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Forecasting of the Average Daily Balances on Deposits of Corporate Customers of the Bank

Student: Elena Baryshnikova

Supervisor: Nikolay Pilnik

Faculty: Faculty of Economic Sciences

Educational Programme: Applied Economics (Master)

Year of Graduation: 2019

This paper elaborates on methods for forecasting multiple time series using the example of average daily balances (ADB) for deposits of corporate clients of a Russian bank. Data series of ADB in the context of bank customers are intermittent due to the large number of zero values. Also, the existing data series have different lengths, because the sample contains customers who have recently started to place deposits in the bank and, therefore, for which there is no historical ADB data (or there are data only for several months). The paper introduces the forecasting methods, elaborates on their aspects and afterwards, a case study is carried out for comparison.

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