Article

Article title THE IMITATIONAL NEURAL NETWORKS FOR FORECASTING CHARTER MARKET OF «AFRAMAX» TANKERS
Authors E.V. Ilyashenko
Section SECTION I. MODELING OF SYSTEMS AND PROCESSES
Month, Year 06, 2014 @en
Index UDC 51.519.7
DOI
Abstract The main features of the neural network programming are identified and used for predicting dynamics of the "Aframax" tankers demand on the short and long term. The purpose of this study is considered to study the experience of experts in the field of forecasting tanker freight market "Aframax" using artificial neural networks (ANN), as well as developing their own approaches to the prediction of the market and trading systems design , suitable for use in shipping companies. To achieve this goal define the stages of the process of solving the problem of forecasting tanker freight market " Aframax " who need automation, and results-based proposes a conceptual framework of this market forecasting system based on neural network technology. The results of the application of neural networks for solving the problem of forecasting the freight marketing tankers "Aframax" showed that the static nonlinear system can be configured to perform the analysis of the market trends and forecast of its development.

Download PDF

Keywords Сharter market; "Aframax"; “LR2”; neural network programming; time-charter rates.
References 1. Бэстенс Д.Э., Вуд Д. Нейронные сети и фрахтовые рынки: принятие решений во фрахтовых операциях. – М.: ТВП, 2012. – 236 с.
2. Де Марк Т. Технический анализ фрахтового рынка танкеров «Афрамакс». – М.: Диаграмма, 2010. – 103 с.
3. Ежов А.А., Шумский С.А. Нейрокомпьютинг и его применение при прогнозировании танкерных рынков. – М.: МИФИ, 2011. – 224 с.
4. Змиртович А.И. Интеллектуальные информационные системы. – М.: НТООО «ТетраСистемс», 2013. – 368 с.
5. Лиховидов В.Н. Практический курс распознавания образов. – Владивосток: ДВГУ, 2012.
6. Уоллис В., Дэвис В.И. Технический анализ фрахтовых рынков танкерного судоходства. – NY: Freight, 2012. – 97 с.
7. Купмэнс Т. Фрахтовый рынок танкеров «Афрамакс». Факторы. Динамика. Прогнозирование. – NY: Freight, 2012. – 176 с.
8. Сорос Д. Алхимия фрахтовых операций / Пер. с англ. Аристова Т.С. – М.: ИНФРА-М, 2011. – 416 с.
9. Уошем Т., Паррамоу К. Количественные методы о фрахтовых операциях. – London: Finance, 2013. – 527 с.
10. Lloyd's Register of Shipping World Fleet Statistics, London: Lloyd's Publisher, 2012-2013.

Comments are closed.