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A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method

Journal Article · · Applied Mathematics and Computation
Not Available
Sponsoring Organization:
USDOE
OSTI ID:
1682452
Journal Information:
Applied Mathematics and Computation, Journal Name: Applied Mathematics and Computation Journal Issue: C Vol. 361; ISSN 0096-3003
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English

References (43)

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A novel method for forecasting time series based on fuzzy logic and visibility graph journal November 2017
A co-integration approach to forecasting freight rates in the dry bulk shipping sector journal November 1997
Seasonality patterns in dry bulk shipping spot and time charter freight rates journal December 2001
A Novel Approach to Forecasting the Bulk Freight Market journal March 2017
A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms journal June 2018
Mean absolute percentage error and bias in economic forecasting journal December 2011
A fuzzy extended DELPHI method for adjustment of statistical time series prediction: An empirical study on dry bulk freight market case journal January 2012
Trade, income and the Baltic Dry Index journal April 2013
Forecasting spot and forward prices in the international freight market journal January 2007
Stock market efficiency and international shipping-market information journal November 2014
Mean Absolute Percentage Error for regression models journal June 2016
Cross-correlations between Baltic Dry Index and crude oil prices journal July 2016
Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks journal September 2018
Long Term Dry Cargo Freight Rates Forecasting by Using Recurrent Fuzzy Neural Networks journal January 2016
Baltic Dry Index as a Major Economic Policy Indicator: The Relationship with Economic Growth journal December 2015
Pre-announcements of price increase intentions in liner shipping spot markets journal January 2017
Liner container seasonal shipping revenue management journal December 2015
Shipping investor sentiment and international stock return predictability journal December 2016
Multivariate modeling and analysis of regional ocean freight rates journal May 2018
A survey of shipping finance research: Setting the future research agenda journal July 2018
Probabilistic machine learning and artificial intelligence journal May 2015
Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application journal March 2018
Network structure of multivariate time series journal October 2015
A Comparison of Models for Forecasting the Baltic Freight Index: Box-Jenkins Revisited journal October 1999
A wavelet and neural network model for the prediction of dry bulk shipping indices journal August 2012
Forecasting spot rates at main routes in the dry bulk market journal October 2012
A fuzzy integrated logical forecasting (FILF) model of time charter rates in dry bulk shipping: A vector autoregressive design of fuzzy time series with fuzzy c-means clustering journal August 2012
A new approach for Baltic Dry Index forecasting based on empirical mode decomposition and neural networks journal February 2015
Predicting tanker freight rates using parsimonious variables and a hybrid artificial neural network with an adaptive genetic algorithm journal August 2017
Complex network from time series based on phase space reconstruction journal September 2009
Characterizing system dynamics with a weighted and directed network constructed from time series data journal June 2014
From time series to complex networks: The visibility graph journal March 2008
Forecasting weekly freight rates for one-year time charter 65 000 dwt bulk carrier, 1989–2008, using nonlinear methods journal October 2009
Examining the theoretical–empirical inconsistency on stationarity of shipping freight rate journal November 2017
Forecasting tanker freight rate using neural networks journal January 1997
Assessing the Performance of Prediction Models: A Framework for Traditional and Novel Measures journal January 2010
Complex Network from Pseudoperiodic Time Series: Topology versus Dynamics journal June 2006
Financing Shipping Companies and Shipping Operations: A Risk-Management Perspective journal December 2011
Complex network analysis of time series journal December 2016
Multi-Step Hybrid Prediction Model of Baltic Supermax Index Based on Support Vector Machine journal January 2016
New Evidence on the Information and Predictive Content of the Baltic Dry Index journal July 2013

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