SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A new approach for Baltic Dry Index forecasting based on empirical mode decomposition and neural networks
5 references·7 citing·43 second hop
A new approach for Baltic Dry Index forecasting based on empirical mode decomposition and neural networks (2015)A new approach for Baltic Dry Index forec…Improving prediction of exchange rates using Differential EMD (2012)Improving prediction of excha…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…An analysis of freight rate volatility in dry bulk shipping markets (2008)An analysis of freight rate v…Forecasting spot and forward prices in the international freight market (2006)Forecasting spot and forward …Price Discovery, Causality and Forecasting in the Freight Futures Market (2003)Price Discovery, Causality an…The influence of COVID-19 epidemic on BDI volatility: An evidence from GARCH-MIDAS model (2022)The influence of COVID-19 epi…State-space TBATS model for container freight rate forecasting with improved accuracy (2022)State-space TBATS model for c…Time series forecasting methods for the Baltic dry index (2021)Time series forecasting metho…A hybrid model for financial time‐series forecasting based on mixed methodologies (2020)A hybrid model for financial …Artificial neural networks in freight rate forecasting (2019)Artificial neural networks in…A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method (2019)A novel hybrid approach to Ba…Comparison of Econometric Models and Artificial Neural Networks Algorithms for the Prediction of Baltic Dry Index (2018)Comparison of Econometric Mod…Generalized autoregressive conditional heteroskedasticity (1986)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The dynamics between freight volatility and fleet size growth in dry bulk shipping markets (2011)Volatility forecasting across tanker freight rates: The role of oil price shocks (2018)Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model (2020)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Time series prediction: Forecasting the future and understanding the past (1994)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Machine learning in energy economics and finance: A review (2019)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Dynamics of time-varying volatility in the dry bulk and tanker freight markets (2012)A survey of shipping finance research: Setting the future research agenda (2018)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)ARCH modeling in finance (1992)Autoregressive conditional heteroskedasticity and changes in regime (1994)Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework (2016)Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price (2016)Performance analysis of a higher order neural network with an improved shuffled frog leaping algorithm for currency exchange rate prediction (2018)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Comparing Predictive Accuracy (2002)Another look at measures of forecast accuracy (2006)Forecasting container freight rates for major trade routes: a comparison of artificial neural networks and conventional models (2020)Transportation Research, Part A: Policy and Practice (1997)Forecasting with artificial neural networks: (1998)Introduction to time series analysis and forecasting (2008)From time series to complex networks: The visibility graph (2008)Network structure of multivariate time series (2015)Complex network analysis of time series (2016)Volatility forecasting for the shipping market indexes: an AR-SVR-GARCH approach (2021)Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Pricing and hedging in the freight futures market (2010)MIDAS Regressions: Further Results and New Directions (2007)Stock Market Volatility and Macroeconomic Fundamentals (2012)The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty? (2021)Reducing the bullwhip effect to enhance maritime service resilience: The power of blockchain technology for cutting down the market uncertainty in the maritime supply chain (2023)Strategic logistics service procurement in shipping supply chains (2023)Sustainable Digital Shifts in Chinese Transport and Logistics: Exploring Green Innovations and Their ESG Implications (2024)Research on Financial Early Warning Based on Combination Forecasting Model (2022)
this work references cited by second hop

References

  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2006Forecasting spot and forward prices in the international freight market164 cited
  • 2003Price Discovery, Causality and Forecasting in the Freight Futures Market101 cited
  • 2008An analysis of freight rate volatility in dry bulk shipping markets80 cited
  • 2012Improving prediction of exchange rates using Differential EMD75 cited

Cited by

  • 2022The influence of COVID-19 epidemic on BDI volatility: An evidence from GARCH-MIDAS model70 cited
  • 2019Artificial neural networks in freight rate forecasting50 cited
  • 2018Comparison of Econometric Models and Artificial Neural Networks Algorithms for the Prediction of Baltic Dry Index48 cited
  • 2019A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method43 cited
  • 2021Time series forecasting methods for the Baltic dry index41 cited
  • 2022State-space TBATS model for container freight rate forecasting with improved accuracy37 cited
  • 2020A hybrid model for financial time‐series forecasting based on mixed methodologies36 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work