The thesis presents a comparison of several selected modeling methods used by financial institutions for (not exclusively) decision-making processes. First theoretical part describes well known modeling methods such as logistic regression, decision trees, neural networks, alternating decision trees and relatively new method called "Random forest". The practical part of thesis outlines some processes within financial institutions, in which selected modeling methods are used. On real data of two financial institutions logistic regression, decision trees and decision forest are compared which each other. Method of neural network is not included due to its complex interpretability. In conclusion, based on resulting models, thesis is trying to answers, whether logistic regression (method most widely used by financial institutions) remains most suitable.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:201627 |
| Date | January 2014 |
| Creators | Straková, Kristýna |
| Contributors | Witzany, Jiří, Fičura, Milan |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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