Forecasting cash holding with cash deposit using time series approaches

Forecasting cash holding with cash deposit using time series approaches

© Springer International Publishing AG 2017. The levels of cash holding and cash deposit for Thai banks have significantly increased over the past 10 years. This paper aims to forecast cash holding by using cash deposit. For banks, cash holding partially is from the cash deposited. In addition, accu...

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Main Authors: Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta
Format: Book Series
Published: 2018
Subjects:
Computer Science
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012895340&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57111
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Institution: Chiang Mai University
id th-cmuir.6653943832-57111
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spelling th-cmuir.6653943832-571112018-09-05T03:35:08Z Forecasting cash holding with cash deposit using time series approaches Kobpongkit Navapan Jianxu Liu Songsak Sriboonchitta Computer Science © Springer International Publishing AG 2017. The levels of cash holding and cash deposit for Thai banks have significantly increased over the past 10 years. This paper aims to forecast cash holding by using cash deposit. For banks, cash holding partially is from the cash deposited. In addition, accurate prediction on the cash holding would provide valuable information and indicators supervising bankers to control the levels of both cash holding and cash deposit effectively. In addition, the empirical relevance of cash holding and cash deposit is examined with three different models; linear model, ARIMA model and state space model. Experimental results with real data sets illustrate that state space model tends be the most accurate model compared to the other two models for prediction. 2018-09-05T03:35:08Z 2018-09-05T03:35:08Z 2017-02-01 Book Series 1860949X 2-s2.0-85012895340 10.1007/978-3-319-50742-2_30 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012895340&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57111
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
spellingShingle Computer Science
Kobpongkit Navapan
Jianxu Liu
Songsak Sriboonchitta
Forecasting cash holding with cash deposit using time series approaches
description © Springer International Publishing AG 2017. The levels of cash holding and cash deposit for Thai banks have significantly increased over the past 10 years. This paper aims to forecast cash holding by using cash deposit. For banks, cash holding partially is from the cash deposited. In addition, accurate prediction on the cash holding would provide valuable information and indicators supervising bankers to control the levels of both cash holding and cash deposit effectively. In addition, the empirical relevance of cash holding and cash deposit is examined with three different models; linear model, ARIMA model and state space model. Experimental results with real data sets illustrate that state space model tends be the most accurate model compared to the other two models for prediction.
format Book Series
author Kobpongkit Navapan
Jianxu Liu
Songsak Sriboonchitta
author_facet Kobpongkit Navapan
Jianxu Liu
Songsak Sriboonchitta
author_sort Kobpongkit Navapan
title Forecasting cash holding with cash deposit using time series approaches
title_short Forecasting cash holding with cash deposit using time series approaches
title_full Forecasting cash holding with cash deposit using time series approaches
title_fullStr Forecasting cash holding with cash deposit using time series approaches
title_full_unstemmed Forecasting cash holding with cash deposit using time series approaches
title_sort forecasting cash holding with cash deposit using time series approaches
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012895340&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57111
_version_ 1681424817644896256

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