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Methods for improving frictional features of rubbing surfaces
Fojtík, Jakub ; Černý, Michal (referee) ; Šamánek, Otakar (advisor)
This bachelor thesis describes several methods of improving surface's tribological properties. There are many forms of tribological processes, depending on structure, geometry, material properties, relative motion and loading of system elements. The main aim is to minimize wear and friction. It can be controlled by improving surface structure, geometry and by increasing of surface roughness with coating deposition methods, chemical-heat treatment and surface texturing. These methods can be also used for reparation of degraded rubbing surfaces or for surface modification in order to establish suitable lubrication conditions. An introduction to micro/nanotribology and tribological processes in micro/nanoscale is also described in this study.
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Odhad zajišťovacího poměru: srovnání konstantních metod odhadu založených na MNČ, ARCH a GARCH
Paříková, Adéla ; Černý, Michal (advisor) ; Formánek, Tomáš (referee)
Volatile prices of commodities relate to financial risk faced by individuals or economic subjects exposed to them. One way to minimize the impact of change in market price is to use its hedging by futures contracts. The optimal hedge ratio estimation (ratio between units of spot and futures contracts) is the focus of this study. Its objective is to compare hedge ratios based on minimum variance methodology using three methods - OLS, ARCH and GARCH, by measuring their hedging effectiveness using variance and value at risk reduction. The results differ across commodities, however several conclusions can be made. The ARCH-based hedge ratios do not perform significantly worse than the GARCH-based hedge ratios. The same estimation method can be used for assets having similar returns development and a well performing hedge can be expected. Results of hedge ratios of strongly correlated assets estimated by different methods tend to have very similar values to one another and to the related correlation coefficient. More generally, the best performing hedge ratios are those having very similar values to correlation between spot and futures 1-day returns.
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An analysis of individual efforts of NHL players
Houdek, Jakub ; Černý, Michal (advisor) ; Formánek, Tomáš (referee)
The thesis is focused on application of econometric methods in the area of sport statistics, specifically in the area of ice hockey. Datasets were extracted from the National Hockey League (NHL) website, from the RTSS (Real Time Scoring System) from seasons 2002/2003 to 2014/15 by using the R package nhlscrapr. The Analysis of these datasets is based on previous work by Brian Macdonald [1]. The result is an adjusted +/- statistics (plus - minus), which describes the individual performance of each player. These statistics were later used for an estimation of probability of advance of selected teams to the playoffs, assuming the selected team uses anticipated players. These estimations were obtained by usage of logistic regression. It was found out, that the predictive ability of these models is weak.
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Long steps in IPM and L_1-regression
Šicková, Barbora ; Černý, Michal (advisor) ; Sokol, Ondřej (referee)
This work deals with Newton method of interior point which is applied on finding estimation of polynomial L_1 regression. The aim of this thesis is to find new modifications of long step choice in Newton method in order to find faster solution of L_1 estimations for large data sets. Designed modifications are based on full-Newton step algorithm for the self-dual model. According to reasults, the best are algorithms AF-L, F-LP1, AF-LP1 a AF-L-mixed, which modify the barrier update parameter in adaptive way. Algorithms and obtained results were implemented end visualized in MatLab.
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Marketing strategy of the company SAP in the Czech and chosen european markets
Černý, Michal ; Zamykalová, Miroslava (advisor) ; Lehanka, Josef (referee)
This bachelor thesis deals with the marketing strategy of the company SAP SE in the Czech and chosen european markets. The main goal of the thesis is an analysis of the market in the Czech republic, Germany and Austria. The thesis consists of various marketing analyses (external and internal business environment, SWOT analysis) and deals with the marketing mix as well. In the final section of the thesis is a recommendation on how to improve the marketing strategy, based on gained information.
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Algorithms for various geometric problems over zonotopes and their applications in optimization and data analysis
Rada, Miroslav ; Černý, Michal (advisor) ; Vlach, Milan (referee) ; Kopa, Miloš (referee)
The thesis unifies the most important author's results in the field of algorithms concerning zonotopes and their applications in optimization and statistics. The computational-geometric results consist of a new compact output-sensitive algorithm for enumerating vertices of a zonotope, which outperforms the rival algorithm with the same complexity-theoretic properties both theoretically and empirically, and a polynomial algorithm for arbitrarily precise approximation of a zonotope with the Löwner-John ellipsoid. In the application area, the thesis presents a result, which connects linear regression model with interval outputs with the zonotope matters. The usage of presented geometric algorithms for solving a nonconvex optimisation problem is also discussed.
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Odhad zajišťovacího poměru (Hedge Ratio) v řízení zásob
Máková, Barbora ; Černý, Michal (advisor) ; Cahlík, Tomáš (referee)
Companies dependent on commodities for their production have to deal with volatile commodity prices and should employ measures for risk reduction as unfavourable spot price development may cause significant losses. A useful tool for diminishing the risk is hedging on futures market; however, this approach faces a crucial question of optimal hedge ratio determination (ratio between spot and futures units). Our thesis examines nine different ways of optimal hedge ratio estimation (naive, Sharpe, mean extended Gini coefficient, generalized semivariance, value at risk, and minimum variance through OLS, error correction, GARCH, and bivariate GARCH models) and evaluates their efficiency using the data on eight different commodities. The results differ across the respective commodities and cannot be generalized. Two conclusions resulting from the analysis refer to performance of naive and OLS hedge ratios and constant vs time varying hedge ratios. We find that complex hedge ratios, such as bivariate GARCH or VaR hedge ratios, do not outperform naive and OLS hedge ratios and that the results of constant hedge ratios are mostly as good as results of time-varying hedge ratios.
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Geomarketing methods
Voráč, Michal ; Chrobok, Viktor (advisor) ; Černý, Michal (referee)
Aim of this application-oriented master's thesis is to prove a benefits from using data analysis techniques connected with geodata processing to support business decisions. As a conclusion two solutions are given which are more attractive then starting situation. Since the first solution proposed is oriented on giving maximum success ratio while considering transactions, the second one is oriented on business value of each transaction. In this thesis R programming language is widely used together with ArcGIS Online in its final part.
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