Improving the Accuracy of Forecasting the TSA Daily Budgetary Fund Balance Based on Wavelet Packet Transforms

Improving the Accuracy of Forecasting the TSA Daily Budgetary Fund Balance Based on Wavelet Packet Transforms

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ABSTRACT: Improving the accuracy of cash flow forecasting in the TSA is the key to fulfilling government payment obligations, minimizing the cost of maintaining the cash reserve, providing the absence of outstanding debt accumulation, and ensuring investment in various financial instruments to obtai...

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Bibliographic Details
Main Authors:	Alan K. Karaev, Oksana S. Gorlova, Marina L. Sedova, Vadim V. Ponkratov, Nataliya S. Shmigol, Svetlana E. Demidova
Format:	Article
Language:	English
Published:	Elsevier 2022-09-01
Series:	Journal of Open Innovation: Technology, Market and Complexity
Subjects:	wavelet analysis discrete wavelet packet transform Treasury Single Account budgetary fund balances time series forecasting
Online Access:	http://www.sciencedirect.com/science/article/pii/S2199853122007089

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