适用行业
- 金融与保险
- 零售
用例
- 需求计划与预测
- 库存管理
关于客户
该客户是东南亚最大的中央银行。他们负责一系列国家层面的经济政策,包括流动性管理、货币发行、金融监管、外汇储备和汇率政策。该银行在该地区的经济稳定中发挥着至关重要的作用,并不断应对快速变化的经济格局带来的挑战,包括零售支付中越来越多地使用电子技术以及选举和废钞等外部冲击事件。
挑战
东南亚最大的中央银行在准确预测不同面额纸币和硬币的需求方面面临着挑战。快速变化的经济格局和选举和废钞等外部冲击事件导致大多数现有算法失败。该银行还需要考虑零售支付领域电子技术应用的重大发展。此外,该银行还希望了解纸币的更换或报废数量以及不同冲击事件对货币需求的影响。
解决方案
数据学提供的解决方案不仅仅依赖于货币与其他名义或实际变量之间的结构关系。他们探索了基于计量经济学时间序列的算法干预并实施了高级分析解决方案。使用 R 和 Dot Net 框架开发了一个用户友好的解决方案,该解决方案利用了计量经济学时间序列预测模型以及对纸币和硬币需求 10 年数据的分析。数据是从四个不同的来源提取的——提款、退休、缓冲库存和流通货币。该解决方案使用并发的多模型参与来构建精度和准确度,并能够无缝有效地处理冲击事件。与其他竞争者和以前的估计相比,长期和短期估计都明显更加精确和准确。
运营影响
数量效益
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