Data science in central banking: applications and tools

Committee, Irving Fisher

Data science in central banking: applications and tools

Irving Fisher Committee

No 59 in IFC Bulletins from Bank for International Settlements

Date: 2023 Written 2023-10
ISBN: 978-92-9259-679-8
References: View references in EconPapers View complete reference list from CitEc
Citations:

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http://www.bis.org/ifc/publ/ifcb59.htm (text/html)

Chapters in this book:

A machine learning approach to narrative retrieval in economic news: the case of oil price uncertainty: Donald Jay Bertulfo
A multi-layer dynamic network for significant European banking groups: Annalaura Ianiro and Joerg Reddig
A network analysis of the JGB repo market: Yasufumi Gemma, Takumi Horikawa and Yujiro Matsui
Anomaly intersection: disentangling data quality and financial stability developments in a scalable way: Gemma Agostoni, Louis de Charsonville, Marco D'Errico, Cristina Leonte and Grzegorz Skrzypczynski
Artificial intelligence in finance – quo vadis: Joerg Osterrieder
Banco de Portugal data centric-strategy for the adoption of a modern data architecture: Caio Costa, Guilherme de Sousa and Hugo Matos
Big data analytics on payment system data for measuring household consumption in Indonesia: Muhammad Abdul Jabbar, Mohammad Khoyrul Hidayat and Alvin Andhika Zulen
Big data analytics on real-time gross settlement data for tracking corporate activity: Mohammad Khoyrul Hidayat, Amin Endah Sulistiawati and Alvin Andhika Zulen
Central bank communication: what can a machine tell us about the art of communication? One size does not fit all: Joan Huang and John Simon
Changes in the lending activity of banks in Poland, including the portfolio of non-financial corporate loans: Aneta Kosztowniak
Containerisation for research collaboration: platform-independent economics: Venkat Balasubramanian, Kim Huynh, Danielle V Handel, Anson Ho, David Jacho-Chávez and Carson Rea
Creation of a structured sustainability database from company reports – a web application prototype for information retrieval and storage: Eugenia Koblents and Alejandro Morales
Cross-currency swap market through the lens of OTC derivative transaction data – impact of Covid-19 and subsequent recovery: Kazuaki Washimi and Rinto Maruyama
Data science and statistics: a network analysis to understand the foreign investment: João Falcão Silva, Flávio Pinheiro and Bojan Stavrik
Data science in central banking: applications and tools: Douglas Araujo, Giuseppe Bruno, Juri Marcucci, Rafael Schmidt and Bruno Tissot
Deep vector autoregression for macroeconomic data: Marc Agustí, Ignacio Vidal-Quadras Costa and Patrick Altmeyer
Defining business transformation rules in a standardised format – a practical case: Daniela Arru and Giulia Oddone
EU single resolution board system for data collection, transformation and analysis: Michal Piechocki, Karol Minczyński and Marta Kuczyńska
Extracting economic sentiment from news articles: the case of Korea: Younghwan Lee and Beomseok Seo
gingado: a machine learning library focused on economics and finance: Douglas Araujo
Implementing a multi-tenant big data platform – challenges and approaches taken in the BIS: Hiren Jani and Anand Kannan
Integrating natural language processing technologies to central bank operations at Bank of Thailand: Jiradett Kerdsri and Pucktada Treeratpituk
Interactive visualisation tool: outlier detection in large multi-dimensional data sets: Christoph Leitner, Thomas Kemetmueller and Philipp Reisinger
Introducing explainable supervised machine learning into interactive feedback loops for statistical production systems: Thomas Gottron, Georgios Kanellos, Johannes Micheler, José Martínez and Carlos Mougan
Is mobile money part of money? Understanding the trends and measurement / Evaluating mobile money access and use with non-traditional data sources: Kazuko Shirono, Bidisha Das, Yingjie Fan, Esha Chhabra and Hector Carcel
Leveraging the power of visualisation for data exploration and insights communication – visual analytics with Tableau: Zunaira Rasheed
Machine learning for measuring central bank policy credibility and communication from news: Muhammad Abdul Jabbar, Okiriza Wibisono, Anggraini Widjanarti and Alvin Andhika Zulen
Mailbot – optimising the process of answering statistical queries: Daphne Aurouet, Nina Blatnik, Samo Boh, Andrea Colombo, Almir Delic, Jordi Gutiérrez, Gavril Petrov and Kristine Rikova
Measuring text-based sentiments from monetary policy statements – a Malaysian case study using natural language processing: Eilyn Chong and Sui-Jade Ho
Microdata utility: data loading with automated data parsing and data structure creation: Marcus Jellinghaus
Modern computing platforms as key technology for central banks, financial supervisors, and regulators: John Ashley and Jochen Papenbrock
Natural language processing for risk management: Bijan Sahamie
News and banks' equities: do words have predictive power?: Valerio Astuti, Giuseppe Bruno, Sabina Marchetti and Juri Marcucci
Nowcasting business and financial cycles using low- and high-frequency data: Alberto Americo, Frederik Hering and Rukmani Vaithianathan
Nowcasting economic activity with mobility data: Koji Takahashi, Kohei Matsumura, Yusuke Oh and Tomohiro Sugo
Sentiment analysis of tourist reviews from online travel forum for improving Indonesia tourism sector: Muhammad Abdul Jabbar, Arinda Dwi Okfantia, Anggraini Widjanarti and Alvin Andhika Zulen
Spot the flaw – using power BI for quality control: an application to non-financial corporations' data: José Alexandre Neves, Tiago Pinho Pereira and Ana Bárbara Pinto
Stacking machine learning models for anomaly detection: comparing AnaCredit to other banking data sets: Davide Nicola Continanza, Andrea del Monaco, Marco di Lucido, Daniele Figoli, Pasquale Maddaloni, Filippo Quarta and Giuseppe Turturiello
Swimming in the data lake: an application to NielsenIQ Homescan: Minnie H Cui, Gene (Fa Gui) Jiang and Botlhale Mosweu
The data analytics lab – from innovation to products: Mona Amer, Hiren Jani and Mathieu Le Cam
Tracking the economy during the Covid-19 pandemic: the contribution of high frequency indicators: Jerome Coffinet, Jean-Brieux Delbos, Jean-Noël Kien, Etienne Kintzler, Ariane Lestrade, Michel Mouliom, Théo Nicolas and Vojtech Kaiser
Using non-traditional point of interest data as merchant survey sample frames: Angelika Welte, Joy Wu and Marcel Voia
What should be the optimal financial structure of the FDI inflows to Poland in stimulating growth processes?: Aneta Kosztowniak

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