Loan demand forecasting using compositional time series analysis / (Record no. 2640)

MARC details
000 -LEADER
fixed length control field 01821nam a22002893a 4500
001 - CONTROL NUMBER
control field UPMIN-00002323671
003 - CONTROL NUMBER IDENTIFIER
control field UPMIN
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230131165423.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230131b |||||||| |||| 00| 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency UPMin
Modifying agency upmin
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
090 #0 - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) LG993.5 2008
Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) A64 J84
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Jumawan, Krisna Ian Lou Pineda.
9 (RLIN) 1935
245 ## - TITLE STATEMENT
Title Loan demand forecasting using compositional time series analysis /
Statement of responsibility, etc. Krisna Ian Lou Pineda Jumawan.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2008
300 ## - PHYSICAL DESCRIPTION
Extent 67 leaves.
502 ## - DISSERTATION NOTE
Dissertation note Thesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2008
520 3# - SUMMARY, ETC.
Summary, etc. This study focused on modeling the proportion of the different types of cooperative loan in order to forecast the frequency needed in each type of loan to address the demand of loans with their available limited resources. The data used in this study is a 7-year loan releases of six types, namely, regular loan, emergency loan, petty cash loan, credit line, micro-finance, and teachers and employees? salary loan starting from January 2000 to December 2006. In this study, compositional time series was employed specifically the used of additive log ratio for the transformation of the data and vector autoregressive process (VAR) as its standard time series technique. Accuracy of the predicted proportion of loans from the observed values are 91%, 48%, 83%, 97%, 96%, and 71% for regular loan, emergency loan, petty cash loan, credit line, micro-finance, and teachers and employees? salary loan respectively.
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Additive log ratio.
9 (RLIN) 1936
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Compositional time series.
9 (RLIN) 1937
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Vector autoregressive process.
9 (RLIN) 1938
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Loan demand forecasting.
9 (RLIN) 1939
658 ## - INDEX TERM--CURRICULUM OBJECTIVE
Main curriculum objective Undergraduate Thesis
Curriculum code AMAT200
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
a Fi
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
a UP
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Thesis
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Status Collection Home library Current library Shelving location Date acquired Source of acquisition Accession Number Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Library of Congress Classification   Not For Loan Preservation Copy University Library University Library Archives and Records 2009-01-12 donation UAR-T-gd1199   LG993.5 2008 A64 J84 3UPML00012192 2022-10-05 2022-10-05 Thesis
    Library of Congress Classification   Not For Loan Room-Use Only College of Science and Mathematics University Library Theses 2008-06-25 donation CSM-T-gd1943   LG993.5 2008 A64 J84 3UPML00012193 2022-10-05 2022-10-05 Thesis
 
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