Mgr. Marián Šaling

Bachelor's thesis

Reject inference

Reject inference
Abstract:
This bachelor’s thesis discusses the problem of reject inference in credit scoring. In the first chapter we become familiar with the term credit scoring and its basic characteristics. Next part then describes reject inference and the missing-data which are classified into groups depending on the the selection mechanism. This thesis then introduces some ways of solving this problem, the causes of bias …more
Abstract:
Táto práca sa zaoberá problémom reject inference v kredit skóringu. Zoznámenie sa s pojmom kredit skóring a predstavenie základných charakteristík tohto postupu je obsahom prvej kapitoly. Nasledujúca časť ďalej popisuje už samotný reject inference a problém chýbajúcich dát, pri ktorom je uvedená klasifikácia chýbajúcich dát podľa spôsobu ich výberu. V tejto práci ďalej popisujem postupy riešenia tohto …more
 
 
Language used: Slovak
Date on which the thesis was submitted / produced: 3. 6. 2010

Thesis defence

  • Date of defence: 1. 7. 2010
  • Supervisor: Mgr. Martin Řezáč, Ph.D.
  • Reader: Mgr. Jan Orava

Citation record

Full text of thesis

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

Masaryk University

Faculty of Science

Bachelor programme / field:
Applied Mathematics / Mathematics - Economics

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