Designing and validating an agent based commodity trading simulation soul mate dating reading

20-Oct-2017 22:06

Your access to the NCBI website at gov has been temporarily blocked due to a possible misuse/abuse situation involving your site.This is not an indication of a security issue such as a virus or attack.Under the background that serious financial risk events frequently occurred, it is essential to grasp the law of financial risks and then do a good job in risk control and mechanism design, so that we can develop stock index futures and other derivatives successfully.Considering the comovement between stock index futures market and its underlying stock market, risk management in a single market is not sufficient.Some researchers found that futures market may stabilize the spot market, while others found that index futures can shock the underlying stocks. These studies show that different results are obtained under different samples and different time intervals.

Given that it is still a single-market model, it goes no further on the spot-future cross market interactions.Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China Received 17 February 2014; Revised 25 March 2014; Accepted 6 April 2014; Published 17 April 2014Academic Editor: Pankaj Gupta Copyright © 2014 Hai-Chuan Xu et al.