The 2022 Supervisory Review and Evaluation Process (SREP) was carried out against the backdrop of the current economic conditions and dynamics in financial markets. This report summarises the outcome of the 2022 SREP cycle. It covers the assignment of SREP scores to banks' overall risk profiles...

Item and set orderings help with data management. Depending on the context, it is just as important to order a list of items (customers from different provinces, companies from different sectors, players from different teams) as it is to order a list of sets of these items (provinces, sectors,...

Many forecasting methods perform poorly when dealing with intermittent demand patterns and large variations in demand quantity. The presence of significant fluctuations within the time series, coupled with a substantial proportion of zero observations, complicates the extraction of trend and...

Machine learning algorithms dedicated to financial time series forecasting have gained a lot of interest. But choosing between several algorithms can be challenging, as their estimation accuracy may be unstable over time. Online aggregation of experts combine the forecasts of a finite set of...

The ambiguous sets have recently been proposed to represent inherent uncertainties, imprecision, and vague information. In this study, we generalize the concept of the ambiguous set to a single-valued ambiguous number (SVAN). We propose many comparison functions and operational laws for SVANs....