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researcher

C. Pretorius

5 papers hereh-index 559 citations18 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author1
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.ST3
  • q-fin.RM1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20192026
most citedSpecification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data

4 citations · 4 across the 3 of their papers we have counts for

collaborators
Showing 2026 · q-fin.RMShow all

1 paper · 2 filters

q-fin.RM2026

The impact of class imbalance in logistic regression models for low-default portfolios in credit risk

Willem D. Schutte, Charl Pretorius, Neill Smit +2

In this paper, we study how class imbalance, typical of low-default credit portfolios, affects the performance of logistic regression models. Using a simulation study with controll…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.