In statistical arbitrage, paired trading, as a market-neutral strategy, is widely used because of its simple method and easy implementation. This paper constructs a machine learning framework for commodity futures matching trading from four aspects: systematic feature extraction, unsupervised...

The primary use of futures is hedging risk. Traders in the spot market can hedge certain risks through the futures market. With the development of the futures market, the arbitrage transactions around futures have attracted increasingly attention. The aim of this paper is to establish an...

China commodity futures market network is constructed. Commodity is the node of the network, and the network link is defined by the price correlation matrix. We analyze the relationship between the centrality of each commodity in the commodity futures market network and the optimal weight of the...

The growth of digital economy and sustainable development of environment are important issues related to high-quality economic development in the new era. This paper selects the yearly data of China from 2007 to 2021, constructs the China’s Environmental Performance Index, and establishes the...

This paper presents an action guided constraint satisfaction technique for planning problem. Different from the standard algorithms which are almost domain independence and cannot reflect the characteristics of the planning progress, this paper discusses how the action rules in planning act in...