In this paper, we examine the role that the Dalian Commodity Exchange (DCE) plays in the global price discovery of soybean futures. We employ Structural Vector Autoregressive (SVAR) and Vector Error Correction (VEC) models on the returns of the DCE and the Chicago Board of Trade (CBOT) soybean...

The stock market is notorious for its intense uncertainty and instability, and researchers and investors alike often try a detailed and useful way to direct their stock trading. Long short-term memory (LSTM) neural networks are a subtype of Recurrent neural networks (RNNs) having significant...

We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction volume-price probability wave distributions in which we use transaction volume probability to describe price...