Table 1: Parameters for the simulation of the financial markets under loss aversion behavioural bias.

ParameterValueDescription of parameter

1Price settlement parameter
0.04Extrapolating parameter
0.04Reverting parameter
0.975Memory parameter
300Intensity of choice parameter
0.01Standard deviation of the random factors affect the price settlement process
0.05Standard deviation of the additional random orders of technical trading
0.01Standard deviation of the additional random orders of fundamental trading
2.25Loss aversion parameter