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Bc. Aneta Klimešová

Master's thesis

Metody klasifikace pro posouzení úvěruschopnosti klienta

Classification methods for qualifying client creditability
Abstract:
Táto diplomová práca sa zaoberá spôsobom určovania úveroschopnosti klientov pomocou metódy Credit Scoring. Práca je rozdelená na teoretickú a praktickú časť. V teoretickej časti je popis lineárneho regresného modelu a diskriminačnej analýzy. V praktickej časti je prevedená analýza reálnych dát pomocou logit modelu, probit modelu a diskriminačnej analýzy
Abstract:
This thesis deals with ways of determination creditworthines of bank customers by the help of Credit Scoring method. The thesis consists of theoretical and a practical part. In the theoretical part is described linear regression model and discriminant analysis. The practical part included analysis of real data with logit model, probit model and discriminant analysis.
 

Keywords

Credit Scoring logit model probit model diskriminačná analýza úveroschopnosť lineárny regresný model
 
Language used: Czech
Date on which the thesis was submitted / produced: 25. 5. 2007
Identifier: https://is.muni.cz/th/o06ex/

Thesis defence

  • Date of defence: 12. 6. 2007
  • Supervisor: doc. RNDr. Jaroslav Michálek, CSc.
  • Reader: RNDr. Marie Forbelská, 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

Master programme / field:
Applied Mathematics / Mathematics - Economics

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