Left Frontal EEG Power Responds to Stock Price Changes in a Simulated Asset Bubble Market
نویسندگان
چکیده
منابع مشابه
Changes in EEG alpha power during simulated driving: a demonstration.z
The aim was to assess the suitability of EEG-based techniques to recording activity during a driving simulation task. To achieve this, an inexpensive driving simulator (comprising steering wheel, pedals and gear shift) were made to function with a personal computer running “Need for Speed” simulation software. Simulators of this type are both inexpensive and relatively realistic. The EEG was re...
متن کاملChanges in EEG alpha power during simulated driving: a demonstration.
The aim was to assess the suitability of EEG-based techniques to recording activity during a driving simulation task. To achieve this, an inexpensive driving simulator (comprising a steering wheel, pedals and gear shift) were made to function with a personal computer running 'Need for Speed' simulation software. Simulators of this type are both inexpensive and relatively realistic. The EEG was ...
متن کاملReaction of Stock Market Index to Oil Price Shocks
T his study examines how oil price shocks interact with the stock market index within a nonlinear autoregressive distributed lag model in Iran. Based on quarterly data for the period from 1991 to 2017, the findings revealed statistically significant evidence of short-run and long-run asymmetric behavior of stock market index in response to the positive a...
متن کاملCollective Behavior of Market Participants during Abrupt Stock Price Changes
Under uncertainty, human and animal collectives often respond stochastically to events they encounter. Human or animal individuals behave depending on others' actions, and sometimes follow choices that are sub-optimal for individuals. Such mimetic behaviors are enhanced during emergencies, creating collective behavior of a group. A stock market that is about to crash, as markets did immediately...
متن کاملA Financial Engineering Approach to Identify Stock Market Bubble
In this paper we adopt an engineering method based on Al-Anaswah and Wilfling, state space model with Markov-switching, to capture the speculative bubbles of stock markets in China and US. We present the VAR log linear asset pricing model in state space model with Markov-switching, so that we can capture the unobservable speculative bubbles. Based on the dataset from Stock markets in China and ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Brain Sciences
سال: 2021
ISSN: 2076-3425
DOI: 10.3390/brainsci11060670