{"id":"https://openalex.org/W3082851853","doi":null,"title":"Mensura\u00e7\u00e3o do risco de cr\u00e9dito espacial e sua incorpora\u00e7\u00e3o nos modelos de credit scoring","display_name":"Mensura\u00e7\u00e3o do risco de cr\u00e9dito espacial e sua incorpora\u00e7\u00e3o nos modelos de credit scoring","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W3082851853","mag":"3082851853"},"language":"pt","primary_location":{"id":"pmh:oai:repositorio.insper.edu.br:11224/862","doi":null,"is_oa":false,"landing_page_url":"https://repositorio.insper.edu.br/handle/11224/862","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"instacron:INSPER","raw_type":"info:eu-repo/semantics/masterThesis"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087310749","display_name":"Guilherme Barreto Fernandes","orcid":"https://orcid.org/0000-0002-1644-5683","observed_orcids":["https://orcid.org/0000-0002-1644-5683"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Guilherme Barreto Fernandes","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-1644-5683","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5087310749"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9818999767303467,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9818999767303467,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.006800000090152025,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.004900000058114529,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/credit-scoring","display_name":"credit scoring","score":0.7919999957084656},{"id":"https://openalex.org/keywords/default-probability","display_name":"default probability","score":0.5649999976158142},{"id":"https://openalex.org/keywords/spatial-correlation","display_name":"spatial correlation","score":0.7480000257492065},{"id":"https://openalex.org/keywords/ordinary-kriging","display_name":"ordinary kriging","score":0.7379999756813049},{"id":"https://openalex.org/keywords/small-and-medium-sized-enterprises","display_name":"small and medium-sized enterprises","score":0.718999981880188},{"id":"https://openalex.org/keywords/macroeconomic-shocks","display_name":"macroeconomic shocks","score":0.48100000619888306},{"id":"https://openalex.org/keywords/logistic-regression","display_name":"logistic regression","score":0.6740000247955322},{"id":"https://openalex.org/keywords/sao-paulo-state","display_name":"S\u00e3o Paulo state","score":0.6380000114440918}],"concepts":[{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.5917280912399292},{"id":"https://openalex.org/C151956035","wikidata":"https://www.wikidata.org/wiki/Q1132755","display_name":"Logistic regression","level":2,"score":0.5866167545318604},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5454167127609253},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.48290228843688965},{"id":"https://openalex.org/C50440223","wikidata":"https://www.wikidata.org/wiki/Q1475848","display_name":"Risk factor","level":2,"score":0.4816238284111023},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.4437887370586395},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.43203437328338623},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.37329667806625366},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3045845925807953},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2784039378166199},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.20019063353538513},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.07459327578544617},{"id":"https://openalex.org/C126322002","wikidata":"https://www.wikidata.org/wiki/Q11180","display_name":"Internal medicine","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:repositorio.insper.edu.br:11224/862","doi":null,"is_oa":false,"landing_page_url":"https://repositorio.insper.edu.br/handle/11224/862","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"instacron:INSPER","raw_type":"info:eu-repo/semantics/masterThesis"},{"id":"mag:3082851853","doi":null,"is_oa":false,"landing_page_url":"http://dspace.insper.edu.br/xmlui/handle/11224/862","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7010511713","https://openalex.org/W972495054","https://openalex.org/W7113619750","https://openalex.org/W3166283319","https://openalex.org/W2742365863","https://openalex.org/W2515854838","https://openalex.org/W4287730604","https://openalex.org/W7048746637","https://openalex.org/W7120348850","https://openalex.org/W4206711991"],"abstract_inverted_index":{"O":[0],"modelo":[1,276],"de":[2,9,11,15,20,31,45,74,76,90,105,113,128,133,136,150,156,161,166,168,171,182,195,210,242,247,260,262,265,279,287],"Vasicek":[3],"(2002)":[4],"prop\u00f5e":[5],"que":[6,87,251],"a":[7,25,85,88,97,208,236,252,273],"probabilidade":[8],"inadimpl\u00eancia":[10,75],"uma":[12],"empresa":[13],"depende":[14],"suas":[16],"caracter\u00edsticas":[17],"idiossincr\u00e1ticas":[18],"e":[19,33,94,139,179,187,190,198,225,230],"um":[21,40,169,258],"fator":[22,41,112,149,241],"macroeconomico":[23],"comum":[24],"todas":[26,100],"as":[27,72,101],"empresas.":[28],"Entretanto,":[29],"empresas":[30,137],"pequeno":[32],"m\u00e9dio":[34,172],"porte":[35,173],"s\u00e3o":[36],"mais":[37],"afetadas":[38],"por":[39],"macroecon\u00f4mico":[42],"local.":[43],"Apesar":[44],"n\u00e3o":[46,95,281],"ser":[47,55],"poss\u00edvel":[48],"observar":[49],"esse":[50],"fator,":[51],"seu":[52],"efeito":[53,290],"pode":[54],"percebido":[56],"atrav\u00e9s":[57,118,155],"da":[58,61,119,124,238],"an\u00e1lise":[59],"espacial":[60,70,92,115,152,212,244],"inadimpl\u00eancia.":[62,125],"Stine":[63],"(2011)":[64],"apresenta":[65],"evid\u00eancias":[66],"sobre":[67],"essa":[68],"correla\u00e7\u00e3o":[69,91,211],"entre":[71,214],"taxas":[73],"condados":[77],"nos":[78,245],"Estados":[79],"Unidos.":[80],"No":[81],"presente":[82],"trabalho,":[83],"propomos":[84],"hip\u00f3tese":[86,178],"estrutura":[89,209],"existe":[93],"\u00e9":[96,116,153,235],"mesma":[98],"para":[99,110,267],"regi\u00f5es":[102,216],"do":[103,148,228,240,275],"estado":[104],"S\u00e3o":[106,220],"Paulo.":[107],"A":[108,126,146,164],"estimativa":[109],"o":[111,268],"risco":[114,151,243],"obtida":[117,141],"krigagem":[120],"ordin\u00e1ria":[121],"(Matheron,":[122],"1963)":[123],"base":[127,165],"dados":[129,167],"utilizada":[130,175],"cont\u00e9m":[131],"cerca":[132,261],"2,8":[134],"milh\u00f5es":[135],"paulistas":[138],"foi":[140,174],"junto":[142],"\u00e0":[143],"Serasa":[144],"Experian.":[145],"import\u00e2ncia":[147],"verificada":[154],"sua":[157],"inclus\u00e3o":[158],"em":[159,285],"modelos":[160,246],"credit":[162,248],"scoring.":[163],"banco":[170],"nessa":[176],"segunda":[177],"os":[180,204],"m\u00e9todos":[181],"regress\u00e3o":[183,191],"log\u00edstica":[184,192],"naive":[185],"(Hosmer":[186],"Lemeshow,":[188],"2000)":[189],"com":[193,277],"erro":[194,278],"medida":[196,280],"(Cook":[197],"Stefanski,":[199],"1994)":[200],"foram":[201],"aplicados.":[202],"Dentre":[203],"principais":[205],"resultados":[206],"encontrados,":[207],"difere":[213],"tr\u00eas":[215],"paulistas:":[217],"1)":[218],"grande":[219,283],"Paulo,":[221],"2)":[222],"interior":[223],"paulista":[224],"3)":[226],"Vale":[227],"Para\u00edba":[229],"litoral.":[231],"Outro":[232],"resultado":[233],"importante":[234],"confirma\u00e7\u00e3o":[237],"relev\u00e2ncia":[239],"scoring,":[249],"j\u00e1":[250],"inser\u00e7\u00e3o":[253],"desse":[254],"como":[255],"covari\u00e1vel":[256],"representa":[257],"aumento":[259],"8":[263],"p.p.":[264],"KS":[266],"caso":[269],"apresentado.":[270],"Por":[271],"fim,":[272],"utiliza\u00e7\u00e3o":[274],"apresentou":[282],"diferen\u00e7a":[284],"termos":[286],"desempenho":[288],"ou":[289],"estimado.":[291]},"counts_by_year":[],"updated_date":"2025-11-06T04:12:42.849631","created_date":"2020-09-08T00:00:00"}
