Conference Presentations (Non Peer-Reviewed)

  • Backwell, A. 2015Generalised Gaussian Models of the Term Structure. Paper presented at the ERSA Third Economic Theory Workshop. Cape Town, South Africa.
  • Backwell, A. 2015Bond Portfolio Optimisation. Presented at the 3rd annual ACQuFRR/Prescient Securities Quant Conference. Cape Town, South Africa.
  • De Cruz, J., Overstreet, G., Beling, P. & Rajaratnam, K. 2015Sand Pile Modeling for Machine Learning Algorithms for Economic/Financial Applications. Paper presented at the Computational Management Science Conference. Prague, Czech Republic.
  • De Cruz, J., Rajaratnam, K., Beling, P. & Overstreet, G. 2015Sand Pile Modeling of Economic Variables for Credit Risk Applications. Paper presented at the Credit Scoring and Credit Control XIV Conference. Edinburgh, U.K.
  • Fiedor P. 2015Structural Sustainability of the Global Supply System. Presented at 1) the 2015 Financial Risk & Network Theory conference. Cambridge, UK. and 2) the 8th Polish Symposium on Econo- and Sociophysics. Rzeszow, Poland.
  • Gabrieli, S. & Georg, C.-P. 2015A Network View on Interbank Market Freezes. Paper presented at 1) the INET 2015 Annual Conference. Paris, France., 2) the Macro Seminar, Indiana University. Bloomington, USA., 3) the Society for the Advancement of Economic Theory 2015, Cambridge, UK., 4) the 2nd Annual Society for Economic Measurement Annual Conference. OECD, Paris., 5) the 24th UMichigan Mitsui Finance/RFS Symposium, Traverse City, US., 6) the Financial Intermediation Research Society 2015. Reykjavik, Iceland., and 7) the 10th Tinbergen Institute Conference. Amsterdam, Netherlands.
  • Gao, L., Rajaratnam, K. & Beling, P. 2015Assessing the Value of new Credit Scores at Origination. Paper presented at the Credit Scoring and Credit Control XIV Conference. Edinburgh, U.K.
  • Georg, C.-P. 2015Discussion on Kapadia et al., Taking uncertainty seriously: simplicity versus complexity in financial regulation. Paper presented at the EBC-DNB Conference on Macroprudential Regulation. Amsterdam, Netherlands.
  • Mario Giuricich. 2015Shifting the classical paradigm - the multiple yield curve environment. Paper presented at the 3rd annual ACQuFRR/Prescient Securities Quant Conference. Cape Town, South Africa.
  • Mario Giuricich. 2015The benefits of tree-based models for stock selection - a South African perspective. Paper presented at the annual Southern African Finance Association Conference. Cape Town, South Africa.
  • Mahomed, O. 2015Illiquid Interest and Credit Markets. Paper presented at the 3rd annual ACQuFRR/Prescient Securities Quant Conference. Cape Town, South Africa.
  • Mahomed, O. 2015Modelling Overnight Indexed Swap (OIS) Curves in Illiquid Markets. Paper presented at the annual Southern African Finance Association Conference. Cape Town, South Africa.
  • Malwandla, M., Clark, A. & Rajaratnam, K. 2015An Inverse Gaussian Survival Model for Consumer Credit Defaults. Paper presented at the Credit Scoring and Credit Control XIV Conference. Edinburgh, U.K.
  • Malwandla, M., Clark, A. & Rajaratnam, K. 2015Logistic Random Effects Models for Economic Capital Provisioning in Consumer Loan Portfolios. Paper presented at the Credit Scoring and Credit Control XIV Conference. Edinburgh, U.K.
  • McWalter T.A. 2015Pricing and Hedging of Black Economic Empowerment Deals. Paper presented at the annual Southern African Finance Association Conference. Cape Town, South Africa.
  • Rajaratnam, K., Beling, P. & Overstreet, G. 2015Consumer Loan Scoring and Regulatory Capital Decisions in the Context of Uncertain Economic Conditions. Paper presented at the Computational Management Science Conference. Prague, Czech Republic.
  • Rudd, R. 2015Commodity Futures Spread Options. Paper presented at the annual Southern African Finance Association Conference. Cape Town, South Africa.
  • Rudd, R. 2015Simulation, Calibration and Risk Management. Presented at the 3rd annual ACQuFRR/Prescient Securities Quant Conference. Cape Town, South Africa.
  • Backwell, A. 2014The Recovery Theorem: Expounded and Applied. Paper presented at the 5th Mathematics in Finance Conference. Kruger National Park, South Africa.
  • Mataramvura, S. 2014Indifference pricing for investors with monetary utility functions. Paper presented at the Southern Africa Mathematical Sciences Association Annual Conference. Victoria Falls, Zimbabwe.
  • Rajaratnam, K., Beling, P. & Overstreet, G. 2014Consumer Loan Scoring and Capitalization Decisions in the context of Multiple Economic Scenarios. Paper presented at the Southern Africa Mathematical Sciences Association Annual Conference. Victoria Falls, Zimbabwe.
  • Rajaratnam, K., Beling, P. & Overstreet, G. 2014Efficient frontier in consumer loan decision under variable economic scenarios. Poster presented at the INFORMS Conference. San Francisco, USA.
  • Mataramvura, S. 2013Contingent Claims in incomplete markets. Paper presented at the Southern Africa Mathematical Sciences Association Annual Conference. Stellenbosch University, South Africa.
  • Mataramvura, S. 2013Risk minimizing portfolios and HJB equations for stochastic differential games. Paper presented at the 2nd Strathmore International Mathematics Conference. Nairobi, Kenya.
  • Rajaratnam, K., Beling, P., Overstreet, G. & Qiao, Q. 2013Consumer Loans Acquisition Decision Under Adverse Selection: A sequential decision modelling approach. Paper presented at the Credit Scoring and Credit Control Conference XIII. Edinburgh, UK.
  • Rajaratnam, K., Gao, K. & Beling, P. 2013Decision making in consumer loan acquisition with multiple binomial classifiers. Paper presented at the 42nd Operations Research Society of South Africa Conference. Stellenbosch, South Africa.
  • Sanderford, D., Overstreet, G.A., Beling, P. & Rajaratnam, K. 2013Energy Efficient Homes and Mortgage Risk: Crossing the Chasm at Last? A Role for Credit Modeling? Paper presented at the Credit Scoring and Credit Control Conference XIII. Edinburgh, UK.
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