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Monitoring liquidity management of banks with recurrent neural networks
Ron Triepels
*
, Hennie Daniels
,
Ron Berndsen
*
Corresponding author for this work
Research Group: Economics
Economics
Research output
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Contribution to journal
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Article
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Scientific
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peer-review
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Keyphrases
Recurrent Neural Network
100%
Liquidity Management
100%
Large-value Payment Systems
80%
Delta Sequence
60%
Central Bank
40%
Liquidity
40%
Statistical Methods
40%
Liquidity Position
40%
Financial System
20%
Potential Risk
20%
Risk Indicators
20%
Risk Monitoring
20%
Classification Task
20%
High Velocity
20%
Signal Potentials
20%
Payment Behavior
20%
Anomaly Detection
20%
Transaction Logs
20%
Intraday Liquidity
20%
Sequence Capture
20%
Probabilistic Classifier
20%
Computer Science
Recurrent Neural Network
100%
Risk Monitoring
50%
Classification Task
50%
Risk Indicator
50%
Anomaly Detection
50%
Transaction Log
50%
Capture Sequence
50%
Mathematics
Neural Network
100%
Delta Sequence
100%
Statistical Method
66%
Economics, Econometrics and Finance
Payment System
100%
Central Bank
50%
Statistical Method
50%
Financial System
25%