Banca de DEFESA: NILCIVANIA BARBOSA OLIVEIRA LUCAS

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : NILCIVANIA BARBOSA OLIVEIRA LUCAS
DATE: 27/11/2023
TIME: 14:00
LOCAL: PLATAFORMA GOOGLE MEET
TITLE:

MODELING AND PREDICTING DEFAULT IN MICROCREDIT CONTRACTS FROM AGGREGATE DATA

KEY WORDS:

1. Oriented productive microcredit 2. Default 3. Development sustainable 4. Multivariate modeling

5. Forecasting.

PAGES: 79
BIG AREA: Outra
AREA: Ciências Ambientais
SUMMARY:

Microcredit facilitates access to credit, contributing to socioeconomic advancement. It deals with public policy to generate work and income through the granting of credit with an entrepreneurial and educational orientation, promotes financial inclusion, positively impacts the well-being of families, favors overcoming the poverty line and, consequently, Sustainable Development. The target audience for microcredit is the most vulnerable class, which would not have access to the financial system under traditional market conditions. Controlling and predicting default in microcredit contracts is challenging. In this work, mathematical models were developed to predict the default rate in Oriented Productive Microcredit programs, exploring the resources of algorithms based on formalisms of Linear Regression, Principal Component Analysis (ACP), Cross Validation, trained from the available ratios in the microfinance reports of Banco do Nordeste do Brasil S/A (BNB) for the period 2012 to 2021, accessible to the general public. The studied variables were resized using PCA among the selected Main Components (PC). Models have 92.2% of explained variance for Agroamigo and 73.6% for Crediamigo, highlighting the quality of the components identified as the most important. The best performing models, according to measures such as MAE, RMSE and R2, present an accuracy of 0.985545% for Agroamigo and 0.833085% for Crediamigo, thus offering a comprehensive understanding of the reasons behind the forecasts to assist in better decision processes regarding the granting of microcredit.

COMMITTEE MEMBERS:
Interno - ***.218.133-** - CÍCERO CARLOS FELIX DE OLIVEIRA - IFCE
Interno - FRANCISCO ALIXANDRE AVILA RODRIGUES
Externo à Instituição - ISIS DIDIER LINS
Presidente - PAULO RENATO ALVES FIRMINO