The young lady is not wearing a headband. She is wearing her Hapbee, a "smart wearable" advertised as allowing users to "change your mental state." Company website here. Cost for U.S. customers: $399.
Brian Dean at RAW Semantics reviews a brain machine, the Hapbee, similar to the brain machines that Robert Anton Wilson used to try. It's a machine that is advertised as being able to beam various moods into a user's brain -- alertness, calmness, being focused, being happy, etc. I don't want to introduce a spoiler into this blog post, but read Brian's interesting review.