Data science in central banking: applications and tools
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References listed on IDEAS
- Galbraith, John W. & Tkacz, Greg, 2015. "Nowcasting GDP with electronic payments data," Statistics Paper Series 10, European Central Bank.
- Abe Dunn & Kyle Hood & Alexander Driessen, 2020. "Measuring the Effects of the COVID-19 Pandemic on Consumer Spending Using Card Transaction Data," BEA Working Papers 0174, Bureau of Economic Analysis.
- Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018. "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers 1882, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
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Book Chapters
The following chapters of this book are listed in IDEAS- Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2023. "Data science in central banking: applications and tools," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Joerg Osterrieder, 2023. "Artificial intelligence in finance – quo vadis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Minnie H Cui & Gene (Fa Gui) Jiang & Botlhale Mosweu, 2023. "Swimming in the data lake: an application to NielsenIQ Homescan," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Hiren Jani & Anand Kannan, 2023. "Implementing a multi-tenant big data platform – challenges and approaches taken in the BIS," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- John Ashley & Jochen Papenbrock, 2023. "Modern computing platforms as key technology for central banks, financial supervisors, and regulators," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Mona Amer & Hiren Jani & Mathieu Le Cam, 2023. "The data analytics lab – from innovation to products," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Venkat Balasubramanian & Kim P Huynh & Danielle V Handel & Anson Ho & David Jacho-Chávez & Carson Rea, 2023. "Containerisation for research collaboration: platform-independent economics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Caio Costa & Guilherme de Sousa & Hugo Matos, 2023. "Banco de Portugal data centric-strategy for the adoption of a modern data architecture," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Marcus Jellinghaus, 2023. "Microdata utility: data loading with automated data parsing and data structure creation," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Angelika Welte & Joy Wu & Marcel Voia, 2023. "Using non-traditional point of interest data as merchant survey sample frames," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Annalaura Ianiro & Joerg Reddig, 2023. "A multi-layer dynamic network for significant European banking groups," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Michal Piechocki & Karol Minczyński & Marta Kuczyńska, 2023. "EU single resolution board system for data collection, transformation and analysis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Yasufumi Gemma & Takumi Horikawa & Yujiro Matsui, 2023. "A network analysis of the JGB repo market," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- João Falcão Silva & Flávio Pinheiro & Bojan Stavrik, 2023. "Data science and statistics: a network analysis to understand the foreign investment," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Kazuaki Washimi & Rinto Maruyama, 2023. "Cross-currency swap market through the lens of OTC derivative transaction data – impact of Covid-19 and subsequent recovery," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Aneta Kosztowniak, 2023. "Changes in the lending activity of banks in Poland, including the portfolio of non-financial corporate loans," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Kazuko Shirono & Bidisha Das & Yingjie Fan & Esha Chhabra & Hector Carcel-Villanova, 2023. "Is mobile money part of money? Understanding the trends and measurement / Evaluating mobile money access and use with non-traditional data sources," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Muhammad Abdul Jabbar & Arinda Dwi Okfantia & Anggraini Widjanarti & Alvin Andhika Zulen, 2023. "Sentiment analysis of tourist reviews from online travel forum for improving Indonesia tourism sector," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Daphne Aurouet & Nina Blatnik & Samo Boh & Andrea Colombo & Almir Delic & Jordi Gutiérrez & Gavril Petrov & Kristine Rikova, 2023. "Mailbot – optimising the process of answering statistical queries," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Joan Huang & John Simon, 2023. "Central bank communication: what can a machine tell us about the art of communication? One size does not fit all," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Valerio Astuti & Giuseppe Bruno & Sabina Marchetti & Juri Marcucci, 2023. "News and banks' equities: do words have predictive power?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Bijan Sahamie, 2023. "Natural language processing for risk management," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Jiradett Kerdsri & Pucktada Treeratpituk, 2023. "Integrating natural language processing technologies to central bank operations at Bank of Thailand," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Muhammad Abdul Jabbar & Okiriza Wibisono & Anggraini Widjanarti & Alvin Andhika Zulen, 2023. "Machine learning for measuring central bank policy credibility and communication from news," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Donald Jay Bertulfo, 2023. "A machine learning approach to narrative retrieval in economic news: the case of oil price uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Eugenia Koblents & Alejandro Morales, 2023. "Creation of a structured sustainability database from company reports – a web application prototype for information retrieval and storage," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Eilyn Chong & Sui-Jade Ho, 2023. "Measuring text-based sentiments from monetary policy statements – a Malaysian case study using natural language processing," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Christoph Leitner & Thomas Kemetmueller & Philipp Reisinger, 2023. "Interactive visualisation tool: outlier detection in large multi-dimensional data sets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- José Alexandre Neves & Tiago Pinho Pereira & Ana Bárbara Pinto, 2023. "Spot the flaw – using power BI for quality control: an application to non-financial corporations' data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Zunaira Rasheed, 2023. "Leveraging the power of visualisation for data exploration and insights communication – visual analytics with Tableau," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Daniela Arru & Giulia Oddone, 2023. "Defining business transformation rules in a standardised format – a practical case," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Gemma Agostoni & Louis de Charsonville & Marco D'Errico & Cristina Leonte & Grzegorz Skrzypczynski, 2023. "Anomaly intersection: disentangling data quality and financial stability developments in a scalable way," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Thomas Gottron & Georgios Kanellos & Johannes Micheler & José Martínez & Carlos Mougan, 2023. "Introducing explainable supervised machine learning into interactive feedback loops for statistical production systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Davide Nicola Continanza & Andrea del Monaco & Marco di Lucido & Daniele Figoli & Pasquale Maddaloni & Filippo Quarta & Giuseppe Turturiello, 2023. "Stacking machine learning models for anomaly detection: comparing AnaCredit to other banking data sets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Alberto Americo & Frederik Hering & Rukmani Vaithianathan, 2023. "Nowcasting business and financial cycles using low- and high-frequency data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Koji Takahashi & Kohei Matsumura & Yusuke Oh & Tomohiro Sugo, 2023. "Nowcasting economic activity with mobility data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Younghwan Lee & Beomseok Seo, 2023. "Extracting economic sentiment from news articles: the case of Korea," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Mohammad Khoyrul Hidayat & Amin Endah Sulistiawati & Alvin Andhika Zulen, 2023. "Big data analytics on real-time gross settlement data for tracking corporate activity," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Marc Agustí & Ignacio Vidal-Quadras Costa & Patrick Altmeyer, 2023. "Deep vector autoregression for macroeconomic data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Aneta Kosztowniak, 2023. "What should be the optimal financial structure of the FDI inflows to Poland in stimulating growth processes?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Muhammad Abdul Jabbar & Mohammad Khoyrul Hidayat & Alvin Andhika Zulen, 2023. "Big data analytics on payment system data for measuring household consumption in Indonesia," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
- Jérôme Coffinet & Jean-Brieux Delbos & Jean-Noël Kien & Etienne Kintzler & Ariane Lestrade & Michel Mouliom & Théo Nicolas & Vojtech Kaiser, 2023. "Tracking the economy during the Covid-19 pandemic: the contribution of high frequency indicators," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
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