期刊文献+

波罗的海干散货航运指数混沌特性分析

Analysis of the Chaos Characteristics of Baltic Dry Bulk Shipping Index
下载PDF
导出
摘要 本文结合金融思想,从混沌理论的角度对波罗地海干散货航运指数(BDI)进行了研究,证实了BDI指数具有混沌属性。 This article studies the chaotic behavior of the international Dry bulk Freight Systems from the financial point.It is confirmed that the BDI index has chaotic properties.
作者 杨蕾 张厚保 Yang lei;Zhang Houbao(China Transport Telecommunications&Information Center,Beijing,100011)
出处 《数字通信世界》 2019年第9期3-3,7,共2页 Digital Communication World
关键词 BDI 混沌 BDI chaotic
  • 相关文献

参考文献3

二级参考文献19

  • 1团体著者,上海证券报,1996年
  • 2Lorenz E N. Deterministic nonperiodic flow[J]. J Atmosph Sci 1963; 20: 130-141.
  • 3赵华.混沌理论在经济中的应用研究[D].福建:厦门大学,2005:56-72.
  • 4Kazema A, Sharifia E, Hussainb F K, et al. Support vector regression with chaos-based firefly algorithm for stock market price forecasting [J] . Applied Soft Computing, 2013, 13: 947-958.
  • 5Lu Jing, Marloe P B, Wang Hui. An analysis of freight rate volatility in dry bulk shipping markets [J]. Maritime Policy and Management, 2008,35 (3) : 237-251.
  • 6Grassberger P. An optimized box-assisted algorithm for fractal dimensions[J]. Physics Letters A, 1990, 148:63-68.
  • 7Kaplan D T, Glass L. Direct test for determinism in a time series [J]. Physical Review Letters, 1992, 68 (4) : 427-430.
  • 8Salvino L W, Cawley R. Smoothness implies determinism: method to detect it in time series [J]. Physical Review Letter, 1994, 73 (18) : 1091-1094.
  • 9Celso G, Edward O. Long-lived chaotic transients and unstable pair bifurcation [JT. Physical Review Letters, 1983,50 (7); 897-901.
  • 10马超群,邹琳,李红权.股票市场的非线性结构与混沌效应检验--基于BDS与CR方法[J].湖南大学学报(自然科学版),2008,35(5):85-88. 被引量:11

共引文献31

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部