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The Monte Carlo Stochastic Method for Price Simulation
MÜLLEROVÁ, Sindy
This bachelor thesis focuses on predicting gold prices using the Monte Carlo model and utilizes data obtained from Yahoo Finance. The data used for the simulation covers the period from 2000 to 2023. Based on this data, values for the next 3 years are simulated. The prediction model provides optimistic, neutral, and pessimistic scenarios of future price development, represented by the upper quartile, median, and lower quartile. The findings show that in the optimistic scenario (upper quartile), gold prices continue to rise, indicating a consistently strong market trend. In contrast, the pessimistic scenario (lower quartile) indicates only a slight decline in prices, suggesting price stability. The neutral scenario (median) shows a slightly rising trend, ensuring that the value of the initial investment is preserved. The analysis carried out in this paper assesses the profitability of gold investment mainly due to the positive and stable price trend and offers valuable insights for investment decision-making.
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Picture generation using path tracing
Áč, Ondřej ; Dvořák, Vojtěch (referee) ; Pavlík, Michal (advisor)
This thesis deals with the problematics of computer-generated imagery using path tracing. The goal of this work is to create interactive computer program, which allows editing and rendering of photorealistic images of various scenes in real time. The work presents the concept of rendering equation, along with its known solutions, in the theoretical part of the work. Thesis describes in detail the solution using path tracing, based on the Monte Carlo integration technique, along with the benefits, it provides compared to the other techniques. Several hardware and software optimizations are then presented. Practical part of the work focuses on analysis of C++ source code and compiled assembly code whilst using hardware specific SIMD optimizations. Mandatory part of work is also the demonstration of program’s functionality, along with the measurements of achieved performance gains using manual optimizations.
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Optimization of concrete structures using stochastic optimization methods
Slowik, Ondřej ; Pukl,, Radomír (referee) ; Novák, Drahomír (advisor)
The thesis focuses the reader on the sense of optimization and its importance for civil engineering. It outlines the principles used by some optimization methods and discusses the possibility of combination of any type of methods LHS with other optimization method. The result is a new type of optimization method named Nested LHS described in the text of the third chapter. The fifth chapter applies some of the lessons learned to solve practical optimization problem - reinforced concrete bridge solved by nonlinear finite element analysis using pseudostochastic optimization method LHS mean.
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The Investment Project of the Company XY s. r. o.
Koubek, Lukáš ; Oulehla, Jiří (referee) ; Luňáček, Jiří (advisor)
This thesis focuses on the comprehensive evaluation of the investment project for housing construction in Brno. In the paper I will first focus on the economic evaluation of the project and will define the conditions of the project for its acceptability and feasibility. Next, I will focus on the possibilities of the project sale and the associated risk analysis. The last section focuses on a separate proposal of promotional ways and a way of financing for the end customer.
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Probabilistic Localization of Mobile Robot
Kopečný, Tomáš ; Luža, Radim (referee) ; Rozman, Jaroslav (advisor)
Motion control, navigation and sense of orientation of a mobile robot are tied to development of every mobile robot. This work concerns mainly about robot localization in the sense of orientation in space. Nevertheless, nor other aspects of mobile robotics are being omitted. Therefore, the goal of this work is to get familiar with Monte Carlo localization algorithm and apply this algorithm on a real robot.
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Study of Scattering and Polarization of Light in Biological Tissue
Abubaker, Hamed Mohamed ; Hrabovský, Miroslav (referee) ; Číp, Ondřej (referee) ; Tománek, Pavel (advisor)
Tkáňová optika nabývá rychle na významu a přesná znalost optických vlastností biologických tkání je podstatná pro výzkum v biomedicíně i pro kontrolu kvality potravin. Jestliže je vzorek tkáně osvětlen, dochází k mnohonásobnému odrazu světla. V případě postmortem neživých tkání (maso) je rozměr buněk větší než vlnová délka použitého světla. Dochází k Mieovu rozptylu prošlého nebo zpět odraženého světla, v důsledku čehož se objevují různé polarizační stavy světla. Polarizační stavy světla rozptýleného na difúzním prostředí jsou experimentálně zkoumány a modelovány. V práci jsme provedli dva modifikované experimenty: rozptyl polarizovaného světla, které dvakrát prochází vzorkem (vpřed a vzad) a jen světla, které jen prochází vzorkem. Měření rozptýleného světla ukazuje, že dochází k depolarizaci a ke stáčení polarizační roviny, což obojí závisí na orientaci svalových vláken a stárnutí tkání postmortem. Mimo experimentů byl také proveden teoretický popis difúzní biologické tkáně a byla vypočtena radiační přenosová rovnice pomocí modifikované Monte Carlo metody, která zahrnuje polarizační stav světla (PLMC). Je ukázáno, že stupeň polarizace podstatně závisí na optických vlastnostech rozptylového prostředí. Výsledky ukazují, že stav polarizace světla na výstupu závisí na stavu polarizace světla před vzorkem a na optických vlastnostech a tloušťce vrstvy prostředí v průběhu jejího stárnutí. Je také provedena korelace změn polarizace na čerstvosti masa, i popis dynamického chování polarizace při stárnutí masa.
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The Evaluating an Investment Project of the Painting Line
Rucki, Pavel ; Olšanský, Pavel (referee) ; Luňáček, Jiří (advisor)
This thesis deals with the investment to build new lines for powder coatings in a particular company. The new line would be allowed to increase production capacity and improve quality of painting. In this paper I will examine the draft analysis prepared for the investment, using appropriate methods to evaluate the effectiveness of the investment. The essence of the work is to determine whether to implement an investment project.
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Artificial Intelligence for Strategy Games
Ščevik, Ľuboš ; Herout, Adam (referee) ; Matýšek, Michal (advisor)
This bachelor thesis deals with artificial intelligence for strategy games. To be able to demonstrate the AI, I also created a 2D real-time strategy game. The Monte Carlo method played a part in the creation of this AI. It started by generating plans for the AI, then plans for its opponent. It used these plans during the simulations of battles. In the end it chose the most effective plan, which was then implemented in the game. The game, along with artificial intelligence, was created in the Unity game engine.
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Design of two-axis linear measuring device for railroad axles pressing
Mlynář, Vojtěch ; Vejlupek, Josef (referee) ; Brablc, Martin (advisor)
The main goal of this bachelor's thesis is the design of the device capable of measuring the distance between railroad wheelset elements during pressing. The research part presents the parameters of the wheelset press and the existing solutions to the problem. Additionally, distance-measuring sensors, motor sizing methods, and sensitivity analysis methods are described. The third chapter outlines the design process, beginning with early conceptions, their analysis, and leading into the final design.
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