---
title: Modeling Shanghai Composite Index Opening Spread
url: https://www.ml-quant.com/papers/ssrn/4516288/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4516288
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516288
featured: 2023-07-26
citations: unknown
topic: Econometrics & Forecasting
---


# Modeling Shanghai Composite Index Opening Spread

The research uses hybrid models to predict the opening price difference rate of the Shanghai Stock Exchange Composite Index, suggesting implications for stock market forecasting and investment decisions.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516288
- Identifier: SSRN 4516288
- Released: 2023-07-20
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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