Simulating intraday transactions in the Canadian retail batch system / by Nellie (Yinan) Zhang.: FB3-5/2023-1E-PDF

"This paper proposes a unique approach to simulate intraday transactions in the Canadian retail payments batch system. Such transactions are currently unobtainable. The simulation procedure, though demonstrated in the realm of payments systems, has tremendous potential for helping with data-deficient problems where only high-level aggregate information is available. The approach uses the concept of integer composition in combinatorics to break down the daily total value and volume (available) into individual data points (unavailable) throughout the day"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.919023&sl=0

Publication information
Department/Agency Bank of Canada, issuing body.
Title Simulating intraday transactions in the Canadian retail batch system / by Nellie (Yinan) Zhang.
Series title Staff working paper = Document de travail du personnel,1701-9397 ; 2023-1
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) "Last updated: January 4, 2023."
Includes bibliographical references (page 28).
Includes abstract in French.
Publishing information [Ottawa] : Bank of Canada = Banque du Canada, 2023.
©2023
Author / Contributor Zhang, Nellie, author.
Description 1 online resource (ii, 28 pages) : charts.
Catalogue number
  • FB3-5/2023-1E-PDF
Subject terms Electronic funds transfers -- Canada.
Retail trade -- Canada.
Transferts électroniques de fonds -- Canada.
Commerce de détail -- Canada.
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