Advances in Economics, Management and Political Sciences
- The Open Access Proceedings Series for Conferences
Proceedings of the 2nd International Conference on Financial Technology and Business Analysis
Series Vol. 65 , 28 December 2023
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Analysis of Stock and Futures Price Fluctuations Based on Mathematical Model
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Abstract
As the market becomes more transparent and trading strategies become homogeneous, the prediction of prices has become more difficult. This paper has selected the closing prices of the stock market and futures market from 2016 to 2019 and built the VAR model and ARMA-GARCHX models to study the relationship between the closing prices of the stock and futures markets. This paper found that the futures market is greatly affected by the stock market, and the stock market is less affected by the futures market. This paper uses specific data for mathematical modeling analysis, and the results obtained are highly reliable. The model provides a valuable tool for understanding and predicting market volatility, which is essential for investors seeking to make informed decisions in this context. As a result of this study, investors can predict the volatility of the futures market through the fluctuations of the stock market, thereby avoiding risks and improving returns.
Keywords
Stock, futures, fluctuation, prediction
References
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Data Availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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- Volume Title
- Proceedings of the 2nd International Conference on Financial Technology and Business Analysis
- ISBN (Print)
- 978-1-83558-239-8
- ISBN (Online)
- 978-1-83558-240-4
- Published Date
- 28 December 2023
- Series
- Advances in Economics, Management and Political Sciences
- ISSN (Print)
- 2754-1169
- ISSN (Online)
- 2754-1177
- DOI
- 10.54254/2754-1169/65/20231555
- Copyright
- 28 December 2023
- Open Access
- This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited