2009 Volume 2009 Issue FIN-003 Pages 05-
Various market studies have made such as micro market structure. I want to pick up a case study applying optimization of decision making with extracting professional traders decision making process through survey. To create the ideal model of decision making by AI are extremely interesting. As a background of this study, behavioral finance theory such as Prospect Theory(Daniel Kahneman and Amos Tversky 1979)are used.