سال انتشار:
2021
عنوان انگلیسی مقاله:
Modelling corporate bank accounts
ترجمه فارسی عنوان مقاله:
مدل سازی حساب های بانکی شرکت ها
منبع:
ScienceDirect- Elsevier- Economics Letters, 205 (2021) 109924: doi:10:1016/j:econlet:2021:109924
نویسنده:
None
چکیده انگلیسی:
We discuss the modelling of corporate bank accounts using a proprietary dataset. We thus offer
a principled treatment of a genuine industrial problem. The corporate bank accounts in our study
constitute spare, irregularly-spaced time series that may take both positive and negative values. We
thus builds on previous models where the underlying is real-valued. We describe an intra-monthly
effect identified by practitioners whereby account uncertainty is typically lowest at the beginning and
end of each month and highest in the middle. However, our theory also allows for the opposite effect
to occur. In-sample applications demonstrate the statistical significance of the hypothesized monthly
effect. Out-of-sample forecasting applications offer a 9% improvement compared to a standard SARIMA
approach.
keywords: حساب های بانکی شرکت | فناوری | پیش بینی برنامه های کاربردی | یادگیری ماشین | Corporate bank accounts | Fin Tech | Forecasting applications | Machine learning
قیمت: رایگان
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