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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Détails bibliographiques
Auteurs principaux: Steven Shead, Robert B Durand, Stephanie Thomas
Format: article
Langue:EN
Publié: Public Library of Science (PLoS) 2021
Sujets:
R
Q
Accès en ligne:https://doaj.org/article/a1c389624f6c4d69b4b7dbaae4411d34
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