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    Using Big Data to Discover Chaos in China’s Futures Market During COVID-19

    Lin Tie1, Bin Huang1, Bin Pan1, Guang Sun1,2,*

    CMC-Computers, Materials & Continua, Vol.69, No.3, pp. 3095-3107, 2021, DOI:10.32604/cmc.2021.019363

    Abstract COVID-19 was first reported in China and quickly spread throughout the world. Weak investor confidence in government efforts to control the pandemic seriously affected global financial markets. This study investigated chaos in China’s futures market during COVID-19, focusing on the degree of chaos at different periods during the pandemic. We constructed a phase diagram to observe the attractor trajectory of index futures (IFs). During the COVID-19 outbreak, overall chaos in China’s futures market was increasing, and there was a clear correlation between market volatility and the macroenvironment (mainly government regulation). The Hurst index, calculated by rescaled range (R/S) analysis, was… More >

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