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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2021-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0255038 |
| _version_ | 1819039229942956032 |
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| author | Steven Shead Robert B Durand Stephanie Thomas |
| author_facet | Steven Shead Robert B Durand Stephanie Thomas |
| author_sort | Steven Shead |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-21T08:49:54Z |
| format | Article |
| id | doaj.art-a1c389624f6c4d69b4b7dbaae4411d34 |
| institution | Directory Open Access Journal |
| issn | 1932-6203 |
| language | English |
| last_indexed | 2024-12-21T08:49:54Z |
| publishDate | 2021-01-01 |
| publisher | Public Library of Science (PLoS) |
| record_format | Article |
| series | PLoS ONE |
| spelling | doaj.art-a1c389624f6c4d69b4b7dbaae4411d342022-12-21T19:09:43ZengPublic Library of Science (PLoS)PLoS ONE1932-62032021-01-01169e025503810.1371/journal.pone.0255038Predicting price intervals under exogenously induced stress.Steven SheadRobert B DurandStephanie ThomasWe 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.https://doi.org/10.1371/journal.pone.0255038 |
| spellingShingle | Steven Shead Robert B Durand Stephanie Thomas Predicting price intervals under exogenously induced stress. PLoS ONE |
| title | 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_short | Predicting price intervals under exogenously induced stress. |
| title_sort | predicting price intervals under exogenously induced stress |
| url | https://doi.org/10.1371/journal.pone.0255038 |
| work_keys_str_mv | AT stevenshead predictingpriceintervalsunderexogenouslyinducedstress AT robertbdurand predictingpriceintervalsunderexogenouslyinducedstress AT stephaniethomas predictingpriceintervalsunderexogenouslyinducedstress |