Predicting price intervals under exogenously induced stress.
We present an experimental protocol to examine the relationship between exogenously induced stress and confidence in a setting applicable to financial markets. Confidence will be measured by a prediction interval for a one period ahead price forecast, based on a series of 100 previous prices; narrow...
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Public Library of Science (PLoS)
2021
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oai:doaj.org-article:a1c389624f6c4d69b4b7dbaae4411d342021-12-02T20:14:15ZPredicting price intervals under exogenously induced stress.1932-620310.1371/journal.pone.0255038https://doaj.org/article/a1c389624f6c4d69b4b7dbaae4411d342021-01-01T00:00:00Zhttps://doi.org/10.1371/journal.pone.0255038https://doaj.org/toc/1932-6203We present an experimental protocol to examine the relationship between exogenously induced stress and confidence in a setting applicable to financial markets. Confidence will be measured by a prediction interval for a one period ahead price forecast, based on a series of 100 previous prices; narrower (wider) prediction intervals will be indicative of greater (lower) confidence. Stress will be induced using the Cold Pressor Arm Wrap, a variation of the Cold Pressor Test. Risk attitudes, and personality traits are also considered as mediating factors.Steven SheadRobert B DurandStephanie ThomasPublic Library of Science (PLoS)articleMedicineRScienceQENPLoS ONE, Vol 16, Iss 9, p e0255038 (2021) |
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Medicine R Science Q Steven Shead Robert B Durand Stephanie Thomas Predicting price intervals under exogenously induced stress. |
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We present an experimental protocol to examine the relationship between exogenously induced stress and confidence in a setting applicable to financial markets. Confidence will be measured by a prediction interval for a one period ahead price forecast, based on a series of 100 previous prices; narrower (wider) prediction intervals will be indicative of greater (lower) confidence. Stress will be induced using the Cold Pressor Arm Wrap, a variation of the Cold Pressor Test. Risk attitudes, and personality traits are also considered as mediating factors. |
format |
article |
author |
Steven Shead Robert B Durand Stephanie Thomas |
author_facet |
Steven Shead Robert B Durand Stephanie Thomas |
author_sort |
Steven Shead |
title |
Predicting price intervals under exogenously induced stress. |
title_short |
Predicting price intervals under exogenously induced stress. |
title_full |
Predicting price intervals under exogenously induced stress. |
title_fullStr |
Predicting price intervals under exogenously induced stress. |
title_full_unstemmed |
Predicting price intervals under exogenously induced stress. |
title_sort |
predicting price intervals under exogenously induced stress. |
publisher |
Public Library of Science (PLoS) |
publishDate |
2021 |
url |
https://doaj.org/article/a1c389624f6c4d69b4b7dbaae4411d34 |
work_keys_str_mv |
AT stevenshead predictingpriceintervalsunderexogenouslyinducedstress AT robertbdurand predictingpriceintervalsunderexogenouslyinducedstress AT stephaniethomas predictingpriceintervalsunderexogenouslyinducedstress |
_version_ |
1718374724790124544 |