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National Repository of Grey Literature 22 records found  beginprevious21 - 22  jump to record: Search took 0.01 seconds. 
Renonc - whist
 Kozmík, Václav ; Šerý, Ondřej (referee) ; Kronus, David (advisor)
The presented work concentrates on a development of a card playing game application for PC. The resulting application allows us to play against computer opponents or to play over the network against human opponents. Arti ficial intelligence achieves slightly advanced gameplay level, complies with common game practice and uses minimax algorithm for solving situations at the end of game. Network communication runs over a protocol based on XML, which allows easy development of alternative client interfaces in any programming language. Bene ts, compared to present applications, include modern graphical interface, large number of rules settings and also the possibility to save the game state at any time when playing local or internet game. This work describes the application from user's and programmer's point of view and it also includes a comparison with other similar applications.
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Portfolio efficiency with continuous probability distribution of returns
 Kozmík, Václav ; Dupačová, Jitka (referee) ; Kopa, Miloš (advisor)
Present work deals with the portfolio selection problem using mean-risk models. The main goal of this work is to investigate the convergence of approxi mate solutions using generated scenarios to the analytic solution and its sensitivity to chosen risk measure and probability distribution. The considered risk measures are: variance, VaR, cVaR, absolute deviation and semivariance. We present analytical solutions for all risk measures under the assumption of normal or Student distribution. For log-normal distribution, we use the approximate assumption that the sum of log-normal random variables has log-normal distribution. Optimization models for discrete scenarios are derived for all risk measures and compared with analytical solution. In case of approximate solution with scenarios, we repeat the procedure multiple times and present our own approach to nding the optimal solution using the cluster analysis. All optimization models are written in GAMS language. Testing and estimating are realized using an application developed in C++ language.
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National Repository of Grey Literature : 22 records found   beginprevious21 - 22  jump to record:
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1 Kozmík, V.
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