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Contribuições sobre o envelope simulado na análise de diagnóstico em modelos de regressão
(Universidade Federal de São Carlos, 2019-04-30)
The simulated envelope is a diagnostic analysis method used to evaluate the hypothesis about the probability distribution assumed for the response variable in a regression model. In this work, we describe some procedures ...
Quantificação em problemas com mudança de domínio
(Universidade Federal de São Carlos, 2018-05-17)
Several machine learning applications use classifiers as a way of quantifying the prevalence of positive class labels in a target dataset, a task named quantification. For instance, a naive way of determining what proportion ...
Influência local com procura "forward' em modelos de regressão linear
(Universidade Federal de São Carlos, 2015-02-25)
The identification of influential and/or atypical observations in a data set is known as a part of the diagnostic analysis. One of the purposes of the diagnostic analysis is to verify the robustness of a statistical model, ...
Modelos preditivos para LGD
(Universidade Federal de São Carlos, 2018-05-04)
Financial institutions willing to use the advanced Internal Ratings Based (IRB) need to develop
methods to estimate the LGD (Loss Given Default) risk component. Proposals for PD (Probability
of default) modeling have ...
Abordagem de martingais para análise assintótica do passeio aleatório do elefante
(Universidade Federal de São Carlos, 2018-08-20)
In this work we study the elephant random walk introduced in (SCHUTZ; TRIMPER, 2004),
a discrete time, non-Markovian stochastic process with unlimited range memory that presents
phase transition. Our objective is to proof ...
Estudo do impacto da escolha do modelo para o controle de overdose na fase I dos ensaios clínicos
(Universidade Federal de São Carlos, 2018-10-03)
Escalation with overdose control proportional hazards is a Bayesian method with overdose control that estimates the maximum tolerated dose (MTD) assuming that the time a patient takes to show toxicity follows the proportional ...
Análise de diagnóstico em modelos de regressão ZAGA e ZAIG
(Universidade Federal de São Carlos, 2016-03-10)
Residuals play an important role in checking model adequacy and in the identi cation of outliers and in uential observations. In this paper, we studied two class of residuals for the zero adjusted gamma regression model ...
Dois ensaios sobre precificação de ativos
(Universidade Federal de São Carlos, 2016-04-15)
Find fair (according to some criterion) prices for assets in financial markets is one of the most important pillars of Finance Theory. To accomplish this, the Asset Pricing Theory has a mathematical formulation, based ...
Técnicas de classificação aplicadas a credit scoring: revisão sistemática e comparação
(Universidade Federal de São Carlos, 2015-12-18)
Nowadays the increasing amount of bank transactions and the increasing of data storage created a demand for risk evaluation associated with personal loans. It is very important for a company has a very good tools in credit ...
Modelagem de dados de sistemas reparáveis com fragilidade
(Universidade Federal de São Carlos, 2015-09-15)
The usual models in repairable systems are minimal, perfect and imperfect repair, and, in the literature, the minimum repair model is the most explored. In repairable systems it is common that the same type of components ...