Follow
Conrad Beyers
Conrad Beyers
University of Pretoria, Absa Chair in Actuarial Science
Verified email at up.ac.za - Homepage
Title
Cited by
Cited by
Year
Systemic banking crisis early warning systems using dynamic Bayesian networks
JJ Dabrowski, C Beyers, JP de Villiers
Expert systems with applications 62, 225-242, 2016
692016
The Szemerédi property in ergodic W*-dynamical systems
C Beyers, R Duvenhage, A Stroeh
Journal of Operator Theory, 35-67, 2010
172010
Naïve Bayes switching linear dynamical system: A model for dynamic system modelling, classification, and information fusion
JJ Dabrowski, JP de Villiers, C Beyers
Information Fusion 42, 75-101, 2018
162018
Simulation-based optimisation of the timing of loan recovery across different portfolios
A Botha, C Beyers, P De Villiers
Expert Systems with Applications 177, 114878, 2021
112021
A computable general equilibrium model for banking sector risk assessment in South Africa
CFJ Beyers, A De Freitas, KA Essel-Mensah, R Seymore, DP Tsomocos
Annals of Finance 16, 195-218, 2020
82020
Context-based behaviour modelling and classification of marine vessels in an abalone poaching situation
JJ Dabrowski, JP de Villiers, C Beyers
Engineering Applications of Artificial Intelligence 64, 95-111, 2017
82017
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks
C Guambe, R Kufakunesu, G Van Zyl, C Beyers
Communications in Statistics-Theory and Methods 50 (9), 2048-2061, 2021
62021
A framework for simulating systemic risk and its application to the South African banking sector
NM Walters, FJC Beyers, AJ Van Zyl, RJ Van den Heever
South African Actuarial Journal 18 (1), 99-133, 2018
62018
A computable general equilibrium model as a banking sector regulatory tool in South Africa
FJC Beyers, A De Freitas, KA Essel‐Mensah, R Seymore, DP Tsomocos
South African Journal of Economics 90 (1), 93-120, 2022
42022
Global optimization for resource allocation in a networked-surveillance radar
A De Freitas, RW Focke, C Beyers, P De Villiers
2019 22th International Conference on Information Fusion (FUSION), 1-8, 2019
42019
A method of parameterising a feed forward multi-layered perceptron artificial neural network, with reference to South African financial markets
ML Smith, FJC Beyers, JP De Villiers
South African Actuarial Journal 16 (1), 35-67, 2016
42016
The loss optimisation of loan recovery decision times using forecast cash flows
A Botha, C Beyers, P De Villiers
arXiv preprint arXiv:2010.05601, 2020
32020
Financial contagion in large, inhomogeneous stochastic interbank networks
N Walters, GVAN ZYL, C Beyers
Advances in Complex Systems 22 (02), 1950002, 2019
32019
Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model
C Guambe, R Kufakunesu, G Van Zyl, C Beyers
Japan Journal of Industrial and Applied Mathematics 39 (1), 119-143, 2022
22022
Deep learning and statistical models for time-critical pedestrian behaviour prediction
JJ Dabrowski, JP de Villiers, A Rahman, C Beyers
Neural Information Processing: 26th International Conference, ICONIP 2019 …, 2019
22019
A van der Corput lemma and weak mixing over groups
C Beyers, R Duvenhage, A Stroh
arXiv preprint math/0512059, 2005
22005
A procedure for loss-optimising default definitions across simulated credit risk scenarios
A Botha, C Beyers, P de Villiers
arXiv preprint arXiv:1907.12615, 2019
12019
The contribution of insurers to systemic risk: A practical framework for regulators
RD Rusconi, FJC Beyers, NM Walters
South African Actuarial Journal 23 (1), 23-58, 2023
2023
Computable General Equilibrium Model for Monetary Policy and its Effects in South Africa
C Beyers, K Essel-Mensah, DP Tsomocos
Available at SSRN 4484109, 2023
2023
Deep Learning and Statistical Models for Time-Critical Pedestrian Behaviour Prediction
J Janek Dabrowski, JP de Villiers, A Rahman, C Beyers
arXiv e-prints, arXiv: 2002.11226, 2020
2020
The system can't perform the operation now. Try again later.
Articles 1–20