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:
Registered Report Protocol
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
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author Shead, Steven
Durand, Robert B.
Thomas, Stephanie
author_facet Shead, Steven
Durand, Robert B.
Thomas, Stephanie
author_sort Shead, Steven
collection PubMed
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.
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spelling pubmed-84600302021-09-24 Predicting price intervals under exogenously induced stress Shead, Steven Durand, Robert B. Thomas, Stephanie PLoS One Registered Report Protocol 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. Public Library of Science 2021-09-23 /pmc/articles/PMC8460030/ /pubmed/34555026 http://dx.doi.org/10.1371/journal.pone.0255038 Text en © 2021 Shead et al https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
spellingShingle Registered Report Protocol
Shead, Steven
Durand, Robert B.
Thomas, Stephanie
Predicting price intervals under exogenously induced stress
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
topic Registered Report Protocol
url 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
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