Stacking machine learning models for anomaly detection: comparing AnaCredit to other banking data sets
In: Data science in central banking: applications and tools
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- Pasquale Maddaloni & Davide Nicola Continanza & Andrea del Monaco & Daniele Figoli & Marco di Lucido & Filippo Quarta & Giuseppe Turturiello, 2022. "Stacking machine-learning models for anomaly detection: comparing AnaCredit to other banking datasets," Questioni di Economia e Finanza (Occasional Papers) 689, Bank of Italy, Economic Research and International Relations Area.
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JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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