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Agent-based modelling using object-oriented code libraries is also ideally suited to the development of theory based on taxonomical classification of different system components and their interactions.

designing and validating an agent based commodity trading simulation-76

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Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China Received 17 February 2014; Revised 25 March 2014; Accepted 6 April 2014; Published 17 April 2014Academic Editor: Pankaj Gupta Copyright © 2014 Hai-Chuan Xu et al.

This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

On April 16, 2010, CSI 300 index futures succeeded in listing on the China Financial Futures Exchange, which are the first index futures in China and provide a new hedge tool for Chinese financial market practitioners.

However, the leverage properties of stock index futures, as well as their hedging strategies which may lead to market shocks, will increase the systemic risk, such as South Korea’s stock index futures market manipulation in 2006 and Dow Jones Industrial Average’s intraday flash crash caused by the E-mini futures contracts.




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