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Application of Kalman Filtering
Svojík, Marek ; Anděl, Jiří (referee) ; Hlávka, Zdeněk (advisor)
The aim of this work is to discuss the use of the Kalman lter in some economical problems. Generally taken, the Kalman lter is a mathematical method (an algorithm) used for estimation of the non-observable component of a state. Especially, this approach will be applied to estimate the risk-neutral state price density of CALL options. In such case a non-linear relation between state and observed variables may be assumed, and the problem has to be linearized by Taylor expansion. In detail, the main Kalman ltering in the simple linear case will be presented in the rst chapter. In the second chapter, you can nd some application of that Kalman ltering in case of CALL options. The study of the extended Kalman lter and its application in case of a nonlinear state model and the use of the Taylor expansion can be found in Chapter 3. In the fourth chapter, we will be talking about estimating the risk-neutral price density of a CALL option. The corresponding outputs from the program R and the most important results of this work are summarized in the last Chapter 5.
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Tests of normality of time series
Stibůrek, David ; Kulich, Michal (referee) ; Anděl, Jiří (advisor)
This work considers testing normality of time series in AR and ARMA processes. Firstly we investigate properties of common normality tests, which assume independency. The main goal is to examine levels and powers of tests in dependence on distances of the roots of the characteristic polynom from unit circle. After this we study the tests, which don't assume independency. In the case of AR processes, we get good results by testing normality of residuals. More complex tests can also give good results, but these tests need many observations and are difficult from the numerical point of view.
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Distance between randomly chosen points
Bartoníčková, Ilona ; Pawlas, Zbyněk (referee) ; Anděl, Jiří (advisor)
In the present work we study expected value of distance between two points, which are chosen randomly and independently in given sets. This problem is often associated with travel distance between two cities of the fixed shape. Cities are mostly considered as circles or rectangles for simplification. The work deals with two separate problems. The first of them is introduced in chapter 2. Points are chosen randomly in two concentric circles. The described method uses the definition of geometric probability. Chapter 3 describes the same problem for two disjoint rectangles. The solution is based on transformation of variables. The limit case in one dimension is then obtained in chapter 4. The work is supplemented by numerous simulations.
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Non-regional govermental policies as a key mechanism of regional development: The case of regional dimension of sectoral and horizontal policies in the Czech Republic
Macešková, Marie ; Blažek, Jiří (advisor) ; Anděl, Jiří (referee) ; Ochrana, František (referee)
Charles University in Prague, Faculty of Science Department of Social Geography and Regional Development Marie Macešková NON-REGIONAL GOVERNMENTAL POLICIES AS A KEY MECHANISM OF REGIONAL DEVELOPMENT: THE CASE OF REGIONAL DIMENSION OF SECTORAL AND HORIZONTAL POLICIES IN THE CZECH REPUBLIC Synopsis of PhD Thesis Prague, 2009 Supervisor: Assoc. Prof. Jiří Blažek Marie Macešková Synopsis of PhD Thesis 2 Marie Macešková Synopsis of PhD Thesis 3 1. INTRODUCTION Fiscal policy seems to be only a purely economic issue. However, social geographers have caught this topic in order to depict implications for regional development. As Martin and Minns (1995) pointed out, without the understanding of regional patterns of (not only) public financial flows, our knowledge of mechanisms and factors of regional development is severely limited. As regards the social geographical research of public finance, the attention has traditionally been paid to the issues of regional policy financial flows and their regional impact in connection to the overall effectiveness and efficiency of regional policy (e.g., Armstrong, Taylor 1985; Martin 1998, 1999; Cappelen et al 2003; Bradley 2006; Gripaios et al 2008; Crescenzi 2009). However, this sort of policy represents only a relatively small proportion of the entire governmental policy of...
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The ethnopolitical mobilization in Caucasus a its regional differentiation
Jelen, Libor ; Dostál, Petr (advisor) ; Anděl, Jiří (referee) ; Baar, Vladimír (referee)
Results and conclusion The process of Caucasian ethno-political mobilization began in the 60's of 20th century (somewhere has been running since the begenning of the Russian colonization), however its acceleration came on in the second of 80's. This period is connected with the Gorbachev's political and economical reforms aiming to multinational empire modernization. Unintended consequent of the reforms became absolute soviet power decline leading to dismantling of Soviet union. The totalitarian system release and the political decentralization are appeared to be key catalysts of the ethnic clashes with roots liying in ethnic trauma of the last century. Ethno- mobilization arised then out of ethnic interactions given by historical reminiscence and asymetric status of particular groups within the federal system defined by the soviet authorities during 20's and 30's of the last century. In its implication, social, economical and cultural discrimination called "internal colonization" occured. On the contrary, the "ethnic competition" about economical and political resource control within given territory happend in cases of a titular group superior status or equal status of two titular groups. Separatism, iredentism or territorial autonomism were final goals of ethno-mobilization efforts in both theoretical...
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Territorial Differentiation of Elementary Education in Czechia during the 2nd Half of the 20th Century (Its Influence on Local and Regional Development)
Kučerová, Silvie ; Chromý, Pavel (advisor) ; Anděl, Jiří (referee) ; Siwek, Tadeusz (referee)
Územní diferenciace elementárního vzdělávání v Česku v 2. polovině 20. století (Vliv na lokální a regionální rozvoj) Od druhé poloviny 20. století jsme v mnoha hospodářsky vyspělých zemích, Česko nevyjímaje, svědky procesu výrazné polarizace prostoru v souvislosti se změnami v rozmístění elementárních škol. Masové uzavírání škol, zejména na venkově, a koncentrace vzdělávací funkce do center regionů vychází z obecných procesů, jakými jsou změny geografické organizace společnosti, stejně jako ze specifických historických podmínek v každé zemi. V této práci se na příkladu Česka pokusíme představit pomocí metod, jež jsou geografům vlastní, změny, které proběhly v síti elementárních škol. Dále budeme specifikovat vybrané důsledky tohoto procesu na stabilitu a fungování lokálních komunit a jeho vliv na marginalizaci obcí. ABSTRACT Territorial Differentiation of Elementary Education in Czechia during the Second Half of the Twentieth Century (Its Influence on Local and Regional Development) We are all witnesses to a process of extensive spatial polarization in the distribution of elementary schools in many economically developed countries, including Czechia, during the second half of the 20th and in the 21st century. Processes of mass school closures, especially in rural areas, and the concentration of...
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