The comparative analysis of stock index futures trading effect on the trend of spot market

Zeng, Lingling; Wang, Renxiang; Fu, Ying

doi:10.1109/icife.2010.5609443

Cited by 1 publication

(1 citation statement)

References 2 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Futures first appeared on the Grain Exchange in Chicago as a tool for people to agree on a specific price in the contract and trade at a specified time in the future [1][2][3]. The specific price are required to be lower than the seller's total assets, otherwise, a seller should pay the liquidated damages if not keeping a promise in the continuous time series [3].…”

Section: Introductionmentioning

confidence: 99%

Price Prediction of Cude oil, Gold, and Cotton Based on OLS, Random Forest, and Lightgbm

Chen¹

2023

BCPBM

View full text Add to dashboard Cite

Contemporarily, the predicted price becomes a necessary step for investors in order to gain extra returns. This study applies three regression models (i.e., OLS, Random Forest, and Lightgbm) to forecast the future prices of three products (i.e., crude oil, gold, and cotton) The 0.3 rates is used to split the train and test set. Comparing each graph of errors, two obvious lines representing the original data and predicted data tell the direct result of the advantages and disadvantages of the three models. In the experiment, it is found that the Random Forest model takes part in an important role to predict these three prices. The Random Forest model has less error between the three metrics and displays a closer graph between the original data and predicted data. According to the results, Random Forest model predicts the futures prices accurately and other models can also play the same role for specific futures to some extent. These results shed light on guiding further exploration of future price prediction.

show abstract

Section: Introductionmentioning

confidence: 99%

Price Prediction of Cude oil, Gold, and Cotton Based on OLS, Random Forest, and Lightgbm

Chen¹

2023

BCPBM

View full text Add to dashboard Cite

show abstract

The comparative analysis of stock index futures trading effect on the trend of spot market

Cited by 1 publication

References 2 publications

Price Prediction of Cude oil, Gold, and Cotton Based on OLS, Random Forest, and Lightgbm

Price Prediction of Cude oil, Gold, and Cotton Based on OLS, Random Forest, and Lightgbm

Contact Info

Product

Resources

About