Estimating Non-Maturity Deposits

Cipu E. C., Udriste S.

9th WSEAS International Conference on Simulation, Modelling and Optimization, Budapest, Hungary, 3 - 05 September 2009, pp.369-371 identifier

  • Publication Type: Conference Paper / Full Text
  • City: Budapest
  • Country: Hungary
  • Page Numbers: pp.369-371
  • Istanbul Technical University Affiliated: No


We use certain statistical models for studying the demand deposits. For each model we precise the theoretical estimation and we propose an original algorithm for simulations. Using a time series data of market rate, internal rate and non-maturity deposits, we run these models and we estimate the optimal parameters. Based on results and data, we propose a mixed model and original relations for estimating the parameters. After a decision upon a better algorithm and model, we calculate the real values of demand deposits. Some conclusions about the characteristic feature of non-maturity deposits were formulates at the end of the paper.