Stanovení regresního ratingového modelu ve strojírenském průmyslu

Abstract

The aim of this thesis is the determination of regression rating models in the engineering industry on the basis of logistic regression and determine the most suitable model for predicting bankruptcy of engineering companies. The thesis consists of five chapters: introduction, modeling approaches to determine the rating, the engineering characteristics of the industry and businesses, setting the rating regression model in the engineering industry and conclusion. Engineering Industry of the Czech Republic is analyzed by logistic regression. The input data consist of annual financial ratios of selected companies for the period 2005 to 2008. The thesis presents the main conclusions by ROC curve graphs and tables found on the PASW Statistics 18.0.