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Mathematical Methods in Economics
Florescu, Chiril ; Budík, Jan (referee) ; Novotná, Veronika (advisor)
The bachelor’s thesis deals with the problem of option trading and its advanced strategies applied to financial markets using algorithmic trading. The theoretical part includes the basic concept of the financial market, a detailed characterization of the investment instrument with its boundary properties, and an overview of algo-trading. In the following section, the implementation and analysis of combined option positions on underlying assets such as equities and exchange-traded funds using beta-weighted deltas are discussed. The result of the work is the design of a trading strategy, backtesting on historical data and optimization of individual parameters for higher efficiency.
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Mathematical and Statistical Methods as Support of the Development of Software Applications
Sysel, Filip ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
The bachelor thesis deals with the creation of a software application in Visual Basic for Application (programming language) in version 7.1, which facilitates the financial analysis ofa selected company by using selected mathematical and statistical methods. In thetheoretical part, the theoretical framework is defined based on a literature search. The practical part consists of a problem analysis (financial analysis of the enterprise) and a proposed solution to the problem, which includes a proposal for the developed software application and recommendations for the enterprise based on the financial analysis. The software application should then make the enterprise more efficient and faster in creating the financial analysis.
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Mathematical Methods in Economics
Koudelová, Tereza ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
The bachelor thesis is focused on the analysis of POEX Velké meziříčí a.s company’s basic situation and financial statements. The first part explains financial indicators and statistical methods. The second part is based on the theoretical knowledge, where the calculations of selected economic indicators are performed and the trend of development of these indicators is determined using the application of time series and regression analysis. Lastly, the thesis summarises the financial situation of the POEX company and make suggestions to improve the company’s future behaviour.
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Assessing the Efficiency of a Company Using Statistical Method
Herčková, Simona ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
The master’s thesis deals with the assessment of the financial performance of the company using statistical methods. The theoretical part describes the issues necessary for the practical part, financial indicators, time series, regression analysis and correlation analysis. In the practical part of the work is a calculation of selected financial indicators, then statistical methods are used to predict future developments and to detect dependencies between the indexes. The last section contains suggestions for improving the current situation.
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The Use of Statistical Methods for Data Processing
Krygielová, Lucie ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
This thesis deals with the optimization of the supply process of a small business, especially with determining the optimal inventory level and demand forecasting, using tools of time series analysis. The final part gives a description of the creation of the program that is used to calculate individual indicators and forecasts. The aim is to increase the efficiency of the supply process, thereby reducing operating costs of the company.
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Analysis of Economic Indicators Using Statistical Methods
Surman, Richard ; Tereza, Varyšová (referee) ; Novotná, Veronika (advisor)
This bachelor thesis is dedicated to developing long-term unemployment on territory of the Czech Republic. It deals with the causes and consequences, examines the educational composition and focuses on economic and social circumstances. By statistical time series analysis is examined unemployment progression. In the final part are mentioned possible suggestions of solving the unemployment issue.
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Portfolio Optimization
Šilarová, Hana ; Karlíková, Jana (referee) ; Novotná, Veronika (advisor)
This master’s thesis deals with problematics of portfolio theory, which helps to create optimal portfolios for the selected investment company. Portfolios consist of shares, which are traded on New York Stock Exchange and which include a historical value at least for two years. There are two ways of creating portfolios. The first way is the portfolio with minimal risk and no required return and the second way is the portfolio with minimal risk and required return. In this thesis are used mathematical methods, which include a linear algebra, an optimization and a statistics.
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