Fund mobility prediction method and device based on time sequence characteristic decomposition, and electronic equipment

Abstract

The invention relates to the technical field of computers, in particular to a fund mobility prediction method and device based on time sequence characteristic decomposition, and electronic equipment,. The method comprises the steps: obtaining a historical transaction flow data set of each transaction product; processing the historical transaction flow data set to obtain a fund inflow data sequence; according to the fund inflow data sequence, combining a cubic exponential smoothing method to obtain a fund inflow prediction model; performing customer group layering on customers corresponding to the historical transaction flow data set, and performing statistics on probability time sequence distribution diagrams of fund outflow of different customer groups to obtain a fund outflow prediction model; and combining the fund inflow prediction model and the fund outflow prediction model to obtain a fund mobility prediction result. Big data analysis, customer group layering, distribution statistics, periodic decomposition and other methods are utilized, the mobility prediction of the Internet funds is realized, the prediction precision is high, and advanced intervention operation can be carried out aiming at the imminent mobility risk.

Description

technical field [0001] The present invention relates to the field of computer technology, in particular to a capital liquidity prediction method, device and electronic equipment based on time series feature decomposition. Background technique [0002] According to the latest regulatory and management measures of the "China Banking and Insurance Regulatory Commission" in 2021, commercial banks need to further strengthen liquidity risk management to maintain the safe and stable operation of the commercial bank system. [0003] From the perspective of internal operations, for online deposits in the Internet digital retail field, it is necessary to measure, monitor, predict and control their liquidity through effective models and tools, identify risks in a timely and effective manner, and carry out early intervention and emergency response. Important task of proactive management system. [0004] From the perspective of planning and financial management, through quantitative for...

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Problems solved by technology

[0007] (2) The distribution of behavioral characteristics of customers' willingness to pay and pay is relatively divergent

[0009] (4) Low user viscosity, very sensitive to deposit yield

However, for online Internet retail deposits, a large number of users are distributed all over the country. The certificates of deposit are frequent and mostly small amounts. They are sensitive to interest rates and have low user stickiness. The income and expenditure characteristics are also very different.

In this case, it is difficult to obtain a good liquidity prediction model using simple and crude statistical methods

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