Beyers, Frederik Johannes Conradie; De Freitas, Allan; Essel-Mensah, Kojo Amonkwandoh; Seymore, Reyno; Tsomocos, Dimitrios P.(Wiley, 2022-03)
A computable general equilibrium (CGE) model is used as a regulatory tool for the banking sector in South Africa. The model is used to determine the effects of regulatory penalties, capital adequacy requirements (CAR) and ...
Walters, Nadine; Van Zyl, A.J. (Gusti); Beyers, Frederik Johannes Conradie(World Scientific Publishing, 2019-03)
We consider the fraction of nodes that default in large, stochastic, inhomogeneous financial networks following an initial shock to the system. Results for deterministic sequences of networks are generalized to stochastic ...
Smith, M.L. (Mattie); Beyers, Frederik Johannes Conradie; De Villiers, Johan Pieter(Actuarial Society of South Africa, 2016)
No analytic procedures currently exist for determining optimal artificial neural network structures and
parameters for any given application. Traditionally, when artificial neural networks have been applied
to financial ...
