| dc.contributor.advisor | Franěk, Petr | |
| dc.creator | Voronin, Alexander | |
| dc.date.accessioned | 2017-04-07T15:01:00Z | |
| dc.date.available | 2017-04-07T15:01:00Z | |
| dc.date.issued | 2008 | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11956/14200 | |
| dc.description.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. | en_US |
| dc.language | English | cs_CZ |
| dc.language.iso | en_US | |
| dc.publisher | Univerzita Karlova, Matematicko-fyzikální fakulta | cs_CZ |
| dc.title | Generating of Random Samples with Given Properties and Application to Banking | en_US |
| dc.type | diplomová práce | cs_CZ |
| dcterms.created | 2008 | |
| dcterms.dateAccepted | 2008-02-12 | |
| dc.description.department | Department of Probability and Mathematical Statistics | en_US |
| dc.description.department | Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.description.faculty | Matematicko-fyzikální fakulta | cs_CZ |
| dc.description.faculty | Faculty of Mathematics and Physics | en_US |
| dc.identifier.repId | 43808 | |
| dc.title.translated | Generování náhodného výběru s předepsanými vlastnostmi s aplikacemi v bankovnictví | cs_CZ |
| dc.contributor.referee | Šmíd, Martin | |
| dc.identifier.aleph | 001451516 | |
| thesis.degree.name | Mgr. | |
| thesis.degree.level | magisterské | cs_CZ |
| thesis.degree.discipline | Probability, mathematical statistics and econometrics | en_US |
| thesis.degree.discipline | Pravděpodobnost, matematická statistika a ekonometrie | cs_CZ |
| thesis.degree.program | Matematika | cs_CZ |
| thesis.degree.program | Mathematics | en_US |
| uk.thesis.type | diplomová práce | cs_CZ |
| uk.taxonomy.organization-cs | Matematicko-fyzikální fakulta::Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| uk.taxonomy.organization-en | Faculty of Mathematics and Physics::Department of Probability and Mathematical Statistics | en_US |
| uk.faculty-name.cs | Matematicko-fyzikální fakulta | cs_CZ |
| uk.faculty-name.en | Faculty of Mathematics and Physics | en_US |
| uk.faculty-abbr.cs | MFF | cs_CZ |
| uk.degree-discipline.cs | Pravděpodobnost, matematická statistika a ekonometrie | cs_CZ |
| uk.degree-discipline.en | Probability, mathematical statistics and econometrics | en_US |
| uk.degree-program.cs | Matematika | cs_CZ |
| uk.degree-program.en | Mathematics | en_US |
| thesis.grade.cs | Výborně | cs_CZ |
| thesis.grade.en | Excellent | en_US |
| uk.abstract.en | 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. | en_US |
| uk.file-availability | V | |
| uk.publication.place | Praha | cs_CZ |
| uk.grantor | Univerzita Karlova, Matematicko-fyzikální fakulta, Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.identifier.lisID | 990014515160106986 | |
