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The impact of land price on the usual price of building and its change due to NOZ
Matějka, Martin ; Bejšovec, Jaroslav (referee) ; Staněk, Roman (advisor)
The Thesis deals with impact of land price on the usual price of building and its change due to code no. 89/2012. The impact was determined based on market prices of lands and buildings retrieved from real estate databases. From statistically processed data was found out a 75% correlation between the market price of building and land. For numerical description the impact of land price on the usual price of building was assembled an equation. With this equation can be from land price roughly estimated usual price of building. The results of this thesis can contribute to speeding-up the process of initial estimation of usual price, as well as presents a way of displaying location, price, distribution of data and frequency of equal prices in one graph.
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CHAID and logistic regression
Novák, Jaroslav ; Čabla, Adam (advisor) ; Matějka, Martin (referee)
The aim of this thesis is to introduce logistic regression and method dedicated to construction of decision trees called CHAID, compare these two methods with regard to interpretation of their outputs. In order to accomplish the set goals application of these methods will be presented on real dataset. Statistical software will be used to obtain outputs. The outputs will be interpreted and conclusions on their bases will be presented. This thesis will also introduce possibilities of interpretation of these outputs and pros and cons that are connected with them.
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Analysis of variance in R
Švejdová, Klára ; Matějka, Martin (advisor) ; Sobíšek, Lukáš (referee)
The bachelor thesis focuses on the One-way ANOVA and its nonparametric counterpart the Kruskal-Wallis test. The aim of this bachelor thesis is to analyse the ANOVA's test validity and power in case of assumptions (e. g. normal distribution, homoscedasticity and sample size) violations. The conclusions of the One-way ANOVA are compared with the Kruskal-Wallis test. The analysis is performed using Monte Carlo simulations implemented in the statistical software R. Based on the simulations, it is found out that the One-Way ANOVA is not significantly sensitive to the violation of normality, if the homoscedasticity assumption is met within each of four samples. On the other hand it is found out that the One-Way ANOVA is significantly sensitive to the violation of homoscedasticity at the particular specification. The Kruskal-Wallis test yields in better results if the homoscedasticity assumption is violated. In case that the One-Way ANOVA and the Kruskal-Wallis test are valid, the ANOVA provides higher power of the test.
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Application of limits on financial assets in insurance
Vencbauerová, Šárka ; Bílková, Diana (advisor) ; Matějka, Martin (referee)
The aim of this thesis is to clarify the main principle, existence and application of investment limits in insurance industry which are restricting investment activities of insurance companies (pension companies). The thesis contains structure of financial allocation of reserves and investment limits for these financial instruments. The practical part of the thesis outlines applying the investment limits on fictional portfolio of insurance company. In the thesis there can also be found description of regulatory limits of particular funds managed by pension company within II. and III. pillar. Another part of the thesis focuses on introducing actual structure of balance sheet of insurance company and pension company and also concentrates on analysing structure of their assets. One of the final part of the diploma thesis involves comparison of calculations of capital requirement for transformed fund before and after change of risk weight for particular types of financial instruments. The main benefit of the thesis is to show how important are financial assets for operation of innsurance companies and how the monitoring of financial limits works in insurance company. The conclusion of this thesis is to explain and clarify the application of investment limits on financial instruments which are contained in fictional portfolio of insurance company (transformed fund for example).
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Implementation of a tool for human movement data analysis
Matějka, Martin ; Novotný, Ota (advisor) ; Pour, Jan (referee)
The aim of this thesis is to provide an insight into theoretical and practical aspects of an analytical tool developed by Ondřej Funiok, Vilém Kalus, Tomáš Rosenberger and Martin Matějka at the University of Economics in Prague. The goal was to develop a tool which could be used for an analysis of human movement within a given place (e.g. retail store) and which could leverage traditional customers' data like age, gender or profession in order to enrich outcomes of conducted analysis, as well as provide a new segmentation of these customers based on their movement. Given that, one of the possible scenarios is that marketers would be able to finely-target their campaigns and use the space more effectively. The thesis contains a short introduction to Location Intelligence as a category of systems which the developed tool belongs to. Further a research of existing theses, articles etc., as well as already available products is conducted. Since a documentation of web services' application interface has proved to be an important aspect of the development, a research and comparison of supporting tools follows. Fourth and fifth chapters are of rather practical nature -- the first of them is about an overall design and architecture of the developed tool, while the second one describes the used application interface and its documentation in detail together with the most important aspects of a backend component -- so called ,,GA-Server``.
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Analysis of methods for constructing yield curves
Matějka, Martin ; Janeček, Martin (advisor) ; Sitař, Milan (referee)
The thesis is focused on finding the most appropriate method for constructing the yield curve which will meet the criteria of Solvency II and also the selected evaluation criteria. An overview of advantages of each method is obtained by comparing these methods. Yield curves are constructed using the Czech interest rate swap data from 2007 to 2013. The selection of the evaluated methods respects their public availability and their practical application in life insurance or central banks. This thesis is divided into two parts. The first part describes the theoretical background which is necessary to understand the examined issues. In the second part the analysis of selected methods was carried out with detailed evaluation.
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Implementation of a test for comparison of database systems' performance
Matějka, Martin ; Chlapek, Dušan (advisor) ; Kaltoun, Jan (referee)
The aim of this thesis is to create a program, which will be able to perform a performance testing of relational database systems supporting query language SQL with an emphasis on open source systems. The test should simulate a real usage of tested database systems. In the introduction is shown the necessity of such program (which is supported by the analysis of existing theses and programs in the second chapter) and the fact, that it is convenient to base the test on the TPC-C as a standard for this type of testing in the proprietary sphere, so all the given requirements could be met. The third chapter gives insights into the history of transactional testing and what were the circumstances of the formation of Transaction Processing Performance Council, which authored the TPC-C specification. The main characteristics of TPC-C are decribed in the following chapter, while the fifth one addresses the implementation, i.e. the creation of the program, which can be used for testing of database systems. The sixth chapter deals with the usage of this program for the comparation of two well known open source database systems in their default configuration - MySQL and PostgreSQL. However, the goal of this testing is to find out whether the created program is fully functional, while the seventh chapter elaborates more on this. The most important outcome of this thesis is a program, which can be used for comparation of real-usage-like performance of (not only) open source relational database systems. This program is an open source, which increases its value since a user has a possibility to find out exactly what is tested and how it is done. Furthermore, it supports the future development of this program. Another outcome of the thesis is the comparation of two open source database systems.
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Gender statistics - education, labour and earnings
Matějka, Martin ; Langhamrová, Jitka (advisor) ; Löster, Tomáš (referee)
The aim of this bachelor thesis is to analyze the differences between men and women in selected areas of gender statistics-education, labour and earnings. Data for this investigation is garthered from Czech Statistical Office and supported with own questionnaire. Exploration of this areas is carried out by various statistical methods and indicators. The project is divided into three parts. The first part defines basic concepts and explains the principles of statistical methods. The second part examines the gradual evolution of the educational structure of the population since 1950, while also focusing on the detailed development of people in tertiary education. The last part maps the area of labor and earnings, where the population is analyzed from various perspectives in relation to the level achieved gross monthly wages, includes dependence on the highest completed education. All the parts are supplemented by an analysis of data from the questionnaire and inductive judgments on population of Prague and Central Bohemia.
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How to implement data warehouse in banks and insurance companies
Matějka, Martin ; Řepa, Václav (advisor) ; Kyjonka, Vladimír (referee)
This diploma thesis deals with data warehouse applications in banking and insurance sector. The aim is to define this sphere, describe it and create a set of reccomendations and methodology connected with the best ways of implementation in financial institutions. Because of the wide range of this topic it can not be taken globally. I focused primarily on interesting or problematic areas. The result is a material which is devoted to technical and logical implementation and its ways. Then the importance of a data warehouse and its function in a financial institution are also presented to the readers. One part of my bachelor work deals with the historical development of data warehouses' solutions in this market segment. During the writing I wanted to utilize several years of my experience in this area and that is why this work results mainly from practical knowledge and it is also focused on real implementation.
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