基于分形理論的國(guó)際干散貨航運(yùn)價(jià)格指數(shù)研究.pdf

1、中國(guó)海洋大學(xué)碩士學(xué)位論文基于分形理論的國(guó)際干散貨航運(yùn)價(jià)格指數(shù)研究姓名：萬培祥申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：國(guó)際貿(mào)易學(xué)指導(dǎo)教師：李電生20120602StudyonInternationalDry—BulkShippingPriceIndexBasedonFractalTheoryAbstractTheuncertaintiesarethemainriskresourcesofinternationaldrybulkshippingmarket

2、Owingtothecontinuousdevelopmentofworldeconomythedemandforrawmaterialsandenergyhasbeensteadilyincreasing，andshippingindustryisextremelyactiveResearchesonshippingpriceareattractingmuchmoreattentionDrybulkshippingmarketpric

3、ewhichwereeffectivemarketresearchtheoryasthefoundationthenormaldistributionasthebasicassumptionsbythereviewofshippingmarketresearchthisisnotabletobetterexplaindrybulkshippingpricefluctuations，andshippingpriceshaveasimila

4、rpriceinthevolatilityofthestockmarketresearchwhichisbasedonthefractaltheoryandobeythefraetaldistributionasthebasicassumptionsThetheoreticalf、oundationofthearticleisdoingresearchforthebasicassumptionsandthelimitationofthe

5、effectivemarkettheoryfractaltheoryinpricefluctuationsItisprovedtheoreticallythatthefractaltheoryismoresuitableforpricefluctuationresearchfractaldistributionhasmoregeneraldistributionform，anditisbetterabletofittingdrybulk

6、shippinginpricefluctuationsInthethirdchapterthearticleperformexaminationforinternationaldrybulkfreightindexabnormaldistributioninanytimeSCalesbyusinghistograminspectionmethod，’JBtestingmethodandKStestingmethodTheinspecti

7、onresultsshowthatInternationaldrybulkfreightindexisdisobedientnormallydistributioninanytimescales，andhasobviouspeakandfattailUsingfractaldislributionparametersestimationmethod，thepaperareestimatedtothedrybulkfreightindex

8、dailyincomingsequencefractaldistributionparameters，thisagainconfmnsthefactthatInternationaldrybulkcargoindexissubservienttofractaldistribution，anditsdistributionisdonesomemoredetailedstrokesComparedwiththefittingresultso

9、ffraetaldistributionandnormaldistributiontodrybulkcargoindexdistributionfractaldistributionCanbetterreflectpricefluctuations，normaldistributionwilloverestimateearnings，underestimateriskBasedonInternationaldrybulkcargoind

10、exfiactaldistributionthepaperisstudyi11itsfractalcharacteristicBythecomparativestudyonthefractalofthedistributionstructuredrybulkfreightindexdailyincomingsequence，weeklyincomingsequenceandmonthlyincomingsequence，itproves