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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Predictive Modeling in Credit Risk Management
 Švastalová, Iva ; Dlouhá, Zuzana (advisor) ; Bouda, Milan (referee)
The diploma thesis is focused on predictive modeling in credit risk management. Banks and financial institutions are mainly interested in it to estimate the probability of client's default in order to make a decision about which client will be accepted and which client will be rejected. The theoretical part includes an introduction of credit scoring and a description of discrete choice models. The linear probability model, the probit model and the logit model are described in detail. The logit model is afterwards used for the prediction of client's default. The practical part is focused on a statistical description of the dataset and a description of how to work with it before we start with the development of the credit scoring model. After that follows the estimation of the model on testing sample, its testing and the estimation of the model on full sample with a description of individual steps of calculation and outputs of the program SPSS.
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Waiting Strategies for Dynamic Vehicle Routing
 Švastalová, Iva ; Fábry, Jan (advisor) ; Jágerová, Tereza (referee)
Bachelor's thesis is focused on dynamic vehicle routing problem. The main contents will be the description of waiting strategies for dynamic vehicle routing. In the dynamic vehicle routing problems the new customer requests arrive over time. We consider a dynamic vehicle routing problem where one additional request of customer arrives at a beforehand unknown location when the vehicles are already under way. The task of waiting strategies is to take decision where could vehicles wait for new customers requests. The subject of this thesis is to describe these strategies.
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