Classifying payment patterns with artificial neural networks: An autoencoder approach
Payments and market infrastructures are the backbone of modern financial systems and play a key role in the economy. One of their main goals is to manage systemic risk, especially in the case of systemically important payment systems (SIPS) serving interbank funds transfers. We develop an autoencode...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-01-01
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| Series: | Latin American Journal of Central Banking |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666143820300132 |