Quantitative Consulting has many interesting research publications. Some of them were completed for the company purposes and others were outcomes of the academic research of our employees. Some of the content is accessible only after registration of your email address, rest of the content is downloadable from this site.
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This master’s thesis presents the comparison of the logistic regression algorithm and the decision tree algorithm regarding creation of the scoring models of financial institutions. The theoretical part of the thesis focuses on the description of both algorithm and their application in model making. The practical part of the thesis uses both algorithms to make models based on a real dataset and then compares which algorithm gives us better results. The thesis is focused on the applied description of the problem, and therefore it does not include precise mathematical definitions.