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Portfolio Optimization Using Genetic Algorithm
Kuruc, Igor ; Hanušová, Helena (referee) ; Chvátalová, Zuzana (advisor)
This bachelor's thesis focuses on using knowledge of portfolio theory and methods of soft computing. Theoretical backgroung is provided by postmodern portfolio theory and genetic algorithms. The purpose of aplicational section is maximizing risk-return measure. The result is optimized portfolio based on required properties. All calculation are made in Matlab software
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Interest Rate Models
Butkovičová, Ivana ; Popela, Pavel (referee) ; Chvátalová, Zuzana (advisor)
This bachelor’s thesis focuses on a description of the interest rate models that are applied in the sphere of financial mathematics. Furthermore, it specifically describes the Vašíček model, Cox-Ingersoll-Ross model, Ho-Lee model and Hull-White model. These models are given by the stochastic differential equations. The main terms of the Stochastic Calculus are described in the theoretical part of the thesis. All the above models are also calibrated. Moreover, the spot and forward interbank interest rate—LIBOR is described in the thesis. By applying specific data, that are available in the public database of the Czech National Bank, we have simulated the Vašíček and Cox-Ingersoll-Ross models. The obtained results are interpreted.
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Analysis of Corporate Performance Using Mathematical Modelling and Computer System to the Support of Organization's Strategic Management
Horáková, Eva ; Švehla, Michal (referee) ; Chvátalová, Zuzana (advisor)
The main goal of this diploma thesis is to analyse financial productivity of a chosen company, to find deficiencies and suggest possibilities for improvement of the situation. First there is theoretical part consisting of an introduction of chosen financial indicators, such as profitability, indebtedness etc., and also a description of Maple, programme used for mathematical exercises. In the practical part there is a description of Brno company TRON, the business objective of which is LED lighting. The financial indocators are made in the programme Maple, the balance and also profit and loss accounts for a few consecutive years are analysed, from which we can determine the financial situation of the company. The result should help the chosen company with future decisions.
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Mathematical Modelling of Relation between Economic Quantities
Žigárdy, Martin ; Hřebíček, Jiří (referee) ; Chvátalová, Zuzana (advisor)
My work is aimed on creating and on subsequent economical interpretation of mathematical models presenting relations of continual development of PX index (Czech stock index) and continual developments of five important world titles, which are price of the West Texas Intermediate Crude Oil barrel, exchange rate between Dollar and Czech Crown as well as Euro and Czech Crown and indexes DAX (German stock index) and Dow Jones (American stock index). The models are create by using regression analysis and by mathematical software Maple version 12
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Corporate Performance Assessment using Maple Software
Kopečná, Barbora ; Hanušová, Helena (referee) ; Chvátalová, Zuzana (advisor)
The diploma thesis focuses on the evaluation of the performance of a selected company operating in the food industry in the period 2013-2018. The thesis uses PEST analysis, regression analysis and time series analysis in Maple software and benchmarking. Using these tools and the results of analyses, proposals are made to improve the company's performance and also future potential development of the company is descripted.
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Program for Analyzing Economical Data via Mathematical Modeling in Maple
Žigárdy, Martin ; Hřebíček,, Jiří (referee) ; Chvátalová, Zuzana (advisor)
In this diploma thesis I constructed generally usable program for processing economical data through mathematical methods of linear regression in Maple system. Program is used for trend dependency analysis of examined quantities. Via multi-stage algorithmization and implementation of information criterion I created interactive form with user-friendly interface with possibility of straight data import from office suite applications. Functionality of this program is verified on example with specific data collection.
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