National Repository of Grey Literature 8 records found  Search took 0.00 seconds. 
The Profitability of Standard Trading Strategies in Cryptocurrency Markets
Duda, Miroslav ; Krištoufek, Ladislav (advisor) ; Brož, Václav (referee)
The thesis attempts to determine how strategies used for forecasting and trad- ing on foreign exchange and stock markets perform when applied to cryptocur- rency markets. The approaches explored are ARIMA, VAR, MA Crossover, and Granger Causality using gold prices and S&P 500. The currencies traded are Bitcoin, Ethereum, Binance Coin, and Basic Attention Token. The models are trained on logarithmically transformed and differenced time series composed of the currencies' daily and hourly closing prices. Applying these strategies mostly leads to ambiguous results, with MA Crossover generally performing better than VAR, which in turn performs better than ARIMA. However, every strategy was moderately successful for at least one of the currencies examined. Trading on the hourly dataset was negatively influenced by sudden price jumps. ARIMA and VAR perform better in the inter-bubble periods. No significant Granger causality was found. Keywords Cryptocurrency, Trading, Bitcoin, Ethereum, Binance Coin, Basic Attention Token, ARIMA, VAR, MA Crossover, Granger Causality Title The Profitability of Standard Trading Strategies in Cryptocurrency Markets Author's e-mail miroslav.duda11@gmail.com Supervisor's e-mail ladislav.kristoufek@fsv.cuni.cz
Analysis of Weather Effect on Sales in the Czech FMCG Market
Kubišta, Michal ; Krištoufek, Ladislav (advisor) ; Brož, Václav (referee)
In this work, we aim to study the effect of weather conditions on the sales of the FMCG market. For this purpose, we have collected an extensive dataset consisting of weekly category sales of over 1000 stores in the Czech Republic for years 2015 to 2017, coupled with various meteorological variables for over 80 different weather stations. We introduce a novel approach to analysis, using tree-based machine learning algorithms. These flexible non-parametric methods can estimate complex relationships as well as performing an automatic variable selection. Both of those attributes are critical in our work, as the final dataset consists of over 130 variables. The central point of this thesis is to either conclude there is only a negligible relationship or to provide a model with robust performance and explainable results. We manage to show a significant sales reactions based on changing weather conditions for three top-selling categories, producing a model that significantly outperforms both benchmarks, lasso regression and tree-based model trained on non- meteorological variables only. Ultimately we present two conclusions, firstly that linear regression, a commonly used methodology in similar studies, is not a suitable approch for modeling the weather effects and secondly that the weather variables...
Role of IDGFs and adenosine signaling in cell survival and energy homeostasis
BROŽ, Václav
Two groups of growth regulators were described in Drosophila imaginal disc cell culture Cl.8+. Imaginal disc growth factors (IDGFs) belonging to chitinase-like protein family of carbohydrate binding proteins and Adenosine deaminase-related growth factors (ADGFs), which are active adenosine deaminases influencing homeostasis of key cellular metabolite adenosine. The functions of two of the IDGFs, as well as the effects of extracellular adenosine and its receptor were studied primarily in in vitro cell culture. Our results supported their roles in the regulation of cell survival and energy homeostasis especially in imaginal disc cells. Both the IDGFs and adenosine also play important roles in organismal responses to stress and infection and may interact in vivo.
Inflation Convergence in the European Union: the effect of monetary regimes, the global financial crisis and the zero lower bound
Brož, Václav ; Kočenda, Evžen (advisor) ; Holub, Tomáš (referee)
Synchronizace inflačních cyklů je jednou z podmínek teorie optimální měnové unie, a jelikož bude jednoho dne valná většina členských států EU používat euro, zdá se analýza konvergence jejich inflačních měr jako rozumná i z dnešního pohledu. Používáme data měřítka harmonizovaného indexu spotřebitelských cen, jakož i velmi flexibilní model zdánlivě nesouvisejících regresních modelů a podáváme důkaz o všeobecně rozšířeném, setrvalém a robustním výskytu konvergence inflace v celé EU mezi lety 1999 a 2016. Navíc nám naše metodologie umožňuje zahrnout do modelu řadu dummy proměnných indikujících konkrétní období s možným dopadem na konvergenci inflace. V tomto smyslu ukazujeme, že měnové režimy zaměřené na cenovou stabilitu (inflační cílování, opatření omezující pohyb měnového kurzu) mají příznivý dopad, období globální finanční krize a nulové dolní meze se obecně nejeví jako rušivé, zatímco efekt zavádění společného evropského práva zůstává nejistý. Naše hlavní závěry implikují, že synchronizace inflace zřejmě nepředstavuje problém pro další rozšíření Eurozóny.
Analysis of wind speed distribution and applications in energy economics
Brož, Václav ; Červinka, Michal (advisor) ; Luňáčková, Petra (referee)
Analysis of wind speed distribution and applications in energy economics - an abstract Václav Brož 5 May 2015 Integration of generators of wind power into the electricity grid involves specific costs due to the intermittent nature of wind. Analysis of wind speed distribution is essential for accurate short-term prediction of wind power output in order to avoid mismatch between supply and demand in electricity markets. This thesis theoretically describes the analysis of wind speed distribution, high- lighting econometric and statistical concepts pertaining to the high persistence (modelling by the means of an AR(1) process) and the non-negativity (use of truncated normal distribution) of wind speed data. A random vector describ- ing the evolution of wind speed in time for a location in the Czech Republic is derived and its parameters are compared with those from the work of other authors. 1
Purificatio and characterization of protein IDGF2
BROŽ, Václav
The aim of this work was to characterize a member of the Drosophila Idgf family. IDGF2 was expresed in Drosophila S2 cells and purified by affinity chromatography. Function of wild-type and mutant IDGF2 was compared.

See also: similar author names
6 BROŽ, Václav
1 Brož, Vladan
2 Brož, Vojtěch
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