Bank Cash Provision For Optimal Management

We study the bank's vault cash optimal management problem in this paper. Following the existing research, our contribution is on:1. Continuing the research of the reference [12], we give the numerical methods of calculating the cash demand and the net payout, furthermore we give the method of data mining in the practical calculating.2. From the bank's practical vault cash demand of the ATM and counter operation, we structure the stochastic inventory model using (S,s) policy. On the base of the optimal object function, we completely study the vault cash optimal management problem of bank's ATM and counter operation.3. We calculate the large numbers of bank's counter operation data. From the optimal analysis and data mining, we give an Empirical study of that bank's vault cash management problem.The thesis consists of six chapters.In the first and second chapter, we briefly review the history and background of the vault cash optimal management problem.In the third and fourth chapter, we give the numerical method of calculating the cash demand function, and we set up the optimal management model of the ATM and counter operation.In the fifth and the sixth chapter, after the large number of working on the data mining and model analysis. We give an empirical study of a bank's vault cash optimal management.