Rubio, Jeniffer; Barucca, Paolo; Gage, Gerardo; Arroyo, John - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-16
) serving interbank funds transfers. We develop an autoencoder for the Sistema de Pagos Interbancarios (SPI) of Ecuador, which …. (2018) and Sabetti and Heijmans (2020). We train four different autoencoder models using intraday data structured in three … simulations to feature a baseline scenario and identify relevant autoencoder parametrizations for anomaly detection. The main …