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Univerzální doporučovací systém
Cvengroš, Petr ; Vojtáš, Peter (advisor) ; Dědek, Jan (referee)
Recommender systems are programs that aim to present items like songs or books that are likely to be interesting for a user. These systems have become increasingly popular and are intensively studied by research groups all over the world. In web systems, like e-shops or community servers there are usually multiple data sources we can use for recommending, as user and item attributes, user-item rating or implicit feedback from user behaviour. In the thesis, we present a concept of a Universal Recommender System (Unresyst) that can use these data sources and is domain-independent at the same time. We propose how Unresyst can be used. From the contemporary methods of recommending, we choose a knowledge based algorithm combined with collaborative filtering as the most appropriate algorithm for Unresyst. We analyze data sources in various systems and generalize them to be domain-independent. We design the architecture of Unresyst, describe its interfaces and methods for processing the data sources. We adapt Unresyst to three real-world data sets, evaluate the recommendation accuracy results and compare them to a contemporary collaborative filtering recommender. The comparison shows that combining multiple data sources can improve the accuracy of collaborative filtering algorithms and can be used in systems where...
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Financing of the small and medium enterprises
Hrbáček, Jan ; Dědek, Oldřich (advisor) ; Janda, Karel (referee)
Small and medium enterprises (SME) create significant part of every single world economy. Firstly, this diploma thesis summarizes both theoretical and empirical findings about their characteristics and importance. Furthermore, I describe their financing in the context of the business environment and SME-support and development market-oriented strategy in particular. The main scope is aimed at the development of the SME sector in the Czech Republic, its contemporary problems, future challenges and financing possibilities.
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Pricing of interest rate derivatives and calibration issues in a multi-factor LIBOR market model framework
Doubrava, Jan ; Dědek, Oldřich (advisor)
Financial derivatives are financial instruments which enable investor or a debtor to optimize his/her asset/debt portfolios according to individual needs and acceptable scale of risk. Their importance in financial markets rose enormously n past ten years as well as did their traded volumes. Interest rate derivatives form a large sub-group of financial derivatives, their valuation is a large self-contained chapter within financial mathematics thanks to the unique characteristics of yield- and discount-curve dynamics. In the first part of my thesis I derive the fundamental pricing principles stemming from no- arbitrage pricing theory and introduce the most common approaches in yield curve modeling. In the second part I discuss issues of calibration in a "LIBOR Market Model" with one to three risk factors. These models are used to price swaptions with Monte Carlo simulation within the no-arbitrage framework introduced in the first part. The result of the thesis is that one factor model performs the best in pricing swaptions. Powered by TCPDF (www.tcpdf.org)
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Analysis of existing Open Source alternatives to Microsoft Exchange Server, including verification of viability of the best chosen solution
DĚDEK, Jan
The subject of this thesis is open source alternatives to MS Exchange server. Microsoft Exchange Server is a system for cooperation, which enables management (storage, sharing ...) of corporate data. First of all emails, contacts and calendars, notes and tasks. All these data are synchronized and displayed on a user device (workstation, laptop, tablet, mobile phone ...). MS Outlook cares about well organised display of above mentioned data. This solution is very costly both in terms of software licenses, and in terms of hardware requirements. In this thesis will be presented and compared some open source groupware systems: a free alternative to MS Exchange Server. The best substitute will be selected and verified. The installation and configuration will be described on the virtual server platform Proxmox Virtual Environment. In the end the advantages and disadvantages of the mentioned alternatives will summarized. Notification of potential difficulties will be mentioned as well.
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Pricing of interest rate derivatives and calibration issues in a multi-factor LIBOR market model framework
Doubrava, Jan ; Dědek, Oldřich (advisor)
Financial derivatives are financial instruments which enable investor or a debtor to optimize his/her asset/debt portfolios according to individual needs and acceptable scale of risk. Their importance in financial markets rose enormously n past ten years as well as did their traded volumes. Interest rate derivatives form a large sub-group of financial derivatives, their valuation is a large self-contained chapter within financial mathematics thanks to the unique characteristics of yield- and discount-curve dynamics. In the first part of my thesis I derive the fundamental pricing principles stemming from no- arbitrage pricing theory and introduce the most common approaches in yield curve modeling. In the second part I discuss issues of calibration in a "LIBOR Market Model" with one to three risk factors. These models are used to price swaptions with Monte Carlo simulation within the no-arbitrage framework introduced in the first part. The result of the thesis is that one factor model performs the best in pricing swaptions. Powered by TCPDF (www.tcpdf.org)
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Development of 2D games using HTML5
Dědek, Martin ; Ženíšek, Jan (advisor) ; Buchalcevová, Alena (referee)
The main aim of this thesis is to introduce the possibilities of using HTML5 for developing 2D games. The thesis begins with a theoretical part that defines basic concepts and technologies available in HTML5 that are applicable to game development. The main emphasis is put on the use of element canvas and on creating game controls. This theoretical introduction is followed by a brief overview of the most widely used frameworks and libraries. Everything comes into practice in the practical part of the thesis that shows design and implementation of simple games. Each game uses different principles and technologies, so that most parts of the theory are presented. One of the games serves as an example of using the Phaser framework.
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The Effects of Foreign Exchange Interventions in a Small Open Economy: The Case of the Czech Republic in a World Context
Timko, Jan ; Holub, Tomáš (advisor) ; Dědek, Oldřich (referee)
In this thesis we examine the effect of foreign exchange interventions in small open economy, focusing on the Czech experience. In the first part we model volatility development before and after the intervention using GARCH model. In the second part we estimate relationship between macroeconomical variables using vector autoregressive model. In this part we estimate impulse response function of exchange rate and inflation. In second part of VAR modeling we provide counterfactual analysis, which compare actual development of variables with alternative scenario in which the interventions would not happen . Our results suggest that the interventions is associated with few months delayed decrease in volatility. Base on scenario analysis the interventions increased inflation by approximately 1.5 % and without the intervention the economy would in deflation around -1 % nowadays. KEYWORDS: Vector autoregression, Volatility modelling, Monetary policy, Intervention Author's e-mail: jantimko16@gmail.com Supervisor's e-mail: tomas.holub@cnb.cz
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Can Monetary Policy Create Asset Price Bubbles?
Mareček, Jan ; Horváth, Roman (advisor) ; Dědek, Oldřich (referee)
The objective of the thesis is to find out whether expansionary monetary policy creates an upward pressure on asset prices and can thus create asset price bubbles, or more precisely significantly contribute to their creation. In doing so, we test the significance and the sign of coefficient on monetary policy stance indicator as a determinant of real estate and stock prices on 19 OECD countries quarterly panel data since 1980. Further we assess periods of real estate and stock price bubbles and periods of expansionary monetary policy and examine their relationship. The asset price bubbles are assessed on the basis of relevant price indices developments without examining the underlying fundamentals. Based on our results it appears that expansionary monetary policy has a positive effect on real estate prices and can thus contribute to formation of real estate bubbles. The effect on stock prices is ambiguous and mostly statistically insignificant. By examining the relationship between assessed asset price bubbles and periods of expansionary monetary policy we found out that monetary expansion is neither sufficient nor necessary condition for formation of asset price bubbles but also that there is a relatively strong relationship between these events. JEL Classification C23, E43, E52, E58, G12, N10, N20...
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