A complex system consists of a lot of interactive individuals, agents, or units. It occurs widely but is hard to model in both natural and social sciences. Its behavior is neither regular nor random. However, it has some kinds of structures which capture our interesting to study. We can apply...

The authors investigate multiplicate relationships between investor attention and gold futures return. The Vector Auto Regression (VAR) estimates demonstrate that investor attention exhibits significant impact on gold futures returns and the effect can be positive or negative depending on how...