2015 | 4(42) | 165-177
Article title

Modelling and Forecasting Cash Withdrawals in the Bank

Title variants
Modelowanie i prognozowanie wypłat gotówki w banku
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The goal of the paper is searching for the optimal forecasting model estimating the amount of cash withdrawn daily by the customers of one of the Polish banks by means of statistical and machine learning methods. The methodology of model creation and assessment criteria are significantly different for the models considered in the paper — i.e., for ARMAX and MLP. However, the comparison of forecasts generated by both models seems to be useful. Variables and attributes reflecting the calendar effects, used in both models, in case of obtained errors of forecasts less than 20%, showed a significant, non-linear influence of this type of predictors on the amount of the daily cash withdrawals at the bank, and hence on the amount of the daily declared cash limit.
Prezentowane badania są próbą poszukiwania optymalnego modelu prognostycznego do oszacowania dziennej ilości gotówki pobieranej przez klientów jednego z polskich banków za pomocą metod statystycznych oraz metod uczenia maszynowego. Metodologia tworzenia modelu i kryteria oceny znacząco różnią się dla zastosowanych i opisanych w artykule modeli (ARMAX i MLP). Z tego powodu porównanie prognoz generowanych przez oba modele wydaje się być szczególnie interesujące i przydatne. Zmienne i atrybuty odzwierciedlające efekty kalendarzowe, użyte w obu modelach, w przypadku uzyskanych błędów prognoz poniżej 20%, wykazały znaczny, nieliniowy wpływ tego typu czynników predykcyjnych na wysokość dziennych wypłat gotówki, a więc pośrednio na wielkość limitu dziennego stanu gotówki w banku.
  • University of Management and Administration in Zamość, Poland
  • University of Management and Administration in Zamość, Poland
  • University of Information Technology and Management in Rzeszów, Poland
  • University of Rzeszów, Poland
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