1000 resultados para Capacidade discriminante


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Pós-graduação em Matemática - IBILCE

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Pós-graduação em Psicologia do Desenvolvimento e Aprendizagem - FC

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Considering the relevance of researches concerning credit risk, model diversity and the existent indicators, this thesis aimed at verifying if the Fleuriet Model contributes in discriminating Brazilian open capital companies in the analysis of credit concession. We specifically intended to i) identify the economic-financial indicators used in credit risk models; ii) identify which economic-financial indicators best discriminate companies in the analysis of credit concession; iii) assess which techniques used (discriminant analysis, logistic regression and neural networks) present the best accuracy to predict company bankruptcy. To do this, the theoretical background approached the concepts of financial analysis, which introduced themes relative to the company evaluation process; considerations on credit, risk and analysis; Fleuriet Model and its indicators, and, finally, presented the techniques for credit analysis based on discriminant analysis, logistic regression and artificial neural networks. Methodologically, the research was defined as quantitative, regarding its nature, and explanatory, regarding its type. It was developed using data derived from bibliographic and document analysis. The financial demonstrations were collected by means of the Economática ® and the BM$FBOVESPA website. The sample was comprised of 121 companies, being those 70 solvents and 51 insolvents from various sectors. In the analyses, we used 22 indicators of the Traditional Model and 13 of the Fleuriet Model, totalizing 35 indicators. The economic-financial indicators which were a part of, at least, one of the three final models were: X1 (Working Capital over Assets), X3 (NCG over Assets), X4 (NCG over Net Revenue), X8 (Type of Financial Structure), X9 (Net Thermometer), X16 (Net Equity divided by the total demandable), X17 (Asset Turnover), X20 (Net Equity Profitability), X25 (Net Margin), X28 (Debt Composition) and X31 (Net Equity over Asset). The final models presented setting values of: 90.9% (discriminant analysis); 90.9% (logistic regression) and 97.8% (neural networks). The modeling in neural networks presented higher accuracy, which was confirmed by the ROC curve. In conclusion, the indicators of the Fleuriet Model presented relevant results for the research of credit risk, especially if modeled by neural networks.

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Sweet sorghum figure as an alternative feedstock for ethanol production. The establishment of this culture in Brazilian production chain depends on the development of more productive and adapted cultivars. The aim of this study was to evaluate the general combining ability (GCA) of sweet sorghum lines and specific combining ability (SCA) of hybrid combinations as the agronomic and technological traits, and additionally to identify promising hybrid combinations for evaluation in advanced trials. Five restorer lines (R) and four male-sterile lines (A) were used in a partial cross diallel yielding 20 hybrids. The parental lines, hybrids and one check were evaluated in experiments carried out in a rectangular lattice design 5x6 with three replicates in two locations. The following traits were measured: flowering time, plant height, green mass yield, dry matter percentage, dry matter yield, juice extraction, total soluble solids content, sucrose content, purity, reducing sugars content, fiber content, sugars reducing total content, total recoverable sugars, hydrous ethanol, tons of per hectare, and ethanol production. There were differences between locations and genotypes for the traits. There was a significant effect of the genotype by environment interaction for most characters, except juice extraction, purity and reducing sugars content. There were a significant effect of GCA and SCA for most traits, indicating that additive and non-additive effects affect the phenotypic expression. Considering the effects of the GCA, the A line 201402B022-A, and R lines BRS 511, CMSXS643, and CMSXS646 were considered promising for exploration as parents in breeding programs of sweet sorghum in order to increase the ethanol production and the quality of the feedstock.The hybrids 201402B010-A x BRS 511, 201402B010-A x BRS 508, 201402B010-A x CMSXS646, 201402B022-A x BRS 511, 201402B022-A x CMSXS643, 201402B022-A x CMSXS646, 201402B022-A x CMSXS647 were the most promising for ethanol yield.