Monitoring Liquidity Management of Banks With Recurrent Neural Networks - Triepels, Ron; Daniels, Hennie; Berndsen, Ron (Computational economics, 2021)
Keywords: Anomalies; Behavioral/Experimental Economics; Central banks; Classification; Classifiers; Computer Appl. in Social and Behavioral Sciences; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Economics and Finance; Financial systems; Indicators; Irregularities; Liquidity; Math Applications in Computer Science; Monitoring; Neural networks; Operations Research/Decision Theory; Operators; Payment systems; Payments; Recurrent; Recurrent neural networks; Sequences; Statistical analysis; Statistical methods; Supervisors; Liquidity management; Recurrent neural networks; Large-value payment systems; Anomaly detection