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Analysis of occurrence of extremes in a time series with a trend
Volf, Petr
We consider a random series of values and are interested in the analysis and modeling the occurrence of extremes. One of approaches is the analysis of sequence of block maxima. As we assume that the series has a trend, we first select a proper regression model for the block maxima development. From it, a Markov chain of the sequence of extremes is derived. As the transition probabilities of the chain are not tractable analytically, we use the Monte Carlo generation of the chain behavior. Then, from the sample representing the series of block maxima we obtain the rediction of their future behavior.
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Gold investment - IT support
ZAHOŘ, Zdeněk
This thesis is about the investigation of the prediction with help of artificial neural networks. It contrasts other papers considering similar topic. This work is focused on the data collected to predict future outcomes. The data specifically deals with gold capital. It is possible to buy gold via the internet in a form of gold bars. The dealers themselves state that the price of gold is derived via the global prize index of gold and from the current value converted to the Czech Koruna rate of exchange. The aim of this work is to consider price forecast correlating input data. To achieve the desired outcome a system for the data collection, processing, and visualization has been designed. A system dealing with price prediction has been developed to show the accuracy of the results obtained.
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Comparison of methods for calculating water erosion.
MURČO, Tomáš
Bachelor thesis presents a comparison of methods for calculating water erosion. The aim is to summarize available evidence concerning the problems of water erosion. There are presented some methods how to calculate average annual erosion of soils, and selected models for calculating the erosion immediately. There are also listed possible erosion control measures through which we can at least slow the effects of erosion, rather than stop completely.
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Zpřesnění modelu odhadování vývoje cen na komoditních trzích za pomocipřidání nových kanálů
Kozmík, V. ; Šindelář, Jan
Present work deals with a problem of price prediction on futures markets. Main goal of this work is to find out on which input channels (price,volume of contracts, etc.) depends the sought future price. We make further simplications to be able to present the problem as a mathematical one, which can be solved using Bayesian estimation methods. In this work we present the process of price prediction and then concentrate on the main aim, which is structure determination. Applied algorithm is described mathematically and also programmed in Matlab environment. The results of the algorithm on specific data and their economic interpretation are the last part of this work.
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