We analyze the relationship between ask and transaction prices in the Swiss residential real
estate market over the 2005-2015 period. First, we present strong evidence that ask and …

Our paper applies a deep neural network autoencoder (AE) to detect anomalous payment
flows in Canada's retail batch clearing payments system, the Automated Clearing Settlement …

Tail risks and uncertainties have a significant negative impact on financial institutions and
the financial system. Their probability of occurrence is low (tail risk) or cannot be determined …

This paper develops a method to identify quantitative risks in financial market infras-tructures
(FMIs) that is inspired by the Principles for Financial Market Infrastruc-tures. We convert …

Abstract Amir et al.(CPM 2017) introduce the approximate string cover problem (ACP)
motivated by applications including molecular biology, coding, automata theory, formal …

The package provides multivariate time series models for structural analysis, allowing one to
extract latent signals such as trends or seasonality. Models are fitted using maximum …

Financial market infrastructures and their participants play a crucial role in the economy.
Financial or operational challenges faced by one participant can have contagion effects and …

The inaccuracy of the predictions of the future growth rate of output is due to the lack of
information needed to eliminate uncertainty. The aim of the paper is to predict the growth …

The main goal of this paper is to study interconnections between credit ratings and financial
indicators of industrial companies from BRICS countries. We use method of patterns, one of …

The practical output of the paper is the prediction of the percentage of the short-term youth
unemployment in the following two consecutive years. For this purpose, the non-traditional …