RETRACTED: Analysis of the hedging effect of financial futures based on improved machine learning algorithms (Retracted Article)

As a financial asset with multiple values, financial futures are widely welcomed by people, and many investors are willing to invest in and hold financial futures. However, although financial futures have good hedging characteristics, their prices will still be affected by external factors and fluctuate. The supplement to the existing mean spillover and volatility spillover effects enriches the research system on spillover effects in financial futures markets and helps to deepen the understanding of spillover effects in financial futures markets. Based on machine learning algorithms, this paper constructs an analysis model of the hedging effect of financial futures. Moreover, this paper combines financial theory for modeling and empirical analysis, and follows a simple to complex research strategy, and uses a combination of quantitative analysis and qualitative analysis to conduct research. In addition, based on the continuous quadratic variation theory, this paper combines the market microstructure noise model and the high-frequency financial measurement model to analyze the hedging effect of financial futures, and conducts research through examples. The research results show that the performance of the model constructed in this paper is good.