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Analysis of economic data using statistical methods
Foltýnová, Andrea ; Doubravský, Karel (referee) ; Michalíková, Eva (advisor)
This bachelor thesis focuses on the financial and statistical analysis of the company called AREMA, s.r.o. At the beginning of the work, fundamental theories used for financial and statistical analysis are described. These theories are then applied in the analytical part of the thesis for the calculation of selected financial indicators and in the statistical part for the prediction of development in the upcoming two years. The last part is dedicated to the evaluation of the company's financial health, as well as the author's proposals for its improvement.
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Assessing Economic Situation of a Company and Proposals for Its Improvement
Rybár, Tomáš ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
The diploma thesis focuses on the assessment of the economic situation of Prefa Brno a.s. and possible suggestions for improving its performance. The theoretical part of the thesis is devoted to the explanation of the concepts of financial and statistical analysis. These concepts are then applied in the analytical part. From the financial analysis, the difference and ratio indicators are evaluated, supplemented by a set of indicators. Regression analysis is performed on selected ratios with a forecast for the following period and correlation analysis is used to identify the interrelationships between them. Conclusions are drawn from the results, which are used to formulate possible measures to improve the current economic situation of the entity under study.
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Classifier of traffic states and detectors
Březina, Ondřej ; Richter, Miloslav (referee) ; Janáková, Ilona (advisor)
The work deals with the description of sources of traffic data and methods of analysis of these data. Furthermore, states for the classification of traffic and detectors in the MATLAB environment are designed and implemented in the work. Finally, traffic flow models are modeled, which can also be used for traffic flow prediction.
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Financial time series analysis based on innovative Machine Learning Signal Processing approaches
Tshiangomba, Reagan Kasonsa ; Sehnalová, Pavla (referee) ; Cicone, Antonio (advisor)
Prognózování finančních časových řad bylo klasifikováno jako jeden z nejnáročnějších problémů v v posledním desetiletí kvůli jeho nestacionaritě a nelineárním vlastnostem. Na jednu stranu statistická techniky byly shledány neschopnými přesně předpovídat finanční časové řady. Na druhé straně techniky strojového učení dosáhly pozoruhodných výsledků, ale neposkytují explicitní způsob zacházení s nestacionární vlastností finančních časových řad. Navrhovaný přístup využívá schopnosti dekompozičních technik zpracování signálu k řešení nestacionární vlastnost finančních časových řad. Použitá technika rozkladu signálu v této práci je iterativní filtrování (IF), které generuje funkce vnitřního režimu (IMF). Tyto generované IMF spolu s původním signálem se používají k vytvoření časově-frekvenční reprezentace finanční časové řady zvané IMFogram. Dva typy údajů, jmenovitě MMF a IMFogram, se používají k trénování fúzní neuronové sítě pro predikci finančních časových řad. Jeden záznam součástí fúzní neuronové sítě je umělá neuronová síť (ANN), která bere jako MMF vstup. Další vstupní složkou fúzní neuronové sítě je konvoluční neuronová síť (CNN), která bere jako vstup IMFogram. Výstupy ANN a CNN jsou zřetězeny pro regresní úlohu. Ukážeme aplikaci tohoto nově vyvinutého přístupu k finančním datům, Abych byl přesný, série NASDAQ. A podáváme zprávy o jeho výkonu v různých scénářích hranic podmínky.
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Analysis of Economic Data Using Statistical Methods
Klímová, Lenka ; Antoš, Marek (referee) ; Michalíková, Eva (advisor)
The teoretical part of the thesis focuses on timeline and also on economic issues of mainly ratio indicators and their interpratation. The aim of this work is to analyze and evaluate selected economic indicators of the company, using timeline analysis and regressive analysis. The analysis is related to value prediction of selected economic indicators which I predicted for the next two years (2014 and 2015). Based on the detected values I proposed measures for successful future development of the company. I have processed the data using Gretl and Microsoft Excel programs.
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Store Kamila - Analysis of Selected Indicators
Kovaříková Oweis, Sabina ; Kacer, Jaroslav (referee) ; Kropáč, Jiří (advisor)
Bachelor’s thesis enganes in analysis of different statistical indicatorsof shop Kamila with the aid of time series and other statistical mtehods. Theoretical part disserts on clarification of concrete statistical methods and their use. The subject of following practical part is fulfilment of those statistical methods. In conclusion of the thesis is summary of the analysis results and evaluation of benefites and solutions.
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Analysis of the Financial Efficiency of a Company Using Time Series
Smékalová, Romana ; Matulová, Naděžda (referee) ; Doubravský, Karel (advisor)
This work deals with the evaluation of the company by using statistical methods. There will be processed the financial indicators of business performance, such as total cost, total revenues, liquidity, profitability and Altman index of the company. The results will be displayed in time series, which will help with clarifying the long-term trend. Of these data will be set the prognosis for the future. The thesis concludes with suggestions to improve activity of the company and her position in the market.
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Use Time Series to Analyze the Performance of the Enterprise.
Vičar, Jakub ; Doubravský, Karel (referee) ; Kropáč, Jiří (advisor)
This work deals with the analysis of the financial statements of existing companies with the help of statistical methods and time series. The work is aimed at a large mining company Severočeské doly a.s. At this work will be given the statistical and graphic representation of the various economic indicators and financial statements. Each time series will be compared with professional values and competing firms. In conclusion, based on the results of the company will be proposed some options for improving some indicators.
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