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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Comparison of statistical methods for the scoring models development
 Mrázková, Adéla ; Vitali, Sebastiano (advisor) ; Kopa, Miloš (referee)
The aim of this thesis is to introduce and summarize the process of scoring model development in general and then basic statistical approaches used to resolve this problem, which are in particular logistic regression, neural networks and decision trees (random forests). Application of described methods on a real dataset provided by PROFI CREDIT Czech, a.s. follows, including discussion of some implementation issues and their resolution. Obtained results are discussed and compared.
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Stochastic dominance generated by a decreasing absolute risk aversion
 Mrázková, Adéla ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
The aim of the thesis is to describe first order stochastic dominance, second order stochastic dominance and then to motivate and describe stochastic dominance generated by utility functions with a decreasing absolute risk aversion. A numerical application of described methods follows. Efficiency in the meaning of stochastic dominance generated by utility functions with a decreasing absolute risk aversion and second order stochastic dominance is tested. Connection between the results is clarified and used methods are compared in the meaning of computational demands. Powered by TCPDF (www.tcpdf.org)
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