Journal article
Predicting price intervals under exogenously induced stress
Abstract
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 …
Authors
Shead S; Durand RB; Thomas S
Journal
PLOS ONE, Vol. 16, No. 9,
Publisher
Public Library of Science (PLoS)
DOI
10.1371/journal.pone.0255038
ISSN
1932-6203