Browsing Research Articles (Actuarial Science) by Author "Beyers, Frederik Johannes Conradie"

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A computable general equilibrium model as a banking sector regulatory tool in South Africa

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 ...
Financial contagion in large, inhomogeneous stochastic interbank networks

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 ...
A method of parameterising a feed forward multi-layered perceptron artificial neural network, with reference to South African financial markets

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 ...

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