国际清算银行：大海捞针：一种用于支付系统异常检测的机器学习框架（英文版）

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, which—if caused by a cyber attack or an operational outage and left undetected— could have serious implications for the HVPS, its participants and the financial system more broadly. Given the substantial vo