Application of Global-Local Algorithm in the Investment of Stock Index Futures

作者：吴亚桢; 廖靖宇; 张应山

来源：数理统计与管理, 2012, 31(6).

• Global-Local algorithm
• stock index futures
• the five indexes
• data simulation

For the complex data systems like stock markets, this paper investigates Hu-Shen 300 stock In- dexes which is the underlying asset of stock index futures with the five indexes of Global-Local Algorithm. The evidence suggests that the five indexes of Global-Local Algorithm can reveal the deviation, risk and stability of the spot market; Data simulation were processed with the SAS software, the results indicate that the five indexes can capture the transition of trend of Hu-Shen 300 stock Indexes, and it is of sig- nificance in actual operation of stock index futures.

• 出版日期2012
• 单位许昌学院; 华东师范大学