Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder
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Cited by:
- Luis Gerardo Gage & Raúl Morales-Resendiz & John Arroyo & Jeniffer Rubio & Paolo Barucca, 2022.
"Classifying payment patterns with artificial neural networks: an autoencoder approach,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Machine learning in central banking, volume 57,
Bank for International Settlements.
- Rubio, Jeniffer & Barucca, Paolo & Gage, Gerardo & Arroyo, John & Morales-Resendiz, Raúl, 2020. "Classifying payment patterns with artificial neural networks: An autoencoder approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- León, Carlos & Barucca, Paolo & Acero, Oscar & Gage, Gerardo & Ortega, Fabio, 2020.
"Pattern recognition of financial institutions’ payment behavior,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Carlos León & Paolo Barucca & Oscar Acero & Gerardo Gage & Fabio Ortega, 2020. "Pattern recognition of financial institutions’ payment behavior," Borradores de Economia 1130, Banco de la Republica de Colombia.
- Irving Fisher Committee, 2022. "Machine learning in central banking," IFC Bulletins, Bank for International Settlements, number 57.
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More about this item
Keywords
Anomaly Detection; Autoencoder; Neural Network; Articial intelligence; ACSS; Financial Market Infrastructure; Retail Payments;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-05-04 (Big Data)
- NEP-CMP-2020-05-04 (Computational Economics)
- NEP-MAC-2020-05-04 (Macroeconomics)
- NEP-ORE-2020-05-04 (Operations Research)
- NEP-PAY-2020-05-04 (Payment Systems and Financial Technology)
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