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Probit Analysis and its Theoretical Properties
Bojanovská, Hana ; Žák, Libor (referee) ; Bednář, Josef (advisor)
The diploma thesis deals with a theoretical description and practical use of probit analysis, which is a part of survival analysis. The thesis shows different probit models, their differences and appropriateness on analised data. The used data belong to the molecular diagnostic area and are provided by Genex CZ company. The result is an analysis of probit analysis output data from Minitab 14 software. The thesis was supported by project from MSMT of the Czech Republic no. 1M06047 Center for Quality and Reliability of Production.
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Bankruptcy prediction modelling in manufacturing branch
Synková, Gabriela ; Bartoš, Vojtěch (referee) ; Karas, Michal (advisor)
This diploma thesis deals with the creation of a bankruptcy model for the manufacturing industry in the Czech Republic using logit analysis. The theoretical part defines the concept of bankruptcy model, financial distress and financial health of the company. This section is focused on the influence of macroeconomics on the accuracy of these models, a look into their history and description of selected models. The practical part of the thesis is initially focused on determining the reliability of selected bankruptcy models, and then a new bankruptcy model is compiled.
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Performance Ranking of Czech Credit Scoring Models
Smolár, Peter ; Havránek, Tomáš (advisor) ; Jakubík, Petr (referee)
This thesis provides a comprehensive ranking of 11 Czech statistical and 4 foreign credit scoring models. The ranking is based on the predictive performance of individual models, as measured by the area under curve, evaluated on a randomly sampled set of 250 training and validation samples. After establishing a baseline comparison, 3 avenues of estimation setup optimization are explored, namely missing value treatment, estimation method and the use of additional non-financial variables. After being optimized, the models are once again ranked based on their predictive performance. Statistical inference is drawn using ANOVA and the Friedman test, along with the corresponding Tukey and Nemeyi pos-hoc tests. In their baseline form, the Czech credit scoring models are found to be outperformed by the foreign benchmark model. Treating the missing values by OLS imputation and estimating the models by probit, significantly is found to significantly improve their predictive performance. In their optimized form, the difference in predictive performance between Czech and foreign credit scoring model is found to be only marginal. JEL Classification G28, G32, G33, G38 Keywords credit scoring, multiple discriminant analysis, logit analysis, probit analysis Author's e-mail 71247263@fsv.cuni.cz Supervisor's e-mail...
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Bankruptcy prediction modelling in manufacturing branch
Synková, Gabriela ; Bartoš, Vojtěch (referee) ; Karas, Michal (advisor)
This diploma thesis deals with the creation of a bankruptcy model for the manufacturing industry in the Czech Republic using logit analysis. The theoretical part defines the concept of bankruptcy model, financial distress and financial health of the company. This section is focused on the influence of macroeconomics on the accuracy of these models, a look into their history and description of selected models. The practical part of the thesis is initially focused on determining the reliability of selected bankruptcy models, and then a new bankruptcy model is compiled.
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Probit Analysis and its Theoretical Properties
Bojanovská, Hana ; Žák, Libor (referee) ; Bednář, Josef (advisor)
The diploma thesis deals with a theoretical description and practical use of probit analysis, which is a part of survival analysis. The thesis shows different probit models, their differences and appropriateness on analised data. The used data belong to the molecular diagnostic area and are provided by Genex CZ company. The result is an analysis of probit analysis output data from Minitab 14 software. The thesis was supported by project from MSMT of the Czech Republic no. 1M06047 Center for Quality and Reliability of Production.
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