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PyCaMa: Python for cash management

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  • Francisco Salas-Molina
  • Juan A. Rodr'iguez-Aguilar
  • Pablo D'iaz-Garc'ia

Abstract

Selecting the best policy to keep the balance between what a company holds in cash and what is placed in alternative investments is by no means straightforward. We here introduce PyCaMa, a Python module for multiobjective cash management based on linear programming that allows to derive optimal policies for cash management with multiple bank accounts in terms of both cost and risk of policies.

Suggested Citation

  • Francisco Salas-Molina & Juan A. Rodr'iguez-Aguilar & Pablo D'iaz-Garc'ia, 2017. "PyCaMa: Python for cash management," Papers 1702.05005, arXiv.org, revised Feb 2017.
    • Handle: RePEc:arx:papers:1702.05005
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    References listed on IDEAS

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    2. Salas-Molina, Francisco & Martin, Francisco J. & Rodríguez-Aguilar, Juan A. & Serrà, Joan & Arcos, Josep Ll., 2017. "Empowering cash managers to achieve cost savings by improving predictive accuracy," International Journal of Forecasting, Elsevier, vol. 33(2), pages 403-415.
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    8. Francisco Salas-Molina & David Pla-Santamaria & Juan A. Rodriguez-Aguilar, 2018. "A multi-objective approach to the cash management problem," Annals of Operations Research, Springer, vol. 267(1), pages 515-529, August.
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