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Central Bank Communication and Correlation between Financial Markets: Evidence from the Euro Area
Kučera, Milan ; Horváth, Roman (advisor) ; Krištoufek, Ladislav (referee)
The aim of this thesis is to assess the effect of ECB's communication on financial market co- movements between Italy, Spain, Germany and France using MGARCH family of models. Author addresses partially the potential problem of endogeneity of central bank communication by using Composite indicator of systemic stress and excess liquidity. The author estimates the impact of ECB's communication on correlations of government bond yield changes using daily data from 2008 to 2014. For this purpose author employs bivariate diagonal BEKK(1,1) and bivariate scalar BEKK(1,1) with surprises of macroeconomic announcements under control. The results are consistent and robust for all models, the results suggest that communication does not have statistically significant effect on financial market correlations in the Euro area. Furthermore, author defines delta functions which describe and quantify the immediate and full effect of explanatory variables on conditional correlations in bivariate diagonal BEKK(1,1) and bivariate scalar BEKK(1,1). To the best of author's knowledge this thesis is the only one in the literature which examines this effect of ECB's communication by MGARCH models. Keywords: Financial markets, central bank communication, correlation, MGARCH, BEKK Author's e-mail: milankucera1@seznam.cz...
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Condition assumption at football
Funk, Ladislav ; Bunc, Václav (advisor) ; Kaplan, Aleš (referee)
Name: Condition assumptions at football Objectives: The aim of this work is evaluate of influence motoric tests from FC Tempo Praha and then compare results of measurement at categories from U12 to U15 and find out differences in fitness assumptions between player posts. Assess the influence of training time by years on basic fitness assumption is also one of the goal. Methods: I used for evaluation of measurement Microsoft Excel 2016. Pearsons correlation coefficient were used for value of correlation tests. For substantive significance were used Cohens D. For suggesting suitable fitness skills tests I used domestic and foreign literature and internet sources. Results: The best results of measuring speed conditional assumptions were reached by the attackers in the tests at 5 m = 1,17 ± 0,11 s, 10 m = 1,98 ± 0,15, 20 m = 3,45 ± 0,21 and 50 m = 7 , 66 ± 0,51 s. At 505 Agility Tests, the defenders reached 505 agility L = 2,74 ± 0,17 and 505 agility P = 2,73 ± 0,21 s achieved goalkeepers. Midfielders achieved best result in the Yo- Yo test at 1310 ± 526,50 m on average. In the long jump, the goalkeepers were best with 198,71 ± 16,14 cm. When compared for each categories, best performance achieved the U15 category for 5 m = 1,14 ± 0,07 s, 10 m = 1,92 ± 0,1 s, 20 m = 3,29 ± 0,13 s, 50 m = 7,22 ± 0,35 s,...
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Specific and fitness testing of junior players at HC Motor Czech Budejovice
CHALUPSKÝ, Marek
The aim of bachelor thesis is a testing focused on fitness capabilities of juniors of HC Motor České Budějovice leveraging technical literature which was structural and content analysis for theoretical part. In theoretical part I focused mainly on problematics within given industry and clarified the period of later adolescence. I also concentrated on history of ice hockey in Czech Republic as well as abroad and evolutionary rules of ice hockey and testing of training. A part of research deals with application of tested battery on every junior player within HC České Budějovice's team. All recorded values, on ice as well as besides, were compared with whole country testing. From given results I observed the correlation between dynamic and explosive power.
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Habitatové preference skorce vodního (\kur{Cinclus cinclus}) na tocích okresu Tachov.
LIŠKA, Martin
In the first part of the thesis, the number of breeding pairs of the White-throated Dipper on the watercourses of Tachov district in western Bohemia was monitored and their distribution was examined. In the second part, characteristics (chemical, physical, geographical, quantity and quality of prey) of occupied territories and reference plots were examined and the preferences of the Dipper were examined. In the third part, correlations between body characteristics of birds and quantity of prey in the territory were examined.
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Statistic Review of Parameters of Fire Rescue Service's Interventions in Traffic Accidents in South Bohemia
PETRŮV, Josef
Fire Rescue Service is territorialized in each region, which means that Fire Rescue Service is present in each region of the Czech Republic as an individual accounting entity. Each accounting entity is obliged to prepare own budget estimate for next year which serves for covering costs related to interventions. Therefore it is beneficial to have an overview about the number of interventions expected in following year. The prediction of the expected interventions should be based utmost on real data from the the last period. Fire Rescue Service units' interventions in traffic accidents are covered from the state budget as well as other performances. The thesis is concerning the statistic survey related to Fire Rescue Service's interventions in traffic accidents. Specified goals of the thesis: G1) The survey of the development in time of the number of traffic accidents associated with South Bohemia Fire Rescue Service's interventions in traffic accidents within one month as the unit of time during the last 5 years. It is considered as the survey of the first of selected parameters concerning Fire Rescue Service's interventions in traffic accidents in the South Bohemia region. G2) The survey of the development in time of costs associated with South Bohemia Fire Rescue Service's interventions in traffic accidents within one month as the unit of time during the last 5 years. It is considered as the survey of the second of selected parameters related to Fire Rescue Service's interventions in traffic accidents in the South Bohemia region. G3) The comparison of the number of interventions and costs, the investigation of the apportionment of the number of interventions and costs in terms of a proper theoretical apportionment. It is considered as the survey concerning the dependence of selected parameters of Fire Rescue Service's interventions in traffic accidents in the South Bohemia region. With regard to a relativelly high number of primary data (entries from about 8 000 traffic accidents in the time period between 7/2010 and 6/2015 in the South Bohemia region, where was always present at least one unit of the South Bohemia Fire Rescue Service), mathematical statistic tools were needed to create a survey of selected parameters of the data file. Determining intervals for individual statistic features is to some extent carried out "by feeling". With regard to it, there was done the sensitivity analysis within which was investigated the influence of minor changes in the number of intervals on apportionment of percent occurrences of monitored statistical features (intervals were determined "by feeling" and based on recommendation from technical literature). For investigation of statistical features were used description statistics and also methods of statistical induction. The information used from technical literature and the interpretation of partial results and conclusions concerning individual sections of the thesis are provided in the section Discussion. The thesis demonstrated that the empirical apportionment of the number of traffic accidents and costs on South Bohemia Fire Rescue Service's interventions in traffic accidents can be considered as standard. Therefore it is correct to use theoretical findings associated with standard apportionment to work with those data. Also the thesis demonstrated that the number of traffic accidents and costs associated with South Bohemia Fire Rescue Service's interventions not only does not decrease but on the contrary increases. It was demonstrated that there is present very high positive correlation between numbers of the traffic accidents and the costs related to South Bohemia Fire Rescue Service's interventions in single months of the monitored time period. This brings us to a conclusion that the increase of costs related to interventions is caused mainly by the increase of the number of traffic accidents where the units of Fire Rescue Service intervene.
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Reference signals in intracranial EEG: implementation and analysis
Uher, Daniel ; Hejč, Jakub (referee) ; Ronzhina, Marina (advisor)
The idea of a artifact-free brain activity recording has been circling around the scientific world for a few decades. Parasitic phenomenons and unwanted components may significatntly complicate the analysis of intracranial electroencephalographic (iEEG) recordings. However, with the rise of modern technology, new methods for precise removal of noise artifacts started to emerge. Here we use the concept of virtual reference signals for the elimination of such unwanted components. In this work, the algorithms for reference signal estimation using common average based method as well as more recent methods based on independent component analysis (ICA) were realized and evaluated on a variety of iEEG data. It was found that the ICA-based algorithms allow obtaining more accurate estimation of the reference signal as compared to the average-based one. Finally, all the methods were implemented into a open-source Python package đť‘źđť‘’đť‘“đť‘ đť‘–đť‘”, which is publicly available, easy to install and ready to use.
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Interactive software tools for teaching signal processing
Pacas, Ondrej ; Rajmic, Pavel (referee) ; Mangová, Marie (advisor)
This thesis deals with creation of four interactive applications for educational purposes in the field of digital signal processing. The goal of this work is to create four applications which will visually interpretate each of the methods of signal processing. This involves applications for linear regression and least squares method, interpolation and signal reconstruction from its samples, discrete linear convolution and discrete cross-correlation. Applications are created using JavaScript programming language.
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Correlation analysis of optically trapped particle motion
Koudelníček, Karel ; Jákl,, Petr (referee) ; Harabiš, Vratislav (advisor)
This bachelor’s thesis deals with the description of random (Brownian) motion of microscopic particle trapped by optical trap. This thesis provides overview of possible usage in biology. The major part of the thesis is dedicated to description of methods that allow characterize optical trap with etc. stiffness thanks to the random motion. First, the estimation methods are tested on the simulated data. Before using these methods for real data, it was necessary to modify them, specifically to eliminate crosstalk and frequency noise. The differences in the estimation of the stiffness from the autocorrelation function and the power spectrum were described in the conclusion.
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Economic Policy in the European Union Member Countries
Šíchová, Tereza ; Konečný, Zdeněk (referee) ; Bočková, Nina (advisor)
This masters thesis is focused on a comparation between agricultures of Czech republic and Hungary. The comparison is done for the periods before and after entering the European union. The goal of the thesis is to observe the influence of the Common agricultural policy on the agriculture of both countries. An analysis of development of selected macroeconomic indicators and products was performed.
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Specific and fitness testing of Peewee HC Motor Czech Budejovice\\
HAVLÍČEK, Martin
The aim of the bachelor thesis is to test specific and fitness abilities of peewees of HC Motor Czech Budejovice. Theoretical part of the thesis was made by the content analysis of literature research. Author focused on evolutionary legitimacy to further clarify period of pubescence. We were dealing with physiologic legitimacy of ice hockey along with history of ice hockey, training principles and testing in this part hereafter. Explorational part contains using of test battery, which we apply on each peewee player of HC Motor Czech Budejovice. Measured values of tests were compared and eveluated with motoric tests outside of ice hockey rink. We have found out mutual relationship between dynamic explosive power and results of tests on the ice thanks to that. Better performance by older category in comparison to younger one is apparent as well. The results are described by and presented by charts and tables.
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