相关论文: Data-driven analysis of central bank digital curre…

The macroeconomy is a sophisticated dynamic system involving significant uncertainties that complicate modelling. In response, decision-makers consider multiple models that provide different predictions and policy recommendations which are…

Digital money tokens have attracted the attention of financial institutions, central banks, regulators, international associations and fintechs. Their research and experimentation with digital money tokens has included creating innovative…

Cross-sectional "Information Coefficient" (IC) is a widely and deeply accepted measure in portfolio management. The paper gives an insight into IC in view of high-dimensional directional statistics: IC is a linear operator on the components…

This study employs machine learning models to predict the failure of Peer-to-Peer (P2P) lending platforms, specifically in China. By employing the filter method and wrapper method with forward selection and backward elimination, we…

How much knowledge is there in an economy? In recent years, data on the mix of products that countries export has been used to construct measures of economic complexity that estimate the knowledge available in an economy and predict future…

As of this writing, there are five years remaining for countries to reach their Sustainable Development Goals deadline of 2030 as agreed to by the member countries of the United Nations. Countries are, therefore, naturally interested in…

Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a…

In India, post the demonetization exercise in 2016, digital payments have become extremely popular. Among them, the volume of transactions using Paytm wallets and UPI (Unified Payment Interface) have grown manifold. The lockdowns due to…

Context: Software industry is continuously exploring better ways to develop applications. A new phenomenon to achieve this is Cloud based Global Software Development (CGSD), which refers to the adoption of cloud computing services by…

This paper explores the concepts of modelling a software development project as a process that results in the creation of a continuous stream of data. In terms of the Jazz repository used in this research, one aspect of that stream of data…

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

This paper presents two cases of random banking data generators based on migration matrices and scoring rules. The banking data generator is a new hope in researches of finding the proving method of comparisons of various credit scoring…

Machine learning is a computational process. To that end, it is inextricably tied to computational power - the tangible material of chips and semiconductors that the algorithms of machine intelligence operate on. Most obviously,…

Despite global efforts to harmonize international trade statistics, our understanding of digital trade and its implications remains limited. Here, we introduce a method to estimate bilateral exports and imports for dozens of sectors…

We study the problem of predicting the future performance of cryptocurrencies using social media data. We propose a new model to measure the engagement of users with topics discussed on social media based on interactions with social media…

Inductive conformal predictors (ICPs) are algorithms that are able to generate prediction sets, instead of point predictions, which are valid at a user-defined confidence level, only assuming exchangeability. These algorithms are useful for…

Two network measures known as the Economic Complexity Index (ECI) and Product Complexity Index (PCI) have provided important insights into patterns of economic development. We show that the ECI and PCI are equivalent to a spectral…

A major drawback in deploying central bank digital currencies (CDBC) is the offline puzzle, which requires that a CBDC must keep the provision given by cash, and, simultaneously, avoid double-spending, counterfeiting, and other issues. The…

Purposely modular, this protocol enables customization of several protocol properties, including the consensus properties implemented, blockchain type, the roots used, and virtual machine opcodes, among others. These modules enable…

Many proposals for the design and implementation of digital wallets assume that the purpose of the wallet is to enable offline payments via custodial accounts, ignoring the real problems faced by individuals and businesses that engage in…