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A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
作者:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
收藏  |  浏览/下载：14/0  |  提交时间：2022/04/02
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载：13/0  |  提交时间：2022/04/02
The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文
International Journal of Finance & Economics, 2019, 卷号: Vol.24 No.1, 页码: 186-203
作者:  Lu‐Tao Zhao;  Ya Meng;  Yue‐Jun Zhang;  Yun‐Tao Li
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/13
copula  EVT  FIGARCH  model  oil  price  optimal  hedge  ratio  VaR  
The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2019, 卷号: Vol.24 No.1, 页码: 186-203
作者:  Zhao, LT;  Meng, Y;  Zhang, YJ;  Li, YT
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17
Volatility and correlation study between the corn futures and spot markets in China: Based on DCC-GARCH model 期刊论文
International Agricultural Engineering Journal, 2018, 卷号: Vol.27 No.3, 页码: 403-409
作者:  Sun, Hongguo;  Yu, Xing
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/26
The relationship among China's fuel oil spot, futures and stock markets 期刊论文
FINANCE RESEARCH LETTERS, 2018, 卷号: 24, 页码: 151-162
作者:  Li Ping;  Zhang Ziyi;  Yang Tianna;  Zeng Qingchao
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/30
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
作者:  He, Zhifang;  Huang, Chuangxia;  Gong, Xu;  Yang, Xiaoguang;  Wen, Fenghua
收藏  |  浏览/下载：31/0  |  提交时间：2018/07/30
Asymmetric joint multifractal analysis in Chinese stock markets 期刊论文
Physica A: Statistical Mechanics and its Applications, 2017, 卷号: Vol.471, 页码: 10-19
作者:  Chen,Yuwen;  Zheng,Tingting
收藏  |  浏览/下载：3/0  |  提交时间：2019/04/22
Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash 期刊论文
Journal of Futures Markets, 2017, 卷号: Vol.37 No.4, 页码: 411-428
作者:  Qian Han and Jufang Liang
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31
Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash 期刊论文
Journal of Futures Markets, 2017, 卷号: Vol.37 No.4, 页码: 411-428
作者:  Han, Q.;  Liang, J.
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/31

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