The talk starts at 12:15.
Please note that due to COVID-19, the participants can watch the streamed talk on Teams with a link (below).
Speaker: Hanne W. Rognebakke
Location: Teams: Click here to join the meeting
Title: Liquidity forecasts for DNB customers
Abstract In order to give their customers a better control of cash flow in the short term period ahead, DNB offers a 30 days balance forecast based on historical data. We show how complex this problem is, given the variety of time series for the different customers. We present three individual regression models for the customers that are based on time dependent covariates and compare the results.