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 | 79 | 2016 |
The Szemerédi property in ergodic W*-dynamical systems C Beyers, R Duvenhage, A Stroeh Journal of Operator Theory, 35-67, 2010 | 19 | 2010 |
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 | 18 | 2018 |
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 | 14 | 2021 |
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 | 9 | 2020 |
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 | 8 | 2017 |
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 | 7 | 2021 |
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, 99-133, 2018 | 7 | 2018 |
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 | 6 | 2022 |
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 | 6 | 2020 |
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 | 5 | 2019 |
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 | 5 | 2016 |
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 | 3 | 2022 |
Financial contagion in large, inhomogeneous stochastic interbank networks N Walters, GVAN ZYL, C Beyers Advances in Complex Systems 22 (02), 1950002, 2019 | 3 | 2019 |
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 | 2 | 2019 |
A van der Corput lemma and weak mixing over groups C Beyers, R Duvenhage, A Stroh arXiv preprint math/0512059, 2005 | 2 | 2005 |
A computable general equilibrium model of the monetary policy implications for financial stability in South Africa C Beyers, KA Essel‐Mensah, DP Tsomocos South African Journal of Economics 92 (4), 415-443, 2024 | 1 | 2024 |
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 | 1 | 2019 |
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 |