Dr. Rhonda Patrick wrote about this study on her social media platforms:
Exercise produces a hormone called irisin that may improve memory and protect against Alzheimer's disease. The irisin hormone was initially thought to play a role in energy metabolism but new evidence suggests it may also promote neuronal growth in the brain's hippocampus.
As far as exercising, I've noticed when checking my %SPO2 with a pulse oximeter, it will usually go up to 99% when I'm walking. So most likely more oxygen supplied to the brain. Just another tidbit of info.