National Repository of Grey Literature 8 records found  Search took 0.00 seconds. 
Spillovers between low and high risk assets during business cycle
Matyáš, Jan ; Krištoufek, Ladislav (advisor) ; Kukačka, Jiří (referee)
1 Abstract This master thesis examines linkages among bond and stock markets in Ger- many, Austria and Italy. For the purpose of analysis of return spillovers, we use Spillover index framework which enables us to describe development of inter- market linkages over time. The data used in the study includes the period from January 2nd, 1998 to May 23rd, 2017 which allows us to estimate long- term development of spillovers among markets. We find unequal link between stocks and bonds and increase in co-integration of markets during the financial crisis of 2007-2008 with significant persistence after the crisis. Mechanism of transmission of financial shocks among European countries is affected by eco- nomic and political integration of countries. We identify strong interlinkages of markets with substantial influence of Italian assets in transmitting shocks to German and Austrian assets, especially during periods of economic distress. On the other hand, Germany represents an open economy that is increasingly integrated to other markets. Scale of return spillovers is highly dependent on economic situation which is evident from clustering of high spillovers during recessions and a great deal of persistence of these interdependencies. JEL Classification G01, G12, G15, C63, C67 Keywords return spillovers, asset...
Two-stage backtesting of Value-at-Risk models
Matyáš, Jan ; Seidler, Jakub (advisor) ; Brechler, Josef (referee)
Bachelor Thesis Two-stage backtesting of Value-at-Risk models Jan Matyáš Abstract This paper deals with a comparative evaluation of various Value-at-Risk models in terms of their prediction accuracy. We use two-stage backtesting procedure to find the most robust methodology in several aspects. Backtesting framework comprises of testing properties of independence, unconditional coverage, and conditional coverage and successive stage, that uses loss function allowing us to compare the two selected models from the previous part. Four European indices are taken to represent both well developed countries (DAX, ATX) and developing countries (PX, WIG). Models are examined over the period from January 1997 to February 2014. The best performing model in our selection appears to be the historical method with a 99% confidence interval. The use of stable distribution or lower confidence interval do not produce satisfactory results. Powered by TCPDF (www.tcpdf.org)
Wireless Security System
Matyáš, Jan ; Kočí, Radek (referee) ; Hanáček, Petr (advisor)
This thesis describes the design and implementation of portable wireless security device for monitoring object. The device consists of a control module allowing user to set and monitor current state of the measuring module which communicates with the control module wireless using the ISM band. The device is battery powered and highest possible battery life per charge is required.
RONJA TWISTER Based on FPGA
Matyáš, Jan ; Kaštil, Jan (referee) ; Vašíček, Zdeněk (advisor)
RONJA is an open-source hardware project for an optical data-link device which utilizes a visible-light beam for wireless data transmission. This thesis focuses on a single electronic module called RONJA Twister, which forms an interface between metallic Ethernet and the optical transmission itself. The purpose of this project is to reimplement the original Twister module design in a backward-compatible manner using FPGA technology. Furthermore, the proposed and implemented solution enhances the module by incorporating the Auto-Negotiation capability which mitigates several issues of the original Twister module.
FPGA Platform with .NET Micro Framework Support
Matyáš, Jan ; Minařík, Miloš (referee) ; Vašíček, Zdeněk (advisor)
The goal of the thesis is to design a development board that may be used for embedded systems prototyping. The board's key parts are an ARM-Cortex-based microcontroller and a FPGA programmable circuit. The platform is designed with .NET Micro Framework support in mind. The thesis contains specifications of the development board, describes the design process as well as the task of .NET Micro Framework porting and the establishment of communication bus between the FPGA and microcontroller circuits. The thesis is concluded by a set of demonstration examples which outline how to develop new applications for the designed platform.
Issue of Migrating from Single-Core to Multi-Core Implementation of Operating System
Matyáš, Jan ; Šimek, Václav (referee) ; Strnadel, Josef (advisor)
This thesis discuss necessary changes needed in order to run MicroC/OS-II on multicore processor, mainly Zynq 7000 All Programmable SoC which uses two ARM Cortex-A9 cores. Problems that arise during this transition are also discussed.
Analysis and prediction of grant financing options for non-profit organizations
Fuchs, Jiří ; Boukal, Petr (advisor) ; Matyáš, Jan (referee)
The main aim of this diploma thesis is to create a prediction of the future development in non-profit organizations funding for the new EU programming period 2014 - 2020. To achieve the aims of this thesis the strategic documents of the Czech Republic and above all relevant documents of the European Commission, aimed to set up support system for the new programming period have been used and analyzed.
Hry bez hranic - project funding from EU structural funds
Fuchs, Jiří ; Boukal, Petr (advisor) ; Matyáš, Jan (referee)
This bachelor thesis should be instruction for obtaining subsidies from EU structural funds, namely the Fund for small projects. It describes the procedure for establishing the civic association, which is an appropriate organizational form for a grant and is also focusing on an appropriate provisioning programs for non-profit organizations and individual project request. The thesis is based on the project Brněnské hry bez hranic.

See also: similar author names
4 Matyáš, Jaroslav
10 Matyáš, Jiří
2 Matyáš, Josef
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