National Repository of Grey Literature 74 records found  1 - 10nextend  jump to record: Search took 0.00 seconds. 
Assessment of Selected Indicators of a Company Using Statistical Methods
Shalaginova, Daria ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
Master’s thesis is aimed at assessing the selected financial indicators of the company using statistical methods. Based on the results, the current situation of the company is evaluated. The thesis consists of three parts. The first part contains the necessary theoretical bases for processing the analytical part. The second part is devoted to the analysis of selected indicators, which are then applied statistical methods to the prediction of the future development of these indicators and findings, here between these indicators there is a dependence. At the end of this part, there is an evaluation of the analyzed indicators. The third part presents appropriate proposals for solutions to existing problems caused by indicators that deviate from the recommended values.
Assessment of Selected Indicators of a Company Using Statistical Methods
Rešková, Petra ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
Master´s thesis deals with the assessment of selected financial indicators of the company using a statistical methods. The first part is focused on the theoretical description of financial indicators, time series analysis as well as regression and correlation analysis. The practical part contains a statistical analysis of selected indicators with subsequent prediction of indicators for the next two years. The practical part also contains a comparison of selected indicators with the industry average and a correlation analysis to determine the dependence of selected indicators. The last part contains suggestions to improve the situation of the company.
Evolution of housing prices and its determinants in CEE
Šedivý, Jakub ; Polák, Petr (advisor) ; Pečená, Magda (referee)
As housing is one of the important parts of gross domestic product and one of the most significant components of people's wealth it is vital to investigate the determinants of its prices. Therefore, we analyze housing prices in Central and Eastern European coun- tries using pooled mean group estimator and vector autoregressive models. The objective of this thesis is to find out whether the fundamentals of housing prices are comparable across different countries and how the shocks in the economy affect housing pricese. For our analysis we used housing prices per square metre, GDP per capita, unemployment rates, 5-year interest rates, harmonised indices of consumer prices and construction cost indices. The conclusions of using pooled mean group estimator suggest that GDP, un- employment, interest rate and HICP indeed significantly affect the housing prices. The results of empirical analysis of individual countries using vector autoregressive model con- clude that shocks in the determinants affect housing prices with lags of 2 to 3 quarters and that the individual countries are driven by slightly different fundamentals.
Analyze and economic time series forecasting by using selected statistical methods
Skopal, Martin ; Charvát, Pavel (referee) ; Mauder, Tomáš (advisor)
V této diplomové práci se zaměřujeme na vytvoření plně automatizovaného algoritmu pro předpovědi finančních řad, který se snaží využít kombinační proceduru na dvou úrovních mezi dvěma rodinami předpovědních modelů, Box-Jenkins a Exponenciální stavové modely, které jsou schopny modelovat jak homoskedastické tak heteroskedastické časové řady. Pro tento účel jsme navrhli selekční proceduru v prostředí MATLAB pro modely ARIMA. Výsledný kombinovaný model je pak aplikován několik finančních časových řad a jeho výkonost je diskutována.
Relationship between Changes in Betting Odds and Results of Football Matches
Jurkovič, Juraj ; Bartík, Vladimír (referee) ; Zendulka, Jaroslav (advisor)
The goal of this thesis is to demonstrate techniques for solving web scraping and knowledge discovery tasks. The case study is focused on the extraction of data from bookmaker websites and subsequent analysis of collected data. The thesis demonstrates the implementation of web scraping task in Python language. The thesis describes selected implementation details for developing such a system and proposes a database schema that can be used for this purpose. Collected data is analyzed using statistical methods and frequent patterns are discovered in odds movements using apriori algorithm. Discovered relationships and frequent patterns are presented to the end user.
Mathematical and Statistical Methods as Support of the Development of Software Applications
Kinc, Petr ; Novotná, Veronika (referee) ; Šustrová, Tereza (advisor)
This diploma thesis focuses on the design and development of the software tool using C# programming language and his subsequent implementation into the Microsoft Dynamics NAV information system. The task of this tool is to analyze the development of selected indicators using statistical methods and to predict their future development. On the basis of these predicted data, is created an indicative budget to support decision making on the determination of key accounting parameters and coefficients for the next accounting period in the company Vodovody a kanalizace Hodonín, a.s.
Assessing Selected Indicators Using Statistical Methods
Hofmanová, Aneta ; Michalíková, Eva (referee) ; Doubravský, Karel (advisor)
Master's thesis deals with the assessment of selected financial indicators of the company through a financial analysis and statistical methods, on the basis of which then evaluates the current situation of the company. The thesis is divided into three parts. The theoretical part contains the issues necessary for the analytical part. The analytical part is focused on the analysis of selected indicators and the subsequent application of statistical methods to predict their future development and to detect dependencies between the indexes. The last part formulates possible solutions to problems caused by financial indicators that do not reach the required values.
Analysis of criminality in regions of the Czech Republic
Marková, Markéta ; Procházka, Jiří (advisor) ; Bílková, Diana (referee)
This bachelor thesis deals with the analysis of criminality in regions of the Czech Republic. Data related to the issue was obtained from the mapakriminality.cz web site maintained by the Czech Police. The thesis is divided into 3 chapters. The first chapter focuses on the general introduction to the concept of criminality. The second chapter defines three regions which, according to the results of the investigation, should be more prone to commit offenses. The third chapter contains the used time series methodology applied in the other three subchapters, which deal with the detailed analysis of three subjectively selected offenses. The aim is to obtain basic information of criminality in the form of selected offenses, to identify problematic regions and to create predictions of criminality in individual regions for the year 2017.
Population viability analysis of endangered species in Czech Republic
Šťastná, Andrea ; Helman, Karel (advisor) ; Bašta, Milan (referee)
Diploma thesis analyzes the viability of the selected species populations in the Czech Republic. The thesis is divided into two main parts. The first part contains a stochastic model simulating possible scenarios of the Eurasian lynx population size in the Czech Republic. For this model program Vortex was used. The second part is focused on Time series analysis of the Grey Partridge and the Common Kingfisher population, where data was obtained from the Czech Society for Ornithology. This analysis aims on identification of factors that may affect the viability of the two bird species.
Strategies for Spread Trading using Futures Contracts
Gottlieb, Oskar ; Krištoufek, Ladislav (advisor) ; Čech, František (referee)
The focus of this thesis are futures spreads, more specifically trading strategies based on two approaches - cointegration tested on inter-commodity spreads and seasonality observed amongst calendar spreads. Commodity pairs which we identify to be cointegrated are tested for four mean reversion strategies, three of them being based on fair value approach, the fourth on the relative value approach. Similarly calendar spreads exhibiting seasonality are optimized for naive buy and hold trading strategies. Both approaches are tested on in-sample and out-of-sample data. Amongst seasonal strategies we have not found a pattern yielding sufficiently profitable signals in both in-sample and out-of-sample periods. Inter-commodity spreads on the other returned profitable strategies on cointegrated spreads which were also similar in physical nature. The exception to that rule were spreads known well in the industry, which failed to deliver positive results in the out-of-sample period.

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