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Modelo de regressão logı́stica com mistura de distribuições : estimadores de máxima verossimilhança e bayesiano utilizando o Stan
(Universidade Federal de São Carlos, 2024-02-02)
We explore the logist regression model, estimating its parameters through maximum likelihood and Bayesian estimators.
We use mixtures of distributions for 𝐾 = 1 and 2 components.
The Hamiltonian Monte Carlo implemented ...
Long and short por cointegração aplicado ao mercado acionário brasileiro
(Universidade Federal de São Carlos, 2023-09-06)
In this article, we conduct a detailed analysis of the long and short investment strategy with cointegration in the Brazilian stock market. We explore the correlation between pairs of stocks and propose a trading approach ...
Estimação, seleção e predição de redes de neurônios estocásticos com memória de alcance variável
(Universidade Federal de São Carlos, 2024-02-02)
The nervous system is subjected to various sources of noise. Neuronal activity recordings reveal that part of this noise is due to electrical firings occurring spontaneously and irregularly, with variations even when the ...
Modelo de mistura padrão com fragilidade gama: aplicação a dados de melanoma
(Universidade Federal de São Carlos, 2024-01-26)
Cancer is a malignant disease that can affect several organs. When it spreads throughout the body and reaches other organs, it is called metastasis, and this is the leading cause of cancer-related death. Although skin ...
Classificação binária de dados financeiros em problemas com classes desbalanceadas
(Universidade Federal de São Carlos, 2024-01-29)
In order to mitigate the risks and uncertainties associated with credit granting, financial institutions are constantly exploring methods to enhance the credit evaluation system. In the same context, the growth in credit ...
Análise e previsão de séries temporais via Facebook Prophet
(Universidade Federal de São Carlos, 2024-01-29)
Forecasting is an estimate or projection of what may happen in the future based on information and data available from the past and present. In other words, it is an attempt to make an informed guess about what is likely ...
Negrifeminicídio: O feminicídio de mulheres negras no estado de São Paulo
(Universidade Federal de São Carlos, 22-01-20)
Violence against women and racism are extremely important issues that must be addressed with great care and seriousness. In this work, they will be presented together: the violent deaths of white and black women and their ...
Modelos de regressão defeituosos zero ajustados aplicados a dados de risco de crédito
(Universidade Federal de São Carlos, 2023-08-18)
With the increase in consumption of goods, services, and credit granting, it becomes necessary to control the risk of the process. This measure aims to prevent a possible default rate higher than what financial institutions ...