|
|
Pensions from the point of view of utility theory
Kudlík, Michal ; Cipra, Tomáš (advisor) ; Zichová, Jitka (referee)
This work deals with pensions from the perspective of utility theory. We list several basic principles, characteristics of pensions and their classification. Part of the work is also the utility theory from the ordinal point of view of utility theory as well as in terms of cardinal utility functions. Afterwards, we formulate the tasks for the selected utility functions, which we will try to optimize by using utility functions. We transfer the task of maximizing objective function to the task with extreme bound corresponding to various annuity markets which we will solve by theory of Lagrange multipliers. Final result of the work should be calculation of annuity equivalent wealth per common utility function Constant relative risk aversion (CRRA) using different relative risk aversions and showing the optimum consumption strategy for pensioners calculated based on mortality tables for Czech republic from 2012. 1
|
|
|
Tests of independence for multivariate data
Kudlík, Michal ; Omelka, Marek (advisor) ; Hlávka, Zdeněk (referee)
Title: Tests of independence for multivariate data Author: Bc. Michal Kudlík Department: Department of Probability and Mathematical Statistics Supervisor: Ing. Marek Omelka, PhD., Department of Probability and Mathema- tical Statistics Abstract: This thesis is an overview of tests of independence for multidimensi- onal data. The report includes tests on independence of categorical and conti- nuous random variables, tests assuming normal distribution of data, asymptotic nonparametric tests and permutation tests with application of the Monte Carlo method. This thesis shows the suitability of tests with properly chosen real data and checks significance level and compares the strength of the selected tests by simulation study while using appropriate statistical software. Based on the simu- lation study the thesis discusses an appropriateness of the use of different tests for different situations. Keywords: independence, permutation and asymptotic tests of independence, Monte Carlo method, simulation study 1
|
|
|
Pensions from the point of view of utility theory
Kudlík, Michal ; Cipra, Tomáš (advisor) ; Zichová, Jitka (referee)
This work deals with pensions from the perspective of utility theory. We list several basic principles, characteristics of pensions and their classification. Part of the work is also the utility theory from the ordinal point of view of utility theory as well as in terms of cardinal utility functions. Afterwards, we formulate the tasks for the selected utility functions, which we will try to optimize by using utility functions. We transfer the task of maximizing objective function to the task with extreme bound corresponding to various annuity markets which we will solve by theory of Lagrange multipliers. Final result of the work should be calculation of annuity equivalent wealth per common utility function Constant relative risk aversion (CRRA) using different relative risk aversions and showing the optimum consumption strategy for pensioners calculated based on mortality tables for Czech republic from 2012. 1
|
|
|
Analysis of the Internet population
Puldová, Olga ; Hlavsa, Tomáš (advisor) ; Kudlík, Michal (referee)
This bachelor's thesis addresses internet population in Czech republic. The literary research is divided into four sections. The first section explains the concept of internet and discusses its origin and development. A general internet user and users of internet in European Union are characterized in the second section. The third section is focused on internet population of Czech Republic. The last section of research is dedicated to research companies engaged in analyzation of internet population in Czech Republic. The practical section of this thesis maps internet population in Czech Republic in the years 2010 to 2015 and predicts its progress in 2016. It analysis internet users in selected sociodemographic views: representation of men and women, age structure and education level. Data are described using exploratory data analysis and they are processed using time series in statistic software SAS.
|
|
|
Statistical comparison of selected banking products in selected banks
Salamánková, Jiřina ; Prášilová, Marie (advisor) ; Kudlík, Michal (referee)
The thesis analyzes the development of children's and student accounts in the two banks. It uses methods of descriptive statistics, procedures for describing and modeling of time series. The survey examines the opinions and demands of clients for these banking products and evaluates them by using methods of descriptive statistics and methods for assessing dependence of qualitative character. Work provides general recommendations that is applicable to all banks in the field of children's and student accounts as well as the results of a comparison of two banks surveyed.
|
|
|
Statistical analysis of usage of banking products for small-scale and medium-scale businesses in selected banks
Sixtová, Tereza ; Prášilová, Marie (advisor) ; Kudlík, Michal (referee)
This bachelor´s thesis analyzes the trends in the number of clients and the development of the volume of loans to small and medium-sized businesses. Three leading banking institutions on the market of commercial banks in the Czech Republic we selected: Česká spořitelna, Československá obchodní banka and Komerční banka. From the figures, which were drawn from the banks annual reports for the years 2009-2014, were compiled time series, which were statistically analyzed using elemental characteristics of time series and by testing of depending qualitative characters.
The thesis presents suggestions for banking institutions, based on a survey of preferences and relations between companies and banks and their products, which lead to a more efficient market with banking products and services.
|
|
|
Statistical comparison of selected banking products in selected banks
Vajnerová, Lucie ; Prášilová, Marie (advisor) ; Kudlík, Michal (referee)
The focus of this bachelor thesis is a statistical comparison of student´s accounts offered by selected banks. The comparison is carried out by time series analysis of the numbers of bank accounts or clients of particular banks. Each time series includes data for the last eight years, a trend function prediction for the following year, a growth rate and the first difference. Another part of the thesis is model solution of the expenses associated with student accounts and evaluation of a questionnaire dealing with this issue. Four hypotheses about characteristics dependence were selected based on the survey. No dependence between any characteristics was confirmed. The conclusion of the thesis includes an assessment of the results and recommendations for banks and clients.
|
|
|
Development and status of building savings in the Czech Republic and its prospects
Košatová, Eva ; Prášilová, Marie (advisor) ; Kudlík, Michal (referee)
The bachelor thesis deals with development and status of building savings in the Czech Republic and its prospects since the year 2000 until 2014. Development of the building savings in these years was influenced mainly by the legal amendments related to building savings which regulated amount of the government benefits. Through elementary characteristics of time series, there has been done analysis of the chosen indicators during fifteen years. This analysis also enabled a prediction of further development in the next time period. Among the indicators of the building savings were selected the number of new contracts and the average target sum, the contracts of building savings in the savings phase and the amount saved, the paid out government benefits and the average government benefit related to the contracts of the building savings, as well as the number and volume of provided loans and the rate of the volume of the loans altogether and the amount saved. The analysis was used for establishing of proposals and recommendation of the building savings in the Czech Republic.
|
|
|
Electricity generation and renewable energy sources
Kopelent, Josef ; Grosz, Jan (advisor) ; Kudlík, Michal (referee)
The subject of this bachelor thesis is the issue of power generation. The aim is to introduce the kinds of resources for electricity production, their descriptions, advantages, disadvantages and its usability in the future. The work is composed of two parts - theoretical and practical. The theoretical part is a summary of the scientific literature dealing with the production of electricity from currently available resources. The second part examines the knowledge of the respondents, mostly students from the Czech Republic, about the main and most used fuels for electricity production, awareness of renewable energy and which ones are preferred by the society. It is also examined whether people recognize the potential of individual types of resources for electricity production in future.
|
|
|
Stock market
Klusák, Michael ; Grosz, Jan (advisor) ; Kudlík, Michal (referee)
This bachelor work is devoted to the stock markets in the Czech Republic. The first part focuses on the definition of basic theoretical concepts of the stock market. It contains the definition of securities, such as stocks, bonds, bills and checks. Characterized by stock exchanges and stock market players. Systematise stock exchanges according to their focus. Defines the types of exchange trading systems. Practical part characterizes the basic features of the Prague Stock Exchange, a. s. and the RM-SYSTEM Czech Stock Exchange and is incorporated herein development of selected shares on these exchanges.
|
guest ::
RSS feed.