Wednesday, December 4, 2024 15:00 MLIT Room 310, Online seminar via Webinar Victor Ivanov, Elena Akishina, A.S. Prikazchikova (NRNU MEPhI)Singular Spectrum Analysis and Forecast of Financial Condition of Credit Institutions in the Caterpillar-SSA Approach Speaker: A.S. Prikazchikova (NRNU MEPhI) Abstract: The singular spectrum analysis method is successfully used in the processing and forecasting time series tasks. In this article, we applied this method in the «Caterpillar»-SSA approach to assessing the financial condition of two credit institutions as objects of Russia economic security: JSC «CCB» (deprived of its license by the decision of the Bank of Russia) and the reliable «TBank». For this purpose, the time series values of key performance indicators of the specified credit institutions were analyzed and forecasted, namely: «Profit», «Accounts in the Bank of Russia», «Securities». Сonnecting to Webinar. Information on the seminar and the link to connect are available at Indico.
