Predicting the economy's short-term dynamics-a vital input to economic agents' decisionmaking process-often uses lagged indicators in linear models. This is typically sufficient during normal times but could prove inadequate during crisis periods such as COVID-19. This paper demonstrates: (a)...

Predicting the economy’s short-term dynamics—a vital input to economic agents’ decision-making process—is often done using lagged indicators in the linear models. This is typically sufficient during normal times, but it could be inadequate during the crisis periods such as COVID-19. In...

We propose a flexible machine learning (ML) framework for real-time transaction monitoring in high-value payment systems (HVPS), which are a central piece of a country's financial infrastructure. This framework can be used by system operators and overseers to detect anomalous transactions,...