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Mgr. Veronika Gurecková

Bachelor's thesis

Míry kvality skóringových modelů

Quality measures of scoring models
Abstract:
My thesis focuses on measuring the quality of scoring models by mathematically describing indexes and their properties with respect to the diversifying force of each model. The resulting knowledge is subsequently applied to real and simulated data using the R-studio environment, which is also used for comparing the individual models.
Abstract:
V této bakalárské práci se venujeme mírám kvality skóringových modelu. Matematicky popisujeme indexy a jejich vlastnosti v souvislosti s diverzifikacní silou modelu. Pozdeji aplikujeme tyto poznatky na reálných a simulovaných datech, v prostredí R-studia, kde je navzájem porovnáváme.
 

Keywords

skóringový model Lorenzova krivka Gini index Lift Informacní hodnota simulace scoring model Lorenz curve Information value simulation
 
Language used: Slovak
Date on which the thesis was submitted / produced: 13. 2. 2014
Identifier: https://is.muni.cz/th/ecv90/

Thesis defence

  • Date of defence: 25. 6. 2014
  • Supervisor: doc. Mgr. Jan Koláček, Ph.D.
  • Reader: Mgr. Bc. Iveta Selingerová, Ph.D.

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Přírodovědecká fakulta
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Masaryk University

Faculty of Science

Bachelor programme / field:
Mathematics / Statistics and Data Analysis

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