Original title: Generování náhodného výběru s předepsanými vlastnostmi s aplikacemi v bankovnictví
Translated title: Generating of Random Samples with Given Properties and Application to Banking
Authors: Voronin, Alexander ; Franěk, Petr (advisor) ; Šmíd, Martin (referee)
Document type: Master’s theses
Year: 2008
Language: eng
Abstract: The work concerns the searching for the algorithm for generating of the random variables with the given properties. There are made analyses of comparisons of the algorithms, and the optimal algorithm was chosen based on it. Since we focus on generating of random variables of defaults and explanatory variables of defaults, it concentrates mainly on the conservation of the dependence of these variables. Further we are looking for the optimal sample size of the generated samples under conservation of the required properties. And in the last Chapter we have applied the surveyed techniques to the real data.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/14200

Permalink: http://www.nusl.cz/ntk/nusl-478094


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Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses