Chaos theory: forecasting the freight rate of an oil tanker
by Eleftherios I. Thalassinos, Mike P. Hanias, Panayiotis G. Curtis, Yannis E. Thalassinos
International Journal of Computational Economics and Econometrics (IJCEE), Vol. 1, No. 1, 2009

Abstract: The main aim of this paper is to predict the Aframax tanker charter rate index by using methods from non-linear analysis especially from chaos theory as is the method of false nearest neighbours (FNN). This is the result of the new emerging field of econo-physics which mainly consists of autonomous physico-mathematical models that have been already applied to the financial markets and now in particular aspects of the complex non-linear dynamics of several maritime indices such as the time charter rate of an Aframax tanker.

Online publication date: Fri, 06-Nov-2009

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