Helgard Raubenheimer

North-West University

Helgard Raubenheimer is Professor at North-West University (NWU), where he started as a lecturer in 2003 at the Centre for Business Mathematics and Informatics (CBMI). From 2016 he was the Head of the SAS Lab at CBMI, and since 2022 he has been the Director of CBMI. He received a PhD in Risk Analysis from NWU in 2010.

Helgard has built up expertise as an educator, researcher, and consultant throughout his career at CBMI. He has completed multiple successful industry-directed research projects and presented professional training in the financial services industry locally and globally. His primary research interest is in quantitative risk management. He co-authored numerous peer-reviewed papers, which have received national and international acclaim from the South African Statistical Association (SASA), the Actuarial Society of South Africa (ASSA) and Risk.net. He became a C-rated National Research Foundation (NRF) researcher in 2020.

Articles by Helgard Raubenheimer

Original research

Shapley values as an interpretability technique in credit scoring

The authors analyze the usefulness of the Shapley value as a machine learning interpretability technique in credit scoring.

03 Jan 2024

Original research

A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk

The objective of this paper is to compare numerical approximation techniques in terms of their practical usefulness and potential applicability in an operational risk context.

21 Mar 2016

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