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Record W1493754278 · doi:10.34989/swp-2010-13

Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data

2021· preprint· en· W1493754278 on OpenAlexaffabout
James Chapman, Nellie Zhang

Bibliographic record

VenueEconstor (Econstor) · 2021
Typepreprint
Languageen
FieldPhysics and Astronomy
TopicComplex Network Analysis Techniques
Canadian institutionsBank of Canada
Fundersnot available
KeywordsPaymentPayment systemMarket liquidityNetwork structureBusinessValue (mathematics)Actuarial scienceComputer scienceEconometricsFinanceEconomics

Abstract

fetched live from OpenAlex

In the Canadian large value payment system an important goal is to understand how liquidity is transferred through the system and hence how efficient the system is in settling payments. Understanding the structure of the underlying network of relationships between participants in the payment system is a crucial step in achieving the goal. The set of nodes in any given network can be partitioned into a number of groups (or “communities”). Usually, the partition is not directly observable and must be inferred from the observed data of interaction flows between all nodes. In this paper we use the statistical model of Čopič, Jackson, and Kirman (2007) to estimate the most likely partition in the network of business relationships in the LVTS. Specifically, we estimate from the LVTS transactions data different “communities” formed by the direct participants in the system. Using various measures of transaction intensity, we uncover communities of participants that are based on both transaction amount and their physical locations. More importantly these communities were not easily discernible in previous studies of LVTS data since previous studies did not take into account the network (or transitive) aspects of the data.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.554
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0040.003
Research integrity0.0000.002
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.025
GPT teacher head0.286
Teacher spread0.261 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations8
Published2021
Admission routes2
Has abstractyes

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