Time series analysis

Lights on the shadows: exploring the need for regulation in shadow banking

Since the outbreak of the economic and financial crisis of 2007–2008, the shadow banking system gained attention and caused concerns among standard setters, policy makers, and academics. This research is aimed at analysing the growth of the shadow banking system and assessing whether and how shadow banking entities should be further regulated. Using an instrument-based definition we infer the need for regulation in the shadow banking system by directly investigating the time series of asset backed commercial paper (ABCP) and securitised real estate loans (SREL).

Comprehensive process drift analysis with the visual drift detection tool

Recent research has introduced ideas from concept drift into process mining to enable the analysis of changes in business processes over time. This stream of research, however, has not yet addressed the challenges of drift categorization, drilling-down, and quantification. In this tool demonstration paper, we present a novel software tool to analyze process drifts, called Visual Drift Detection (VDD), which fulfills these requirements.

Conclusions

In this chapter we summarize the main points of our overview and draw our conclusions. We discuss our interpretations about the reasons behind the different results and performance achieved by the Recurrent Neural Network architectures analyzed. We conclude by hypothesizing possible guidlines for selecting suitable models depending on the specific task at hand.

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