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Utilization of inverse reliability analysis tools for probability based design of selected structural parameters
Lipowczan, Martin ; Novák, Drahomír (referee) ; Lehký, David (advisor)
This bachelor thesis deals with the application of methodology and tools of inverse analysis in regards to probabilistic design of selected design parameters of structure. The first step was to get familiar with the probabilistic design and analysis, then understanding of the inverse analysis methodology itself which is based on artificial neural networks. After researching the topic we could get to the actual issue. To put the theory in practice easier examples were used at first. These were mathematical functions and one practical-based example, whereas the results were known in advance. This simplified a process of checking achieved values. Using software tools and especially DLNNET software allowed us to take on practical exercises. Used exercises are chosen from earlier undergraduate studies at the Faculty of Civil Engineering, Brno. The first of these was a design of reinforced concrete slab, where desired parameters were slab’s height and area of reinforcement. The second one was a design of a diagonal truss screw connection, aimed to size the screw diameter and its quantity.
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Algorithmic trading
Uherek, Jiří ; Stádník, Bohumil (advisor) ; Fičura, Milan (referee)
The diploma thesis is focused on algorithmic trading. In the first part the theoretical background is summarized. This part is particularly focused on definition of algorithmic trading, execution mechanisms, quantitative strategies, including problems regarding backtesting, and also on benefits and threats of algorithmic trading in market's point of view. The thesis also offers an introduction to genetic algorithms. In the practical part the strategy using genetic algorithm to find optimal combination of particular strategies is developed. The results showed that using genetic algorithms was beneficial for given data series. They also showed that the size of transaction costs is crucial for strategy performance same as dividing data series into testing sample and validation sample.
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Využití genetických algoritmů v problému pokrytí
Šeda, Pavel
This thesis deals with an application of genetic algorithms and simulated annealing for solving set covering problems. Basic principles of the set covering problem and methods by which it is appropriate to solve the problem focusing on genetic algorithms are described. A programme implemented in Java enables to insert data and specify set parameters of genetic algorithm and simulated annealing. Those methods are tested on a large scale instances, taken from OR-Library and the results are evaluated.
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Modern trends in the area of computer physics
SURYNEK, Radek
The theme of the thesis is to make a list few fundamental modern methods which can be used in computerized physics. The thesis describes parallel computing, neural networks,genetic algorithms, fuzzy logic. Every chapter include theoretical description, simplified mathematical expression, proposals of technical solution. Applications are briefly mentioned here too. The printed matter is completed with a few simple examples. The closing part of the thesis acquired information about these methods and outlines their future development.
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