study. [consulted: 10 of June of 2026]. Available at: https://hdl.handle.net/2445/67413

Export metadata

JSON - METS

Share record