Modelagem Matemática da Criminalidadeuma abordagem com EDO's

Resumo

In Brazil, although there is evidence and consensus regarding economic stability, understanding of exchange rate dynamics, and predictability in product prices, there is still a need for a model that explains or aids in predicting the pricing of issuances in the domestic capital market. This study, using historical data, discusses and explores ways to estimate the spread for a market issuance in advance. The scenario analyzed was one of stress, observed during the COVID-19 pandemic, when the market became more unstable and uncertain regarding companies' liquidity and payment capacity, thus increasing the risk of credit provided by banks and reducing risk appetite in the market overall. The variables term, rating, and SELIC rate were used to explore possible correlations and their explanation of the spread, applied to regression and forecasting models, which included ordinary least squares and various correlation calculations. Due to the complexity of the subject, all modeling was performed using the Python programming language.

Ficha do documento

Tipo

Dissertação

Ano

2024

Instituição

Fundação Getulio Vargas

Fonte

Repositório da FGV

Idioma

Português

Acesso

Acesso aberto

Identificador

oai:repositorio.fgv.br:10438/36366

Temas

Modelagem Econômica

Palavras-chave

Modelagem matemáticaEquações diferenciaisEquações diferenciais ordináriasCarreiras criminaisMatemáticaCriminalistas