Improving cash logistics in bank branches by coupling machine learning and robust optimization

作者:

Highlights:

• Improvement of cash management and logistics of bank branches.

• Machine Learning used for forecasting and Integer Programming for optimization.

• Complemented with uncertainties of predictions.

• Savings of approximately 14% in real life.

摘要

•Improvement of cash management and logistics of bank branches.•Machine Learning used for forecasting and Integer Programming for optimization.•Complemented with uncertainties of predictions.•Savings of approximately 14% in real life.

论文关键词:Banking,Planning and control,Inventory control,Forecasting,Optimization,Integer programming

论文评审过程:Received 28 June 2017, Revised 29 August 2017, Accepted 15 September 2017, Available online 19 September 2017, Version of Record 29 September 2017.

论文官网地址:https://doi.org/10.1016/j.eswa.2017.09.043