搜索结果: 1-15 共查到“Futures”相关记录46条 . 查询时间(0.1 秒)
材料是人类的文明之果、力量之源，材料科学的进步直接影响生产力的变革。从远古的石器时代至如今的硅晶片时代，新材料总是随新时代应运而生。纵古观今，材料科学和技术引领着人类历史的重大变革，并逐步成为支撑现代社会发展的重要支柱。今日材料科学的探究主要致力于解决基础和应用研究中，与材料制备、加工、表征、计算、理论和实验技术相关的难题，并开发出更轻、更强、更智能、更便捷、更节能和更高效的新材料，为人类更光明的...
香港证券及期货事务监察委员（The Securities and Futures Commission，SFC)
香港证券及期货事务监察委员 The Securities and Futures Commission SFC
2017/2/27
The Securities and Futures Commission (SFC) is an independent statutory body set up in 1989 to regulate Hong Kong's securities and futures markets.We derive our investigative, remedial and disciplinar...
Report on the Securities and Futures Commission’s 2015 annual review of the Exchange’s performance in its regulation of listing matters
Report on the Securities and Futures Commission 2005 annual review Exchange’s performance regulation of listing matters
2017/2/24
This report summarises the key findings and recommendations of the Securities and Futures Commission’s (SFC) 2015 annual review regarding the performance of The Stock Exchange of Hong Kong Limited (Ex...
Enduring Inequities,Imagined Futures—Circulating Policy Discourses and Dilemmas in the Anthropology of Educationaeq
anthropology of education policy education equity crisis narratives “culture of poverty”
2016/1/26
This article is a slightly revised version of the CAE Presidential Address delivered at the Annual Meeting of the American Anthropological Association in New Orleans, LA on November 20, 2010. The addr...
Futures prices as risk-adjusted forecasts of monetary policy
Federal funds futures Monetary policy
2015/7/23
Many researchers have used federal funds futures rates as measures of financial markets’
expectations of future monetary policy. However, to the extent that federal funds futures
reflect...
Is there co-movement between the China and US agricultural futures markets?
spillover effect soybean wheat
2015/6/8
The paper examines the co-movements between the agricultural markets of China and the US. First, the empirical findings indicate that long-term equilibrium exists between the China and US soybean futu...
Report on the Securities and Futures Commission’s 2014 annual review of the Exchange’s performance in its regulation of listing matters
Report on the Securities and Futures Commission 2014 annual review Exchange’s performance regulation of listing matters
2017/2/24
This report summarises the key findings and recommendations of the Securities and Futures Commission’s (SFC) 2014 annual review regarding the performance of The Stock Exchange of Hong Kong Limited (th...
Report on the Securities and Futures Commission’s 2013 annual review of the Exchange’s performance in its regulation of listing matters
Report on the Securities and Futures Commission 2013 annual review Exchange’s performance regulation of listing matters
2017/2/24
This report summarises the key findings and recommendations of the Securities and Futures Commission’s 2013 annual review regarding the performance of The Stock Exchange of Hong Kong Limited (the “Exc...
Report on the Securities and Futures Commission’s 2012 annual review of the Exchange’s performance in its regulation of listing matters
Report on the Securities and Futures Commission 2012 annual review Exchange’s performance regulation of listing matters
2017/2/24
This report summarises the key findings and recommendations of the Securities and Futures Commission’s 2012 annual review regarding the performance of The Stock Exchange of Hong Kong Limited (the “Exc...
Optimal portfolios in commodity futures markets
futures contract commodity markets portfolio optimization stochastic partial differential equations
2012/4/28
We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize ...
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data
CSI 300 Index Future High-Frequency Data Futures-Spot Arbitrage Mean Reversion Effect Mispricing Ratio
2013/2/23
Based on 1 minute high frequency data, this paper constructs no-arbitrage band for CSI300 index futures, and empirically studies the futures-spot arbitrage. Furthermore, the mean reversion and its tim...
Report on the Securities and Futures Commission’s 2011 annual review of the Exchange’s performance in its regulation of listing matters
Report on the Securities and Futures Commission 2011 annual review Exchange’s performance regulation of listing matters
2017/2/24
This report summarises the key findings and recommendations of the Securities and Futures Commission’s 2011 annual review regarding the performance of The Stock Exchange of Hong Kong Limited (the “Exc...
Information Transmission in Informationally Linked Markets: Evidence from US and Chinese Commodity Futures Markets
Commodity futures Informationally linked markets Synchronous and non-synchronous trading Price discovery
2014/1/13
This paper investigates information transmission and price discovery in informationally linked markets within the multivariate generalized autoregressive conditional heteroskedasticity and information...
On the Zipf strategy for short-term investments in WIG20 futures
Zipf law econophysics investment strategy long memory time series complex systems futures contracts
2011/8/17
Abstract: We apply the Zipf power law to financial time series of WIG20 index daily changes (open-close). Thanks to the mapping of time series signal into the sequence of 2k+1 'spin-like' states, wher...
Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
Multi-Factor Commodity Spot Price Stochastic Volatility Milstein Adaptive Markov chain Monte Carlo Particle filter Rao-Blackwellization
2011/6/21
We examine a general multi-factor model for commodity spot prices and futures valuation. We extend
the multi-factor long-short model in [1] and [2] in two important aspects: firstly we allow for both...