The Behavior and Impact of Heterogeneous Investors in China's Stock Index Futures Market: An Agent-Based Model on Cross-Market Trades.
Zhuoyi YangXiong XiongLijian WeiYian CuiLi WanPublished in: Complex. (2022)
Keyphrases
- futures market
- stock market
- stock index
- investment strategies
- financial markets
- stock exchange
- agent based models
- stock price
- stock index futures
- short run
- market participants
- portfolio management
- short term
- financial data
- garch model
- long run
- financial time series
- trading systems
- portfolio selection
- hong kong
- risk management
- neural network