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The reconstruction of the prestressed railway bridge
Macková, Lucie ; Šedivý, Jan (referee) ; Klusáček, Ladislav (advisor)
Diploma thesis describes the design of main structure reinforcement of the railway bridge ,,Gagarin’’ in the 5,872 km of route Český Těšín – Ostrava Kunčice. Reinforcement is achieved by combination of composite slab-shaped channel with the continuous gravel ballast and free additional prestressing cables. There are 3 variants for which the design and assessment of main structure is performed. Evaluation of the options is performed on basis of calculations. There are made additional calculations and drawings for best variant.
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Goal Oriented and Open Domain Dialogue Management
Vodolán, Miroslav ; Jurčíček, Filip (advisor) ; Psutka, Josef (referee) ; Šedivý, Jan (referee)
Title: Goal Oriented and Open Domain Dialogue Management Author: Miroslav Vodolán Department: Institute of Formal and Applied Linguistics Supervisor: Ing. Mgr. Filip Jurčíček, Ph.D., Institute of Formal and Applied Linguistics Abstract: This thesis proposes novel approaches for dialogue management in dialogue sys- tems. It covers goal-oriented and open domain dialogue systems. In both setups, it helps to improve quality of dialogues between the system and its users: 1) In the case of goal-oriented dialogues, we improve the accuracy of dialogue state tracking methods of spoken dialogue systems. Our approach limits the effect of automatic speech recognition (ASR) errors. We incrementally enhance our interpretable rule-based core by complex neural networks. The resulting system achieves several published state-of-the-art results on public datasets. 2) Effective dialogue management in open domain dialogue is a difficult prob- lem, which highlights the challenges of natural language processing. In this thesis, we propose a principal solution to develop dialogue systems in open domains. The key idea of our approach is building dialogue systems which interactively learn from dialogues with users. The interactive learning enables the system to improve and to extend its knowledge base continually. As a part of this...
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Stress tests conducted by Czech National Bank and market risk modelling in big Czech banks
Fedynets, Yuriy ; Šedivý, Jan (advisor) ; Dvořák, Michal (referee)
This bachelor thesis deals with bank stress testing practices and risk modelling, risk measurement and risk management in banking sector. The theoretical part is focused on definition and description of different types of market risk, models and instruments used for their measurement, regulation, explanation of the nature of stress tests and their further classification. Output of the practical part includes analysis of stress tests conducted by Czech National Bank in recent years and their comparison with reality, replication of VaR calculation of the foreign exchange instruments of the real banking portfolio and measurement of the impact of the adverse market events on the banks financial situation.
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Comparison of the regulatory and market approach to counterparty risk
Synková, Kateřina ; Šedivý, Jan (advisor) ; Metrah, Samy (referee)
The bachelor thesis deals with a specific type of credit risk, counterparty risk. Theoretical part describes the difference between traditional credit risk and counterparty risk, the individual components of counterparty risk and modelling of these components. Methods of measurement, mitigating and managing the risk are described here. The focus is on the regulatory perspective and capital requirements associated with counterparty risk. The second part compares the quantification of the Standardized CVA Capital Charge and the calculation of unilateral CVA. The value of unilateral CVA is converted to the annual Value at Risk by historical simulation method. The expected future exposure is calculated under the Standardized Approach and the approach is described here.
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The reconstruction of the prestressed railway bridge
Macková, Lucie ; Šedivý, Jan (referee) ; Klusáček, Ladislav (advisor)
Diploma thesis describes the design of main structure reinforcement of the railway bridge ,,Gagarin’’ in the 5,872 km of route Český Těšín – Ostrava Kunčice. Reinforcement is achieved by combination of composite slab-shaped channel with the continuous gravel ballast and free additional prestressing cables. There are 3 variants for which the design and assessment of main structure is performed. Evaluation of the options is performed on basis of calculations. There are made additional calculations and drawings for best variant.
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Credit risk management in banks
Pětníková, Tereza ; Blahová, Naděžda (advisor) ; Šedivý, Jan (referee)
The subject of this diploma thesis is managing credit risk in banks, as the most significant risk faced by banks. The aim of this work is to define the basic techniques, tools and methods that are used by banks to manage credit risk. The first part of this work focuses on defining these procedures and describes the entire process of credit risk management, from the definition of credit risk, describing credit strategy and policy, organizational structure, defining the most used credit risk mitigation tools to the regulatory requirements for credit risk management. The second part gives a more detailed view to credit risk measurement and evaluation and possibilities of credit risk hedging. Last part presents credit risk management in practise illustrated by the example of chosen bank.
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The impact of counterparty risk on derivative valuations and the behavior of banks
Šedivý, Jan ; Brada, Jaroslav (advisor) ; Daňhel, Jaroslav (referee) ; Míšek, Radoslav (referee)
In the thesis we analyse changes in derivatives valuation after the financial crisis and their impact on behaviour of financial institutions. We focus mainly on the changes related to counterparty credit risk and valuation adjustments. We describe in economical terms the relationship between counterparty credit risk and traditional credit risk, we also introduce management and modelling of this risk. In second part of the study we analyse the regulatory framework, in particular new capital requirement and mandatory central clearing of OTC derivatives. We discuss inconsistencies between regulatory and internal approaches to the counterparty risk measurement and also significant systemic risk connected to central counterparties. Finally we investigate the impact of changes in derivatives valuation on banks in both the EU and the Czech Republic. Specifically we are interested in optimal approach to entering into derivative trade.
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