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researcher

Conrad Beyers

10 papers hereh-index 7152 citations22 works total

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

author position
  • first author3
  • middle author4
  • last author3

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.RM4
  • math.OA2
  • cs.LG1
  • math.DS1
  • q-fin.CP1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedSimulation-based optimisation of the timing of loan recovery across different portfolios

11 citations · 27 across the 10 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

q-fin.RM2019

A procedure for loss-optimising default definitions across simulated credit risk scenarios

Arno Botha, Conrad Beyers, Pieter de Villiers

A new procedure is presented for the objective comparison and evaluation of default definitions. This allows the lender to find a default threshold at which the financial loss of a…

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