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《Journal of Dalian Maritime University》 2006-02
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Forecasting the Baltic dry index using neural networks

LIU Jian-lin~(1,2),XU Guo-ping~2(1.Mathematics & Information Sciences College,Jiangxi Normal Univ.,Nanchang 330027,China;2.Transportation Dept.,Shanghai Maritime Univ.,Shanghai 200135,China)  
This paper investigated the potential of neural networks for medium-term monthly dry bulk freight rates.A comparative study of predictive performance among neural networks,multivariate regression models and ARCH time series models were conducted.Our conclusions show that neural networks can significantly outperform multivariate regression models and ARCH time series models in forecasting performance.
【Fund】: 上海市高校科技发展基金资助项目(021K02)
【CateGory Index】: F224
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【Co-references】
Chinese Journal Full-text Database 10 Hits
1 CHEN Hua - you (Department of Mathematics, Anhui University,Hefei 230039,China; Graduate School of Management Science & Engineering, Nanjing University, Nanjing 210093 ,China);Entropy method and application to determine weights of combination forecasting[J];Journal of Anhui University(Natural Sciences);2003-04
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3 MO Yang-chun(Chongqing Channel Engineering Bureau of Yangtze River, Chongqing 400011);Measurement and positive analysis of the confidence of investors[J];Journal of Chongqing Technology and Business University;2003-05
4 SI Xiaoyue (School of Humanities & Law, Northeastern University, Shenyang 110004, China);On the Strategy and Measures to Take for Iron Ore Import in China[J];Journal of Northeastern University(Social Science);2003-05
5 ZHANG Lin hong, CHEN Jia yuan (Shipping Management College,Dalian Maritime Univ., Dalian 116026,China);Study on freight index forecasting of international shipping market[J];Journal of Dalian Maritime University;2001-04
6 LU Jing,CHEN Qinghui(Transportation Management College, Dalian Maritime Univ., Dalian 116026,China);Study on fluctuation of Baltic Freight Index[J];Journal of Dalian Maritime University;2003-01
7 ZENG Qing-cheng (Transportation Management College, Dalian Maritime Univ.,Dalian 116026,China);Application of neural networks in forecasting BFI[J];Journal of Dalian Maritime University;2004-03
8 LIU Jian-lin, SHI Xin(Transportation College,Shanghai Maritime Univ., Shanghai 200135,China);Research on cointegration in BIFFEX futures market and pricing model[J];Journal of Dalian Maritime University;2005-02
9 LIU Xiao-dong,XIE Xin-lian (Transportation & Logistics College, Dalian Maritime Univ., Dalian 116026, China);Status quo and developing trend of bulk cargo shipping market[J];Journal of Dalian Maritime University;2005-03
10 LI Yao-ding,ZONG Bei-hua(Transportation Management College,Shanghai Maritime Univ.,Shanghai 200135,China);Research on the volatility of freight and random walk test of international dry bulk market[J];Journal of Dalian Maritime University;2006-04
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