منابع مشابه
Commodity futures and market efficiency
a r t i c l e i n f o We analyze the market efficiency of 25 commodity futures across various groups—metals, energies, soft commodities , grains and other agricultural commodities. To do so, we utilize the recently proposed Efficiency Index to find out that the most efficient among all of the analyzed commodities is heating oil, closely followed by WTI crude oil, cotton, wheat, and coffee. On t...
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In recent years, market forecasting by machine learning methods has been flourishing. Most existing works use a past market data set, because they assume that each trader’s individual decisions do not affect market prices at all. Meanwhile, there have been attempts to analyze economic phenomena by constructing virtual market simulators, in which human and artificial traders really make trades. ...
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This research applies a market profile to establish an indicator to classify the correlation between the variation in price and value with the stock trends. The indicator and technical index are neural network architecture parameters that assist to extrapolate the market logic and knowledge rules that influence the TAIEX futures market structure via an integral assessment of physical quantities...
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This paper examines and thereafter models “terrorism futures,” recently created by the U.S. Pentagon but subsequently terminated when revelation of their existence caused a sharp congressional outcry. The termination is regrettable because this type of market – commonly referred to as a “decision market” – has proven itself to be a consistent and accurate predictor of future events. Using this ...
متن کاملScaling in the market of futures
The price time series of the Italian government bonds (BTP) futures is studied by means of scaling concepts originally developed for random walks in statistical physics. The series of overnight price di erences is mapped onto a one-dimensional random walk: the bond walk. The analysis of the root mean square uctuation function and of the auto-correlation function indicates the absence of both sh...
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ژورنال
عنوان ژورنال: American Journal of Agricultural Economics
سال: 2014
ISSN: 0002-9092,1467-8276
DOI: 10.1093/ajae/aau067