Empowering cash managers to achieve cost savings by improving predictive accuracy
暂无分享,去创建一个
Francisco Salas-Molina | Josep Ll. Arcos | Francisco Salas-Molina | Juan A. Rodr'iguez-Aguilar | Joan Serra | Francisco J. Martin | J. L. Arcos | Joan Serra
[1] A. Weigend,et al. Time Series Prediction: Forecasting the Future and Understanding the Past , 1994 .
[2] George Athanasopoulos,et al. Forecasting: principles and practice , 2013 .
[3] Michael Anthony Bauer,et al. XLPM: efficient algorithm for the analysis of protein-protein contacts using chemical cross-linking mass spectrometry , 2014, BMC Bioinformatics.
[4] Rob J Hyndman,et al. 25 years of time series forecasting , 2006 .
[5] Matthew Scotch,et al. Comparison of ARIMA and Random Forest time series models for prediction of avian influenza H5N1 outbreaks , 2014, BMC Bioinformatics.
[6] Andy Liaw,et al. Classification and Regression by randomForest , 2007 .
[7] V. Srinivasan,et al. Deterministic cash flow management: State of the art and research directions , 1986 .
[8] D. Cox,et al. An Analysis of Transformations , 1964 .
[9] Merton H. Miller,et al. A Model of the Demand for Money by Firms , 1966 .
[10] B. Stone. Cash Planning and Credit-Line Determination With a Financial Statement Simulator: A Case Report on Short-Term Financial Planning , 1973 .
[11] Ronald Harley,et al. A random forest method for real-time price forecasting in New York electricity market , 2014, 2014 IEEE PES General Meeting | Conference & Exposition.
[12] Jurgen A. Doornik,et al. Encompassing and Automatic Model Selection , 2008 .
[13] E. Fama,et al. CASH BALANCE AND SIMPLE DYNAMIC PORTFOLIO PROBLEMS WITH PROPORTIONAL COSTS , 1969 .
[14] Fotios Petropoulos,et al. forecast: Forecasting functions for time series and linear models , 2018 .
[15] Adam Zagorecki,et al. Prediction of Methane Outbreaks in Coal Mines from Multivariate Time Series Using Random Forest , 2015, RSFDGrC.
[16] Manish Kumar,et al. Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest , 2006 .
[17] George E. P. Box,et al. Time Series Analysis: Forecasting and Control , 1977 .
[18] Marcelo Seido Nagano,et al. Evolutionary models in cash management policies with multiple assets , 2014 .
[19] Bernell K. Stone. The Payments-Pattern Approach to the Forecasting and Control of Accounts Receivable , 1976 .
[20] Andreas S. Weigend,et al. Time Series Prediction: Forecasting the Future and Understanding the Past , 1994 .
[21] Tin Kam Ho,et al. The Random Subspace Method for Constructing Decision Forests , 1998, IEEE Trans. Pattern Anal. Mach. Intell..
[22] Fionnuala M. Gormley,et al. The utility of cash flow forecasts in the management of corporate cash balances , 2007, Eur. J. Oper. Res..
[23] Patrick Siarry,et al. A Continuous Genetic Algorithm Designed for the Global Optimization of Multimodal Functions , 2000, J. Heuristics.
[24] David S. Broomhead,et al. Multivariable Functional Interpolation and Adaptive Networks , 1988, Complex Syst..
[25] G. Gregory,et al. Cash flow models: A review , 1976 .
[26] Jurgen A. Doornik,et al. Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics , 2014 .
[27] Hans G. Daellenbach,et al. Are Cash Management Optimization Models Worthwhile? , 1974, Journal of Financial and Quantitative Analysis.
[28] Antonio Criminisi,et al. Decision Forests for Computer Vision and Medical Image Analysis , 2013, Advances in Computer Vision and Pattern Recognition.
[29] H. Kantz,et al. Nonlinear time series analysis , 1997 .
[30] N. M. Girgis. Optimal Cash Balance Levels , 1968 .
[31] Derek W. Bunn,et al. Forecasting Electricity Prices , 2003 .
[32] Algirdas Laukaitis,et al. Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes , 2008, Eur. J. Oper. Res..
[33] J. Contreras,et al. Forecasting electricity prices for a day-ahead pool-based electric energy market , 2005 .
[34] Steven F. Maier,et al. A Short-Term Disbursement Forecasting Model , 1981 .
[35] Michael D. Bradley,et al. Forecasting with a nonlinear dynamic model of stock returns and industrial production , 2004 .
[36] B. Stone,et al. Daily Cash Forecasting: A Simple Method for Implementing the Distribution Approach , 1977 .
[37] Thomas W. Miller,et al. Daily Cash Forecasting with Multiplicative Models of Cash Flow Patterns , 1987 .
[38] B. Stone,et al. Daily Cash Forecasting and Seasonal Resolution: Alternative Models and Techniques for Using the Distribution Approach , 1985, Journal of Financial and Quantitative Analysis.
[39] Timo Teräsvirta,et al. Forecasting economic variables with nonlinear models , 2005 .
[40] Leo Breiman,et al. Random Forests , 2001, Machine Learning.
[41] Marcelo Seido Nagano,et al. Stochastic Cash Flow Management Models: A Literature Review Since the 1980s , 2015 .
[42] R Core Team,et al. R: A language and environment for statistical computing. , 2014 .
[43] Nicholas Sarantis,et al. Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence , 2001 .
[44] Timo Teräsvirta,et al. Chapter 8 Forecasting economic variables with nonlinear models , 2006 .
[45] F. Black,et al. The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.
[46] William J. Baumol,et al. The Transactions Demand for Cash: An Inventory Theoretic Approach , 1952 .
[47] Bernell K. Stone,et al. The Use of Forecasts and Smoothing in Control-Limit Models for Cash Management , 1972 .
[48] Douglas A. Wolfe,et al. Nonparametric Statistical Methods , 1973 .
[49] D. Broomhead,et al. Radial Basis Functions, Multi-Variable Functional Interpolation and Adaptive Networks , 1988 .
[50] H. Akaike. A new look at the statistical model identification , 1974 .
[51] Michael P. Clements,et al. Forecasting economic and financial time-series with non-linear models , 2004 .
[52] M. Small. Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance , 2005 .
[53] Markku Penttinen,et al. Myopic and stationary solutions for stochastic cash balance problems , 1991 .
[54] Hae-Sang Park,et al. A simple and fast algorithm for K-medoids clustering , 2009, Expert Syst. Appl..