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The Building Minska Brno
Juchelka, Tomáš ; Ležatka,, Lukáš (referee) ; Pavlovský, Tomáš (advisor) ; Matějka, Libor (advisor)
This bachelor thesis is based on my architectonic study written during the third year of studying. The theme is the project related to the town house Minska in Brno which will be situated in the current blank space in the street Minska which is located in the town district Brno Žabovřesky. In the thesis this project is subsequently developed into higher levels in terms of project documentation. The main idea is the draft of dominant but at the same time undemanding objects in terms of material and operation which bring the order into the particular area. Currently there are simple family houses and four and five-storey buildings in particular. In their ground floors there are services, shops and things like that. The estate which is the basis of my project is situated in the blank space between two buildings and is very narrow, deep and oriented on north and south by its shorter sides. The draft of the building elaborated by myself is divided into two parts – SO1 and SO2 which are interconnected with smaller garden. First of them – SO1 is a part of built-up area related to the street Minska and is constituted by the basic cubic substance characteristic of five above-ground and one underground storeys. There are four residential units, non-residential commercial space and technical facilities. The second part SO2 is situated on the second side of the estate on its edge next to the street called Kubanska made of the same cubic substance and is divided into two higher four and five-storey parts and one lower single-storey part in the middle. There are six residential units, three non-residential ones, technical facilities and underground parking place. There are ten residential units and four separate commercial spaces designed in my project. In terms of construction both parts are arranged as longitudinal wall system made of reinforced concrete which is stiffened by means of core and monolithic ceiling of reinforced concrete.
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Smart District Špitalka
Juchelka, Tomáš ; Hybská, Bohumila (referee) ; Sedláček, Michal (advisor)
This thesis deals with an architectural case study of the city block in the Svitava industrial zone bordered by the Svitava river in the east, Ring road in the west, Milady Horákové street in the north and Zvonařka street in the south. Špitálka Smart City is located right in the centre of this area. The thesis is modeled on the Špitálka Smart City urban study, that was the outcome of the pre-thesis seminar in the winter term 2020/21. The urban study objective was the urban renewal of the Brno teplárny (heating plant) area and its surroundings as well as a design of a new urban boulevard. To effectively use the place a residential building with commercial spaces on the groundfloor has been designed. The building consists of four sections, which share two underground storeys providing parking space and space for building services. The case study further develops only the section that is labeled A in the study. Section A offers 23 housing units and a café. The design aims at high quality housing with a view of the city replacing the former industrial zone.
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Trading Volume and Volatility in the US Stock Markets
Juchelka, Tomáš ; Šopov, Boril (advisor) ; Džmuráňová, Hana (referee)
This thesis investigates the relationship between trading volume and stock re- turn volatility using GARCH model in the framework of Mixture of Distri- bution Hypothesis. Analysis is carried out for five well-known stocks selected from the American S&P500 stock index. Our approach was to extend the vari- ance equation of the well known GARCH model on the trading volume which was split into three explanatory variables capturing different effects of volume on volatility. Apart from the relationship itself, we examined the changes of GARCH and ARCH parameters after the inclusion of volume, implicitly testing the Mixture of Distribution Hypothesis. Interesting results and implications for future research were identified. Firstly, we highlight the appropriateness of the volume decomposition into expected and unexpected volume, where all the vol- ume parameters turned out to be statistically significant. General observation was that the increase of both expected and unexpected trading volume leads to the increase of volatility. On the other hand, negative volume shocks tend to decrease it. Eventhough we performed the analysis with lagged and also contemporaneous volume, we were not able to confirm that the inclusion of volume leads to insignificance of the ARCH and GARCH parameters, thus not confirming the...
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Smart District Špitalka
Juchelka, Tomáš ; Hybská, Bohumila (referee) ; Sedláček, Michal (advisor)
This thesis deals with an architectural case study of the city block in the Svitava industrial zone bordered by the Svitava river in the east, Ring road in the west, Milady Horákové street in the north and Zvonařka street in the south. Špitálka Smart City is located right in the centre of this area. The thesis is modeled on the Špitálka Smart City urban study, that was the outcome of the pre-thesis seminar in the winter term 2020/21. The urban study objective was the urban renewal of the Brno teplárny (heating plant) area and its surroundings as well as a design of a new urban boulevard. To effectively use the place a residential building with commercial spaces on the groundfloor has been designed. The building consists of four sections, which share two underground storeys providing parking space and space for building services. The case study further develops only the section that is labeled A in the study. Section A offers 23 housing units and a café. The design aims at high quality housing with a view of the city replacing the former industrial zone.
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The Building Minska Brno
Juchelka, Tomáš ; Ležatka,, Lukáš (referee) ; Pavlovský, Tomáš (advisor) ; Matějka, Libor (advisor)
This bachelor thesis is based on my architectonic study written during the third year of studying. The theme is the project related to the town house Minska in Brno which will be situated in the current blank space in the street Minska which is located in the town district Brno Žabovřesky. In the thesis this project is subsequently developed into higher levels in terms of project documentation. The main idea is the draft of dominant but at the same time undemanding objects in terms of material and operation which bring the order into the particular area. Currently there are simple family houses and four and five-storey buildings in particular. In their ground floors there are services, shops and things like that. The estate which is the basis of my project is situated in the blank space between two buildings and is very narrow, deep and oriented on north and south by its shorter sides. The draft of the building elaborated by myself is divided into two parts – SO1 and SO2 which are interconnected with smaller garden. First of them – SO1 is a part of built-up area related to the street Minska and is constituted by the basic cubic substance characteristic of five above-ground and one underground storeys. There are four residential units, non-residential commercial space and technical facilities. The second part SO2 is situated on the second side of the estate on its edge next to the street called Kubanska made of the same cubic substance and is divided into two higher four and five-storey parts and one lower single-storey part in the middle. There are six residential units, three non-residential ones, technical facilities and underground parking place. There are ten residential units and four separate commercial spaces designed in my project. In terms of construction both parts are arranged as longitudinal wall system made of reinforced concrete which is stiffened by means of core and monolithic ceiling of reinforced concrete.
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Prediction of Stock Return Volatility Using Internet Data
Juchelka, Tomáš ; Krištoufek, Ladislav (advisor) ; Novák, Jiří (referee)
The thesis investigates relationship between daily stock return volatility of Dow Jones Industrial Average stocks and data obtained on Twitter, the social media network. The Twitter data set contains a number of tweets, categorized according to their polarity, i.e. positive, negative and neutral sentiment of tweets. We construct two classes of models, GARCH and ARFIMA, where for either of them we research basic model setting and setting with additional Twitter variables. Our goal is to compare, which of them predicts the one day ahead volatility most precisely. Besides, we provide commentary regarding the effects of Twitter volume variables on future stock volatility. The analysis has revealed that the best performing model, given the length and structure of our data set, is the ARFIMA model augmented on Twitter volume residuals. In the context of the thesis, Twitter volume residuals represent unexpected activity on the social media network and are obtained as residuals from Twitter volume autoregression. Plain ARFIMA model was the second best and plain volume augmented ARFIMA was in third place. This means that all three ARFIMA models outperformed all three GARCH models in our research. Regarding the Twitter estimation parameters, we found that higher the activity the higher tomorrow's stock...
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Trading Volume and Volatility in the US Stock Markets
Juchelka, Tomáš ; Šopov, Boril (advisor) ; Džmuráňová, Hana (referee)
This thesis investigates the relationship between trading volume and stock re- turn volatility using GARCH model in the framework of Mixture of Distri- bution Hypothesis. Analysis is carried out for five well-known stocks selected from the American S&P500 stock index. Our approach was to extend the vari- ance equation of the well known GARCH model on the trading volume which was split into three explanatory variables capturing different effects of volume on volatility. Apart from the relationship itself, we examined the changes of GARCH and ARCH parameters after the inclusion of volume, implicitly testing the Mixture of Distribution Hypothesis. Interesting results and implications for future research were identified. Firstly, we highlight the appropriateness of the volume decomposition into expected and unexpected volume, where all the vol- ume parameters turned out to be statistically significant. General observation was that the increase of both expected and unexpected trading volume leads to the increase of volatility. On the other hand, negative volume shocks tend to decrease it. Eventhough we performed the analysis with lagged and also contemporaneous volume, we were not able to confirm that the inclusion of volume leads to insignificance of the ARCH and GARCH parameters, thus not confirming the...
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