
Unemployment Duration in the Czech Republic Through the Lens of Survival Analysis
Čabla, Adam ; Malá, Ivana (advisor) ; Komárková, Lenka (referee) ; Popelka, Jan (referee)
In the presented thesis the aim is to apply methods of survival analysis to the data from the Labour Force Survey, which are intervalcensored. With regard to this type of data, I use specific methods designed to handle them, especially Turnbull estimate, weighted logrank test and the AFT model. Other objective of the work is the design and application of a methodology for creating a model of unemployment duration, depending on the available factors and its interpretation. Other aim is to evaluate evolution of the probability distribution of unemployment duration and last but not least aim is to create more accurate estimate of the tail using extreme value theory. The main benefits of the thesis can include the creation of a methodology for examining the data from the Labour Force Survey based on standard techniques of survival analysis. Since the data are internationally comparable, the methodology is applicable at the level of European Union countries and several others. Another benefit of this work is estimation of the parameters of the generalized Pareto distribution on intervalcensored data and creation and comparison of the models of piecewise connected distribution functions with solution of the connection problem. Work brought empirical results, most important of which is the comparison of results from three different data approaches and specific relationship between selected factors and time to find a job or spell of unemployment.


Statistical tests power analysis
Kubrycht, Pavel ; Malá, Ivana (advisor) ; Bílková, Diana (referee)
This Thesis deals with the power of a statistical test and the associated problem of determining the appropriate sample size. It should be large enough to meet the requirements of the probabilities of errors of both the first and second kind. The aim of this Thesis is to demonstrate theoretical methods that result in derivation of formulas for minimum sample size determination. For this Thesis, three important probability distributions have been chosen: Normal, Bernoulli, and Exponential.


Consequences of assumption violations of selected statistical methods
Marcinko, Tomáš ; Blatná, Dagmar (advisor) ; Malá, Ivana (referee) ; Lukáš, Ladislav (referee)
Classical parametric methods of statistical inference and hypothesis testing are derived under fundamental theoretical assumptions, which may or may not be met in real world applications. However, these methods are usually used despite the violation of their underlying assumptions, while it is argued, that these methods are quite insensitive to the violation of relevant assumptions. Moreover, alternative nonparametric or rank tests are often overlooked, mostly because these methods may be deemed to be less powerful then parametric methods. The aim of the dissertation is therefore a description of the consequences of assumption violations concerning classical onesample and twosample statistical methods and a consistent and comprehensive comparison of parametric, nonparametric and robust statistical techniques, which is based on extensive simulation study and focused mostly on a normality and heteroscedasticity assumption violation. The results of the simulation study confirmed that the classical parametric methods are relatively robust, with some reservations in case of outlying observations, when traditional methods may fail. On the other hand, the empirical study clearly proved that the classical parametric methods are losing their optimal properties, when the underlying assumptions are violated. For example, in many cases of nonnormality the appropriate nonparametric and rankbased methods are more powerful, and therefore a statement, that these methods are unproductive due to their lack of power may be considered a crucial mistake. However, the choice of the most appropriate distributionfree method generally depends on the particular form of the underlying distribution.


Sentiment Analysis of Customer Reviews
Hrabák, Jan ; Helman, Karel (advisor) ; Malá, Ivana (referee)
This thesis is focused on sentiment analysis of unstructured text and its practical application on the real data downloaded from website Yelp.com The objectives of the theoretical part of this thesis is to sum up the information related to history, methods and possible applications of sentiment analysis. A reader is acquainted with important terms and processes of sentiment analysis. Theoretical part is focused on Naive Bayes classifier, that will be used in practical part of this thesis. In practical part there is detailed description of data set, construction and testing of model. At the end there are presented pros and cons of the chosen model and described some possibilities of its usage.


DataSnooping Biases in Backtesting
Krpálek, Jan ; Bašta, Milan (advisor) ; Malá, Ivana (referee)
In this paper, we utilize White's Reality Check, White (2000), and Hansen's SPA test, Hansen (2004), to evaluate technical trading rules while quantifying the datasnooping bias. Secondly, we discuss the result with Probability of Backtest Overfitting framework, introduced by Bailey et al. (2015). Hence, the study presents a comprehensive test of momentum trading across the US futures markets from 2004 to 2016. The evidence indicates that technical trading rules have not been pro?table in the US futures markets after correcting for the data snooping bias.


Comparison of the basic life quality indicators of the population older than fifty years in the Czech Republic and Spain
Kadlecová, Michaela ; Malá, Ivana (advisor) ; Bílková, Diana (referee)
The work's content is an analysis of basic indicators of quality of life and their comparison between Czech Republic and Spain. The first section is focuses on the SHARE project (health research, aging and retirement in Europe). The data in the practical section were obtained through the SHARE project. The following four variables are considered: age, education, number of children and life happiness. These variables are visualised through contingency tables, bar charts and histograms that show the answer frequency. The work's ultimate goal is to find out the result differences between the mentioned countries, as well as to explain their causes.


Distribution of elderly people's finance into investment instruments
Klhůfková, Barbora ; Malá, Ivana (advisor) ; Blatná, Dagmar (referee)
The target of my bachelor thesis is to introduce the SHARE project, which examines people older than fifty years, to the readers. SHARE project is really extensive and it operates in several countries of the world. Participating respondents answers different kinds of questions. Questions concerns general information, information about marital status, health condition, social, geographic and also economic information. For my thesis I have chosen four economic variables, for which I am going to make basic descriptive statistics and analysis. I am going to deal with current accounts, stocks, bonds and mutual funds. These are financial instruments, where people frequently save up or deposit their money. Because answering the question regarding financial situation is uncomfortable to many respondents, we have only limited number of answers, with which we are going to work. I will define all of these four variables and make basic descriptive statistics for them. Then I will make an analysis of the financial situation of respondents according to the gender for each variable separately. For the next analysis I have chosen a subjective question regarding respondent´s satisfaction with life depending on their financial situation. At the conclusion of this thesis i will try to evaluate each analysis individualy and to summarize the contribution of this thesis.


Incomes in the Czech Republic and wealth distribution in the Czech Republic and abroad
Dobšová, Kateřina ; Bílková, Diana (advisor) ; Malá, Ivana (referee)
The aim of the bachelor thesis is to analyze the wealth and income situation in the Czech Republic and abroad. Particularly to point out on extremely unequal distribution of income and wealth in the world. All data used in this academic piece of work had been processed by utilizing a variety of both Czech and foreign credible sources and by collecting various statistical indicators and numerous tables so the resulting graphs are clearly constructed to show their significant characteristics relevant to the topic. It was found that the highest incomes in the Czech Republic receive men aged 3039 years with a university degree and that the richest Cech is Petr Kellner. Wealth Czech Republic represents 0.1% of total world wealth. The Biggest share of world wealth is in the United States. There are the most dollar millionaires in the world including the richest man of the planet Bill Gates. After reading this thesis a reader should gain deeper knowledge of the income situation problematic and be able to evaluate and compare incomes in the Czech Republic from different aspects and also become more aware of distribution of wealth in the world.


Survival Analysis in R
Pásztor, Bálint ; Malá, Ivana (advisor) ; Čabla, Adam (referee)
Survival analysis is a statistical discipline that analyzes the time to occurrence of certain events. The aim of this thesis is to describe the possibilities of survival analysis in the environment of statistical software R. Theoretical knowledge is applied to real data, parametric and nonparametric estimates of survival functions are evaluated by different methods and compared with each other. In the section focusing on nonparametric models KaplanMeier and NelsonAalen functions are described. Among the parametric estimates there were included wellknown probability distributions, survival functions and risk functions derived from these distributions are presented and there is discussed their usefulness in survival analysis. Another aim is to show the possibility of deriving transition probabilities from estimates and building a Markov chain model to capture the changes of studied cohort over time. The second part of the work contains a description of the applications of the theory of survival analysis. In this section there are shown possibilities of statistical modeling in the field of survival analysis using the software R. Outputs from R were used to create Markov model. There are presented possibilities of pharmacoeconomic models and description of the basic concepts of HTA. Costeffectiveness calculations using ICER were conducted in accordance with the methodology of SUKL. It was shown that the statistical modelling of survival plays an important role in the evaluation of the costeffectiveness of medicines.


Analysis of the similarity of the human development index values between European states
Šafaříková, Kristýna ; Malá, Ivana (advisor) ; Šulc, Zdeněk (referee)
Main goal of this thesis is to analyze human development index for European countries and provide cluster analysis not only of human development index but even of another quality of life variables and to find similarities between particular countries by using hierarchical methods. The first part focuses on quality of life and definition of human development index. Human development index is one possibility how to measure quality of life, there are mentioned another possibilities, though how to analyze it. The second part of the thesis focuses on cluster analysis definition, which is used for searching for similarities between particular countries. Five hierarchical cluster methods is used for classify countries into clusters. Euclidean metric is used for express the distance between countries. Similar variables between countries is judged according to sorting into clusters by hierarchical methods. Diploma thesis enlightens similarity between European countries from quality of life overview and provides statistical evidence about this topic. Results of the thesis confirms similarities between geographical close states.
