Literature Review of Treasury Cash Flow Forecast

Authors

  • Shi Hua Central University of Finance and Economics

DOI:

https://doi.org/10.14738/assrj.79.9062

Abstract

In this paper, the related literatures of treasury cash flow forecasting in the early stage are reviewed. By reviewing the related literatures, it is found that the treasury cash flow forecasting in China has made great progress, and various forecasting methods have been used in practical work, but there is still room for optimization in treasury cash flow forecasting. Suggestions for optimization are put forward.

References

Chen Jianqi, Li Jinshan,Construction and prediction of treasury funds model-research based on Box-Jenkins method. Journal of Shanxi University of Finance and Economics, 2007(05):p.97-102.

Niu Runsheng, Liu Qiong,Forecast of treasury cash flow based on grey system model. Journal of Hunan Taxation College, 2010,23(03):p.31-34.

Yang Shijuan, Lu Weixue, Fang Huiping,Combination model of grey system and BP neural network and its application. Statistics and Decision, 2016(24):p.82-84. 523

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Published

2020-10-04

How to Cite

Hua, S. (2020). Literature Review of Treasury Cash Flow Forecast. Advances in Social Sciences Research Journal, 7(9), 521–523. https://doi.org/10.14738/assrj.79.9062

Issue

Vol. 7 No. 9 (2020): Advances in Social Sciences Research Journal

Section

Articles

License

Copyright (c) 2020 Shi Hua

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.