DocumentCode
690464
Title
On Arbitrage System of Precious Metal Futures Market in China Based on C++
Author
Feng Xu ; Yue Liu
Author_Institution
Res. Center of Financial Eng., South China Univ. of Technol., Guangzhou, China
fYear
2013
fDate
14-15 Dec. 2013
Firstpage
821
Lastpage
824
Abstract
Based on the principle of mean reversion and RBF neural network, this dissertation designs an arbitrage system of Chinese precious metal futures market by means of C++. It proves that it is technically feasible to apply quantitative investment to domestic precious metal futures trading on the basis of the actual data obtained in the application of the quantitative arbitrage system in Shanghai Futures Exchanges. The research findings provide foundation for quantitative arbitrage of precious metal futures market in China..
Keywords
C++ language; commodity trading; financial data processing; investment; radial basis function networks; C++; China; Chinese precious metal futures market; RBF neural network; Shanghai Futures Exchanges; domestic precious metal futures trading; mean reversion principle; quantitative arbitrage system; quantitative investment; Analytical models; Econometrics; Educational institutions; Investment; Metals; Neural networks; Predictive models; Arbitrage System; C++; Precious Metal Futures Market;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Sciences and Applications (CSA), 2013 International Conference on
Conference_Location
Wuhan
Type
conf
DOI
10.1109/CSA.2013.196
Filename
6835722
Link To Document