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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Vladislav Kosarev
Application of Transition Matrix for Forecasting Commercial Bank Reserves
Bachelor’s programme
2014
In this paper we consider the application of transition matrix for forecasting commercial bank reserves. For this task we used the data on auto loans from June 2011 to September 2013. Also we considered the methodology for the determination of transition matrices and a model that predicted the transition matrix elements. Using this approach will be optimized total reserve, so the bank's money will be used more efficiently.

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