National Repository of Grey Literature 302 records found  1 - 10nextend  jump to record: Search took 0.00 seconds. 
Impact of European Central Bank and Federal Reserve System statements on cryptocurrency markets via sentiment analysis
Krejcar, Vilém ; Krištoufek, Ladislav (advisor) ; Čech, František (referee)
This study explores the impact of public statements from major central banks, specifically the FED and the ECB, on Bitcoin volatility from 2018 to 2021. Utilizing high-frequency data, we computed Bitcoin's volatility and extracted sentiment scores from the central banks' communications using two methods: the FinBERT language model and the state-of-the-art Generative AI GPT-4 model with tailored prompt. The GPT-4 model, capturing more nuanced senti- ment from text, was deemed superior. Our analysis involved comparing various models, with the HAR model emerging as the most e ective for this study. The research findings are particularly significant: negative sentiment from the ECB during the pandemic was associated with immediate and significant increases in Bitcoin volatility, indicating a market reaction of caution when faced with negative emission. These findings highlight the significant impact of central bank sentiment on Bitcoin volatility, confirming the initial hypothesis of this research. Additionally, the results provide a motivation to incorporate Genera- tive Artificial Intelligence into academic research as a tool for uncovering novel insights. JEL Classification C32, C55, C58, E58, G15 Keywords central banks, sentiment analysis, volatility, Bit- coin, GenAI, HAR, FED, ECB Title Impact of European...
Big Five personality traits and chronic diseases: Who is more prone to suffer from chronic diseases?
Tkáčová, Andrea ; Votápková, Jana (advisor) ; Bertoli, Paola (referee)
Chronic diseases are a growing concern for older adults, impacting their health and well-being. This thesis explores the link between personality traits and chronic diseases in this population, utilizing logit and multinomial logit mod- els to analyse risk factors. Three increasingly complex models were employed, progressively incorporating factors like residence country and generational dif- ferences. Inborn personality traits were used as an exogenous instrument for mental well-being as mental health is often endogenous to health status. Re- sults reveal neuroticism, a personality trait characterized by negative emotions and stress management di culties, as the strongest predictor of chronic dis- eases. This finding emphasizes the critical role of mental health in overall health. Individuals high in neuroticism are more likely to engage in unhealthy behaviors that increase their risk of chronic diseases. Additionally, the influ- ence of demographics, health behaviors, socioeconomic factors, and education was explored. Chronic disease risk soars with unhealthy habits like excess eat- ing resulting in overweight and drinking alcohol, but plummets with exercise and staying smoke-free. This emphasizes the critical role of healthy behaviors throughout life. The findings highlight the importance of...
Design of a rotary pendulum with a flexible joint
Palát, Ondřej ; Formánek, Martin (referee) ; Dobossy, Barnabás (advisor)
This Bachelor thesis is focused on design of laboratory equipment with flexible joint. It describes construction, control electronics design, microcontroller programming and mathematical modelling describing flexible joint dynamics. Model parameters were estimated based on measurements. First part also describes market survey and brief description of algorithms used for numeric parameter estimation.
Statistical Model Checking of Approximate Computing Systems
Blažek, Michal ; Sekanina, Lukáš (referee) ; Strnadel, Josef (advisor)
This bachelor's thesis focuses on the simulation of models of approximate multipliers. The main aim of the thesis is comparing selected properties of multipliers in an application-specific scope of input values. The thesis includes the conversion of multiplier models from the EvoApproxLib library into models used in the UPPAAL environment. These models are then simulated while monitoring their selected evaluation metrics such as error probability, mean absolute error, etc. From the obtained results, one can conclude that using a suitable approximate multiplier in a specific context can have a positive effect on the error in calculations. The results could therefore have further applications in the field of approximate computing systems.
Design and realization of 110 kV overhead and cable line laboratory models
Lelek, Jan ; Jurák, Viktor (referee) ; Ptáček, Michal (advisor)
The bachelor thesis deals with modelling of overhead and cable of 110 kV lines in PSCAD simulation environment and realization of equivalent laboratory models of these lines. The objectives of the thesis also include an approximation of the technical design of 110 kV lines, definition of the necessary parametrs for the creation of the models themselves, including descriptions of the possibilities of mathematical modelling of the lines. Following the fulfilment of the mentioned objectivites, the theoretical part of the thesis presents factual data of 110 kV lines located within the distribution networks of the Czech Republic, including the basic theory related to line parameters. Subsequently, the thesis deals with the introduction of possible approaches of mathematical modelling of lines, targeted description of possible modelling approaches in the PSCAD simulation environment and selection of necessary parameters for the creation of these models. The practical part of the thesis presents the mathematical models of overhead and cable lines, presenting the results of simulations for different operating states of the lines. The practical part also presents in detail the design, realization and laboratory measurement of physical laboratory models of overhead and cable of 110 kV lines. The thesis then includes a comparison between the results obtained for the line models that were created in the PSCAD simulation environment and the laboratory models.
Analysis of Characteristics of Train Traffic Controlled by ERTMS/ETCS
Ondroušek, Adam ; Šimek, Václav (referee) ; Strnadel, Josef (advisor)
The aim of this thesis is to analyze train operations controlled by ERTMS/ETCS, primarily within the Czech Republic. A model was created using the Uppaal software, which simulates train operations. Subsequently, a scenario was designed that significantly increased the efficiency of the modeled track. This scenario was verified using Uppaal SMC's simulation and probabilistic queries. Favourable results were achieved by doubling the intervals of passenger transport during peak hours and adding a freight train unit to the operation during this time with minimal time delay while maintaining operational safety. The model is designed to simulate any train unit and track section and could thus serve as a tool for planning and analyzing train transport after the implementation of ERTMS/ETCS.
Investigation of transport processes in humic systems using computer modelling
Zeman, Matěj ; Sedláček, Petr (referee) ; Smilek, Jiří (advisor)
This bachelor’s thesis deals with issue of humic acid diffusion. The main goal of this work is to obtain a simple mathematical model that simulates the dialysis of a dye and humic acid and thus to investigate the bonding properties of humic acids as a sorption agent. This model was simplified enough to be used as a basis for the next modelling. The COMSOL Multiphysics program was used to create the model, especially the „Transport od Diluted Species“ and „Chemistry“ modules, which enable simulation of the mentioned processes. The results showed that it is possible to monitor dialysis over time using this model and at the same time the sorption properties of these substances can be observed.
Household consumption diagram model
Bočan, Tomáš ; Brettschneider,, Zbyněk (referee) ; Radil, Lukáš (advisor)
The thesis deals with the creation of a model of the household consumption diagram. Firstly, the thesis outlines an analysis of current approaches to creating household consumption diagrams with their evaluation. The thesis then describes the input data, the procedure for creating the model itself, and in the last section, a simulation of household consumption is performed and an evaluation of the accuracy of its prediction, based on reference data.
Use of the USLE 2D Model to Assess the Impact of Anti-Erosion Measures on the Extent of Potential Water Erosion in the Research Area of Sobotište
Tomaščík, Matúš
The article focuses on assessing the impact of anti-erosion measures on soil water erosion implemented at the Sobotište research site, covering an area of 68 ha. The anti-erosion measures consist of two water retention grass ditches located in the lower part of a slope and a change in the management of the entire slope. The assessment twas conducted by comparing slope conditions before and after implementing anti-erosion measures using the Universal Soil Loss Equation (USLE) and the USLE2D sub-model, which calculates the LS topographic factor. The modelling was conducted in the ArcMap software environment with a digital relief model resolution of 1 × 1m and the LS topographic factor calculation algorithm according to the author McCool [1].
High order numerical method in modelling and control systems
Veigend, Petr ; Horák, David (referee) ; Schirrer, Alexander (referee) ; Šátek, Václav (advisor)
Systémy pro řízení a regulaci jsou používány téměř ve všech průmyslových oblastech. Pro jejich modelování se často používají diferenciální rovnice, které popisují dynamické chování těchto systémů a umožňují je detailněji analyzovat z hlediska přesnosti, stability, výkonu a reakcí těchto systémů v reálném čase. V této oblasti se běžně nepoužívají metody vyšších řádů, protože vykonávají velké množství operací.  Tato práce zkoumá numerické řešení obyčejných diferenciálních rovnic s použitím metody s proměnným řádem a proměnnou velikostí kroku, která je založena na Taylorově řadě. Metoda je navržena jak pro lineární, tak pro nelineární problémy a jsou implementovány její optimalizace pro snížení výpočetního času bez degradace jejích vlastností. Pozitivní vlastnosti metody jsou demonstrovány na sadě příkladů z technické praxe. Výsledky práce ukazují, že metoda založena na Taylorově řadě může být použita v oblasti řízení a regulace a má lepší vlastnosti než běžně používané metody.

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