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Stochastic Programming Methods for Investment Decisions
Kubelka, Lukáš ; CFA, Tomáš Menčík, (referee) ; Popela, Pavel (advisor)
This thesis deals with methods of stochastic programming and their application in financial investment. Theoretical part is devoted to basic terms of mathematical optimization, stochastic programming and decision making under uncertainty. Furter, there are introduced basic principles of modern portfolio theory, substantial part is devoted to risk measurement techniques in the context of investment, mostly to the methods Value at Risk and Expected shortfall. Practical part aims to creation of optimization models with an emphasis to minimize investment risk. Created models deal with real data and they are solved in optimization software GAMS.
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Proposal of Optimization of Business Processes
Kubelka, Lukáš ; Bukový, Tomáš (referee) ; Juřica, Pavel (advisor)
This bachelor’s thesis solves problematic of optimization of business processes. Thesis is divided into the theoretical analytical and proposal part. The theoretical part defines basic concepts of process management and benefits of process management for the business. Further are described methods, on the basis is possible to analyze and improve business processes. Selected methods are then applied in the practical part to optimize the current state of selected processes in Ortika Inc. On the base of analysis is in this thesis offered proposal of optimization selected processes targeting to raise efficiency of business processes. Proposal is subsequently evaluated by chosen criteria.
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Survey of parasitoses in beef cattle from two geographical areas of the Czech Republic
Kubelka, Lukáš ; Lukešová, Daniela (advisor) ; Vadlejch, Jaroslav (referee)
Research in this diploma thesis was focused on monitoring of the beef cattle parasites and periodically was done from April 2015 to November 2015 on three different farms in two different regions (Vysočina and Středočeský region) in the Czech Republic. 20 samples of fresh faeces were collected every month from each farm during morning. Processing and consequent evaluation of samples took place in parasitology laboratory at State Veterinary Institute in Jihlava. Samples were evaluated using a relatively new coprological technique FLOTAC, developed in Italy and recommended for parasitological qualitative and quantitative analysis of large farm animal eggs and oocysts. For each farm two pooled samples (10 g each) by subtracting 1 g of faeces from individual samples were used. Results were evaluated and statistically analysed by statistical software Statistica 13. There was occurrence of eggs of gastrointestinal nematodes (family Trichostrongylidae), tapeworms (Moniezia spp.) and oocysts of coccidia (Eimeria spp.) on all of the farms. Only on the farm 3 there was also occurrence of fluke eggs (Paramphistomum spp.). From the results it was evident, that farms that administered anthelmintic to livestock had significantly lower amounts of EPG/OPG in animal faeces. Despite of using pooled samples, method proved to be reliable and sensitive for monitoring of developing stages of livestock parasites. Even low amount of eggs or oocysts in animal faeces were detected by coprological technique FLOTAC.
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Proposal of Optimization of Business Processes
Kubelka, Lukáš ; Bukový, Tomáš (referee) ; Juřica, Pavel (advisor)
This bachelor’s thesis solves problematic of optimization of business processes. Thesis is divided into the theoretical analytical and proposal part. The theoretical part defines basic concepts of process management and benefits of process management for the business. Further are described methods, on the basis is possible to analyze and improve business processes. Selected methods are then applied in the practical part to optimize the current state of selected processes in Ortika Inc. On the base of analysis is in this thesis offered proposal of optimization selected processes targeting to raise efficiency of business processes. Proposal is subsequently evaluated by chosen criteria.
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Stochastic Programming Methods for Investment Decisions
Kubelka, Lukáš ; CFA, Tomáš Menčík, (referee) ; Popela, Pavel (advisor)
This thesis deals with methods of stochastic programming and their application in financial investment. Theoretical part is devoted to basic terms of mathematical optimization, stochastic programming and decision making under uncertainty. Furter, there are introduced basic principles of modern portfolio theory, substantial part is devoted to risk measurement techniques in the context of investment, mostly to the methods Value at Risk and Expected shortfall. Practical part aims to creation of optimization models with an emphasis to minimize investment risk. Created models deal with real data and they are solved in optimization software GAMS.
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