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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Classification and Regression Trees in R
 Nemčíková, Lucia ; Bašta, Milan (advisor) ; Vilikus, Ondřej (referee)
Tree-based methods are a nice add-on to traditional statistical methods when solving classification and regression problems. The aim of this master thesis is not to judge which approach is better but rather bring the overview of these methods and apply them on the real data using R. Focus is made especially on the basic methodology of tree-based models and the application in specific software in order to provide wide range of tool for reader to be able to use these methods. One part of the thesis touches the advanced tree-based methods to provide full picture of possibilities.
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Linear relation in stock time series
 Nemčíková, Lucia ; Bašta, Milan (advisor) ; Helman, Karel (referee)
The aim of this Bachelor's Thesis is to verify the hypothesis of absence of linear relations between logarithmic returns in the stock time series, determined from the efficient markets hypothesis and the existence of linear relations between the squares of returns. I used regression analysis and conditional heteroskedasticity ARCH test of linear type, to achieve the results. My own analysis proved that even if there is a linear relation between logarithmic returns, the relation is not significant. On the other hand the linear relation between squares of returns is significant with tendency to be strong, what is a necessary condition for the use of a linear model of volatility.
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4 Nemčíková, Lenka
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