When Tan Le was four years old, she, her mother, grandmother and sister fled from their native Vietnam in search of a better life in Australia.

They spent five days crossing the South China Sea by boat with more than 150 others, were rescued by a British oil tanker and then lived in a refugee camp in Malaysia for three months.

Eventually, they reached Australia. "It was a really incredible feeling because Australia gave us so much more. It was really expansive, not just in terms of geographic space, but also the room to think, to expand our horizons, to start again," Le told CNBC's "The Brave Ones."

Now 41, Le is the successful chief executive and founder of Emotiv, a brain research company that has developed technology that lets people do things such as control a car using their mind. After a degree at Melbourne's Monash University and stints as a lawyer and software entrepreneur, she founded the company in 2011.

"The brain is made up of billions of neurons. When the neurons interact with each other, the chemical reaction emits an electrical impulse… We measure those electrical impulses using a headset that you put on your head, it's totally noninvasive," she said.

"And then we use machine-learning to measure those impulses and we translate those patterns into commands or into meaning… so turning on the lights, with your mind, control a robot or drive a car."