Estimating cash in bank branches by time series and neural network approaches
Providing efficient and powerful approach for liquidity management of bank branches has always been one of the most important and challenging issues for researchers and scholars in the banking field. In other words, estimating the amount of required cash in different branches of the bank is one of t...
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| Format: | Article |
| Language: | English |
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REA Press
2021-12-01
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| Series: | Big Data and Computing Visions |
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| Online Access: | https://www.bidacv.com/article_142232_295ddce72fc506ca34b12b280a4e2040.pdf |
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| author | Pejman Peykani Farzad Eshghi Alireza Jandaghian Hamed Farrokhi-Asl Farid Tondnevis |
| author_facet | Pejman Peykani Farzad Eshghi Alireza Jandaghian Hamed Farrokhi-Asl Farid Tondnevis |
| author_sort | Pejman Peykani |
| collection | DOAJ |
| description | Providing efficient and powerful approach for liquidity management of bank branches has always been one of the most important and challenging issues for researchers and scholars in the banking field. In other words, estimating the amount of required cash in different branches of the bank is one of the basic and important questions for managers of the banking system. Because on the one hand, if the amount of cash is less than the required amount, the bank runs the default risk, and on the other hand, if the amount of cash is more than the required amount, the bank incurs opportunity costs. Therefore, the purpose of this study is to provide a practical approach to predict the optimal amount of required cash in bank branches. For this purpose, the concepts of time series, neural network approach and vector autoregressive model are used. The effectiveness of the proposed approach is also examined using real data. |
| format | Article |
| id | doaj-art-cf33a91e182e459790198dd3910bd237 |
| institution | Kabale University |
| issn | 2783-4956 2821-014X |
| language | English |
| publishDate | 2021-12-01 |
| publisher | REA Press |
| record_format | Article |
| series | Big Data and Computing Visions |
| spelling | doaj-art-cf33a91e182e459790198dd3910bd2372025-01-30T12:21:32ZengREA PressBig Data and Computing Visions2783-49562821-014X2021-12-011417017810.22105/bdcv.2021.142232142232Estimating cash in bank branches by time series and neural network approachesPejman Peykani0Farzad Eshghi1Alireza Jandaghian2Hamed Farrokhi-Asl3Farid Tondnevis4Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran.Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.Department of Industrial Engineering, K. N. Toosi University of Technology, Tehran, Iran.Sheldon B. Lubar School of Business, University of Wisconsin-Milwaukee, Milwaukee, Wisconsin, USA.Department of Management, University of Tehran, Tehran, Iran.Providing efficient and powerful approach for liquidity management of bank branches has always been one of the most important and challenging issues for researchers and scholars in the banking field. In other words, estimating the amount of required cash in different branches of the bank is one of the basic and important questions for managers of the banking system. Because on the one hand, if the amount of cash is less than the required amount, the bank runs the default risk, and on the other hand, if the amount of cash is more than the required amount, the bank incurs opportunity costs. Therefore, the purpose of this study is to provide a practical approach to predict the optimal amount of required cash in bank branches. For this purpose, the concepts of time series, neural network approach and vector autoregressive model are used. The effectiveness of the proposed approach is also examined using real data.https://www.bidacv.com/article_142232_295ddce72fc506ca34b12b280a4e2040.pdfbanking systemcash predictionliquidity requirementneural networktime series |
| spellingShingle | Pejman Peykani Farzad Eshghi Alireza Jandaghian Hamed Farrokhi-Asl Farid Tondnevis Estimating cash in bank branches by time series and neural network approaches Big Data and Computing Visions banking system cash prediction liquidity requirement neural network time series |
| title | Estimating cash in bank branches by time series and neural network approaches |
| title_full | Estimating cash in bank branches by time series and neural network approaches |
| title_fullStr | Estimating cash in bank branches by time series and neural network approaches |
| title_full_unstemmed | Estimating cash in bank branches by time series and neural network approaches |
| title_short | Estimating cash in bank branches by time series and neural network approaches |
| title_sort | estimating cash in bank branches by time series and neural network approaches |
| topic | banking system cash prediction liquidity requirement neural network time series |
| url | https://www.bidacv.com/article_142232_295ddce72fc506ca34b12b280a4e2040.pdf |
| work_keys_str_mv | AT pejmanpeykani estimatingcashinbankbranchesbytimeseriesandneuralnetworkapproaches AT farzadeshghi estimatingcashinbankbranchesbytimeseriesandneuralnetworkapproaches AT alirezajandaghian estimatingcashinbankbranchesbytimeseriesandneuralnetworkapproaches AT hamedfarrokhiasl estimatingcashinbankbranchesbytimeseriesandneuralnetworkapproaches AT faridtondnevis estimatingcashinbankbranchesbytimeseriesandneuralnetworkapproaches |