Model of Deposit and Loan of A Bank Using Spiral Optimization Algorithm

DOI10.22342/JIMS.25.3.826.292-301MaRDI QIDQ5141992zbMATH OpenOpenAlexFDO

Authors Moch Fandi Ansori, K. A. Sidarto, N. Sumarti

Publication date 29 December 2020

Published in Journal of the Indonesian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.22342/jims.25.3.826.292-301

zbMATH Keywords

bank stabilitydeposit and loandynamical systemspiral optimization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• The dynamical system of the deposit and loan volumes of a commercial bank containing interbank lending and saving factors

Cited in

(4)

• The dynamical system of the deposit and loan volumes of a commercial bank containing interbank lending and saving factors
• Dynamics of bank's balance sheet: a system of deterministic and stochastic differential equations approach
• Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy
• Range value-at-risk and its optimization in vehicle insurance

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