2 resultados para Uncertainty financial crises

em Boston University Digital Common


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Co-release of the inhibitory neurotransmitter GABA and the neuropeptide substance-P (SP) from single axons is a conspicuous feature of the basal ganglia, yet its computational role, if any, has not been resolved. In a new learning model, co-release of GABA and SP from axons of striatal projection neurons emerges as a highly efficient way to compute the uncertainty responses that are exhibited by dopamine (DA) neurons when animals adapt to probabilistic contingencies between rewards and the stimuli that predict their delivery. Such uncertainty-related dopamine release appears to be an adaptive phenotype, because it promotes behavioral switching at opportune times. Understanding the computational linkages between SP and DA in the basal ganglia is important, because Huntington's disease is characterized by massive SP depletion, whereas Parkinson's disease is characterized by massive DA depletion.

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Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.