Stock Future Implementation: CSI 300 Index Rebalance

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Clustering Analysis of Stocks of CSI 300 Index Based on Manifold Learning

As an effective way in finding the underlying parameters of a high-dimension space, manifold learning is popular in nonlinear dimensionality reduction which makes high-dimensional data easily to be observed and analyzed. In this paper, Isomap, one of the most famous manifold learning algorithms, is applied to process closing prices of stocks of CSI 300 index from September 2009 to October 2011....

متن کامل

Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data

The cross-correlation between the China Securities Index 300 (CSI 300) index futures and the spot markets based on high-frequency data is discussed in this paper. We empirically analyze the cross-correlation by using themultifractal detrended cross-correlation analysis (MF-DCCA), and investigate further the characteristics of asymmetry, frequency difference, and transmission direction of the cr...

متن کامل

Hong Kong Stock Index Forecasting

Prediction of the movement of stock market is a long-time attractive topic to researchers from different fields. The Hang Seng Index (abbreviated: HSI) is a free float-adjusted market capitalization-weighted stock market index in Hong Kong. We believe the HSI is influenced by other major financial indexes across the world and try different machine learning method to get a prediction based on th...

متن کامل

Revisiting stock market index correlations

a r t i c l e i n f o a b s t r a c t Comovement of stock market indices increases during volatile periods, and does not come down when the turmoil settles down. This paper explains formation of persistent comovements during high volatility periods with theories from Bayesian learning. My main conclusion is that the correlation that is formed during the high volatility period is persistent beca...

متن کامل

Chemical Substructure Index (CSI) A New Research Tool

In recent years, the extremely limited value of traditional indexes for substructure searching has become well recognized, As a result, considerable research effort has been financed for substructure search systems. However, with few exceptions, this research effort has been aimed at developing computer systems, even though most chemists do not have immediate access to computers. Manual substru...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Modern Economy

سال: 2019

ISSN: 2152-7245,2152-7261

DOI: 10.4236/me.2019.108123