03291ntm a22005297i 4500 000716456 CZ-PrVSE 20241012102350.0 m d cr n|||||||||| 241012s2024 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Štěpán, Marek ISIS:163544 dis Moderní přístup k signálům včasného varování v řízení bankovních rizik eng Modern Approach to Early Warning Signals in Banking Risk Management / Marek Štěpán 2024 ?? stran : digital, PDF soubor Vedoucí práce: Filip Vencovský Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky, 2024 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2024 For banking institutions, Early Warning Signals (EWS) are crucial in successful risk management. This thesis assesses the importance of monitoring signals in a timely manner to mitigate risks in corporate credit, and proposes a solution to leverage unstructured data for enhancing warning systems. In collaboration with a leading provider of EWS solutions, this research emphasizes the value of such systems in the era of large language models (LLMs). The theoretical framework includes a comprehensive definition of early warning systems, corporate banking risk management, and their intersection, emphasizing the value of unstructured data in effective risk mitigation. The practical section presents a detailed design and description of an EWS system, outlining the process from data inputs to potential outputs, with the objective of meeting all requirements from future users. The second part is dedicated to the development of a machine learning model for signal prediction. Various architectures are implemented, and an extensive grid search is performed to select the optimal model. The thesis also discusses several ideas for improving the model, recognizing that research in this area is still in its early stages. Způsob přístupu: Internet data a analytika pro business [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas early warning signals EWS corporate credit unstructured data credit analyst large language model Vencovský, Filip mzk2015883325 ths Mareš, Michal opn Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky kn20010709399 dgg https://insis.vse.cz/zp/84638/podrobnosti VŠKP v InSIS https://aleph.vse.cz/neverejny_soubor_prace.pdf Hlavní práce https://insis.vse.cz/zp/84638/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/84638/posudek/oponent/84097 Oponentura https://insis.vse.cz/zp/84638/podrobnosti dc:identifier NEPOSILAT VSKP vse84638 241009 84638