@inproceedings{832057ce2dd3486a9ab30f52e9ace625,
title = "Detection and explanation of anomalous payment behavior in real-time gross settlement systems",
abstract = "In this paper, we discuss how to apply an autoencoder to detect anomalies in payment data derived from an Real-Time Gross Settlement system. Moreover, we introduce a drill-down procedure to measure the extent to which the inflow or outflow of a particular bank explains an anomaly. Experimental results on real-world payment data show that our method can detect the liquidity problems of a bank when it was subject to a bank run with reasonable accuracy.",
keywords = "anomaly detection, autoencoders, payment behavior, real-time gross settlement systems",
author = "Ron Triepels and Hennie Daniels and Ronald Heijmans",
year = "2018",
doi = "10.1007/978-3-319-93375-7_8",
language = "English",
series = "Lecture Notes in Business Information Processing",
publisher = "Springer Verlag",
pages = "145--161",
editor = "S. Hammoudi and M. Smialek and O. Camp and J. Filipe",
booktitle = "Enterprise Information Systems",
address = "Germany",
}