ИНТЕЛЛЕКТУАЛЬНЫЕ МЕТОДЫ ОБРАБОТКИ ДАННЫХ ПРИ ПРОГНОЗИРОВАНИИ ОБОРОТА НАЛИЧНЫХ ДЕНЕЖНЫХ СРЕДСТВ В БАНКОМАТАХ КОММЕРЧЕСКИХ БАНКОВ
The Article is focused on a problem of forecasting demand for cash money in ATMs of a commercial Bank. The solution of the forecasting problem let us optimize the processes of liquidity management, cash management and ATM service by the collection service. The method of machine learning - neural network-is used to obtain the forecast of cash turnover. The authors made and trained a model of a multilayer perceptron with one hidden layer in the Python 3 programming language using the Keras library, as well as a model of a recurrent neural network. As a result, the forecast of peaks and declines in demand for cash at the Bank's ATMs was obtained. Based on the forecast load management of ATMs ensures minimal maintenance costs and keep money in the ATM. The algorithm can be replicated to the entire ATM network, as well as applied to another commercial banks.
The volume contains the abstracts of the 12th International Conference "Intelligent Data Processing: Theory and Applications". The conference is organized by the Russian Academy of Sciences, the Federal Research Center "Informatics and Control" of the Russian Academy of Sciences and the Scientific and Coordination Center "Digital Methods of Data Mining". The conference has being held biennially since 1989. It is one of the most recognizable scientific forums on data mining, machine learning, pattern recognition, image analysis, signal processing, and discrete analysis. The Organizing Committee of IDP-2018 is grateful to Forecsys Co. and CFRS Co. for providing assistance in the conference preparation and execution. The conference is funded by RFBR, grant 18-07-20075. The conference website http://mmro.ru/en/.
Analyzing the reasons of financial crises in the book «The Black Swan» N.N. Taleb concludes that modern economic models badly describe reality for they are not able to forecast such crises in advance. We tried to present processes on stock exchange as two random processes one of which happens rather often (regular regime) and the other one - rather rare. Our answer is that if regular processes are correctly recognized with the probability a bit higher than 1/2, this allows to get positive average gain. We believe that this very phenomenon lies in the basis of unwillingness of people to expect crises permanently and to try recognizing them.
ФИНАНСОВЫЕ КРИЗИСЫ, биржа, пуассоновский процесс, financial crises, Stock exchange, Poisson processes
In this article we describe a system allowing companies to organize an efficient inventory management with 40 suppliers of different products. The system consists of four modules, each of which can be improved: demand planning, inventory management, procurement planning and KPI reporting. Described system was implemented in a real company, specializing on perishable products totaling over 600 SKUs. The system helped the company to increase its turnover by 7% while keeping the same level of services.
This paper uses the banking industry case to show that the boundaries of public property in Russia are blurred. A messy state withdrawal in 1990s left publicly funded assets beyond direct reach of official state bodies. While we identify no less than 50 state-owned banks in a broad sense, the federal government and regional authorities directly control just 4 and 12 institutions, respectively. 31 banks are indirectly state-owned, and their combined share of state-owned banks’ total assets grew from 11% to over a quarter between 2001 and 2010. The state continues to bear financial responsibility for indirectly owned banks, while it does not benefit properly from their activity through dividends nor capitalization nor policy lending. Such banks tend to act as quasi private institutions with weak corporate governance. Influential insiders (top-managers, current and former civil servants) and cronies extract their rent from control over financial flows and occasional appropriation of parts of bank equity.
Smoking is a problem, bringing signifi cant social and economic costs to Russiansociety. However, ratifi cation of the World health organization Framework conventionon tobacco control makes it possible to improve Russian legislation accordingto the international standards. So, I describe some measures that should be taken bythe Russian authorities in the nearest future, and I examine their effi ciency. By studyingthe international evidence I analyze the impact of the smoke-free areas, advertisementand sponsorship bans, tax increases, etc. on the prevalence of smoking, cigaretteconsumption and some other indicators. I also investigate the obstacles confrontingthe Russian authorities when they introduce new policy measures and the public attitudetowards these measures. I conclude that there is a number of easy-to-implementanti-smoking activities that need no fi nancial resources but only a political will.
One of the most important indicators of company's success is the increase of its value. The article investigates traditional methods of company's value assessment and the evidence that the application of these methods is incorrect in the new stage of economy. So it is necessary to create a new method of valuation based on the new main sources of company's success that is its intellectual capital.