11 resultados para Probabilidade de default

em SAPIENTIA - Universidade do Algarve - Portugal


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Neste trabalho apresenta-se uma metodologia para a avaliação da fiabilidade de estruturas de betão armado. A metodologia recorre a uma simulação numérica pelo método de Monte Carlo, com adopção de uma técnica de amostragem estratificada de redução de variância, vulgarmente designada por hipercubo latino, para a obtenção da probabilidade de não ser excedido o estado limite último em causa. Aplicou-se a metodologia a um caso prático.

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Tese dout., Engenharia Electrónica e Computação, Universidade do Algarve, 2005

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O processo da tomada de decisão sobre a avaliação de uma solicitação de crédito comercial é por vezes difícil para o julgamento humano, devido à imensidão de variáveis que estão em jogo e das suas inter- relações. Neste artigo propomo-nos identificar as características dos clientes associadas a alto e a baixo risco, com recurso a um modelo aplicacional. A partir de uma base de dados de um cartão de crédito, formada por variáveis de natureza qualitativa e quantitativa, ajustámos um modelo logit binário, com o objectivo de tornar o processo de decisão mais objectivo e quantificável. Em seguida, identificámos oito classes de risco através da aplicação de um método de classificação não hierárquica (K-means) sobre o vector da pontuação do modelo logit. Aferimos temporalmente o comportamento de cada classe de risco ao longo de 70 meses, verificando-se que probabilidades baixas de default estão associadas a classes de risco baixo. As características dos clientes tipicamente associadas ao risco de crédito foram identificadas através de uma Análise Factorial das Correspondências.

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Tese de Doutoramento em Métodos Quantitativos Aplicados à Economia e à Gestão, Especialização em Econometria, Universidade do Algarve

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Tese de dout., Ciências Biotecnológicas (Biotecnologia Vegetal), Univ. do Algarve, 2009

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Joint master programmes are systems which by default demand a proper quality system in order to sustain and improve. Objective of this thesis is analysing and proposing solutions to difficulties associated with the implementation of a quality management system to joint master programmes, with the focus on international joint master programmes. The application of the analysis to the Erasmus Mundus joint master programme European Master in Quality in Analytical Laboratories (EMQAL) is discussed. QA systems implementation in HEIs in Europe is an ongoing process, and implementation of such systems in JPs is one step further to enhancing quality in higher education in Europe. The issue closely discussed in this thesis is: should QMS be developed independently from the institutions, or should the institutions, when developing their quality management systems, take into account the (future) development of joint courses and prepare their quality procedures accordingly? A quality management system is normally developed for one organization, and different aspects of cooperation are considered within. A joint master programme is a result of successful cooperation of two or more organizations; therefore a development of its quality management system must be approached in a different manner. This thesis proposes a QMS with emphasis both on the HEI and the consortium. Different processes in the QMS can be managed independently at the level of the HEI or at the level of the consortium. Most processes in joint master programmes should be designed in programmes’ and institutions’ QMSs. Quality of a joint master programme cannot be analyzed separately from the higher education institutions which are organizing it. Comparative analysis of organization of one Erasmus Mundus Master programme to the solutions proposed in discussion showed that from all of the aspects considered, processes in EMQAL are organized in harmony with the proposed delegation of processes of the QMS for a joint master programme. The solutions proposed in the discussion are based on theoretical application of the quality principles and concepts. Comparison to the quality processes and procedures in an existing EM programme showed that analysis is applicable in practice.

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The objective of this thesis is to study the properties of resistive switching effect based on bistable resistive memory which is fabricated in the form of Al2O3/polymer diodes and to contribute to the elucidation of resistive switching mechanisms. Resistive memories were characterized using a variety of electrical techniques, including current-voltage measurements, small-signal impedance, and electrical noise based techniques. All the measurements were carried out over a large temperature range. Fast voltage ramps were used to elucidate the dynamic response of the memory to rapid varying electric fields. The temperature dependence of the current provided insight into the role of trapped charges in resistive switching. The analysis of fast current fluctuations using electric noise techniques contributed to the elucidation of the kinetics involved in filament formation/rupture, the filament size and correspondent current capabilities. The results reported in this thesis provide insight into a number of issues namely: (i) The fundamental limitations on the speed of operation of a bi-layer resistive memory are the time and voltage dependences of the switch-on mechanism. (ii) The results explain the wide spread in switching times reported in the literature and the apparently anomalous behaviour of the high conductance state namely the disappearance of the negative differential resistance region at high voltage scan rates which is commonly attributed to a “dead time” phenomenon which had remained elusive since it was first reported in the ‘60s. (iii) Assuming that the current is filamentary, Comsol simulations were performed and used to explain the observed dynamic properties of the current-voltage characteristics. Furthermore, the simulations suggest that filaments can interact with each other. (iv) The current-voltage characteristics have been studied as a function of temperature. The findings indicate that creation and annihilation of filaments is controlled by filling and neutralizing traps localized at the oxide/polymer interface. (v) Resistive switching was also studied in small-molecule OLEDs. It was shown that the degradation that leads to a loss of light output during operation is caused by the presence of a resistive switching layer. A diagnostic tool that predicts premature failure of OLEDs was devised and proposed. Resistive switching is a property of oxides. These layers can grow in a number of devices including, organic light emitting diodes (OLEDs), spin-valve transistors and photovoltaic devices fabricated in different types of material. Under strong electric fields the oxides can undergo dielectric breakdown and become resistive switching layers. Resistive switching strongly modifies the charge injection causing a number of deleterious effects and eventually device failure. In this respect the findings in this thesis are relevant to understand reliability issues in devices across a very broad field.

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Tese de douoramento, Psicologia, Faculdade de Ciências Humanas e Sociais, Universidade do Algarve, 2014

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Dissertação de mestrado, Biologia Marinha, Faculdade de Ciências e Tecnologia, Univerdade do Algarve, 2015

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Dissertação de mestrado, Engenharia Informática, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2015

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Dissertação de mestrado, Ciências Farmacêuticas, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2014