Depression is a severe, treatable disorder which continues to remain under-detected in the primary care settings and is associated with symptoms such as melancholy, loss of pleasure, loss of energy, difficulty in concentrating, and suicidal thoughts. Stressful life events are one of common precedents in the first episode of depression, and may leave a person more vulnerable to develop subsequent episodes. Various techniques such as psychological questionnaires, measuring cortisol concentration, MRI scanning have been employed to measure the severity of depression. The conventional sources to measure cortisol levels are plasma, urine or saliva, which provide only acute cortisol exposure. Measuring cortisol concentration in hair has emerged over recent years as it provides a long- term, month-by-month systematic cortisol exposure. The purpose of this paper is to survey the promising results of correlation between HCC and mental disorders. A review of statistical techniques and machine learning algorithms used in previous work is included.