Intuit Inc.
Hierarchical deep neural network forecasting of cashflows with linear algebraic constraints

Abstract:

Systems and methods for forecasting cashflows across one or more accounts of a user disclosed. One example method may include retrieving a data set for each of a plurality of accounts from a database, constructing a graph including a plurality of nodes linked together by a multitude of edges, wherein each node identifies a time series value corresponding to one of the accounts, and each edge indicates a time series value of a corresponding set of transactions occurring between a corresponding pair of accounts, determining a plurality of constraints, determining a specified loss function based on the plurality of constraints, back-propagating a derivative of the specified loss function into a deep neural network (DNN) to determine a set of neural network parameters, forecasting, using the DNN, a time sequence for one or more of the nodes and one or more of the edges, and providing the forecasted time sequences to the user.