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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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Detalles Bibliográficos
Autores principales: Shead, Steven, Durand, Robert B., Thomas, Stephanie
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8460030/
https://www.ncbi.nlm.nih.gov/pubmed/34555026
http://dx.doi.org/10.1371/journal.pone.0255038