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Hawkes process
Feketeová, Adela ; Pešta, Michal (advisor) ; Flimmel, Daniela (referee)
This bachelor thesis is dedicated to Hawkes process. It is divided into six chapters. Chapter one consists of an introduction into the theory of random processes and a de- scription of Poisson process, the second chapter is dedicated to the definition of Hawkes process and its properties. The third chapter contains simmulation methods of the Haw- kes process. Chapter four further describes the Hawkes process parameter estimation and the fifth chapter consists of model goodness of fit testing for observed data. Lastly, the sixth chapter contains practical example of fitting the Hawkes model for real data and a descrition of R package hawkesbow used. 1
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The question of the participation of the Great Britain in 1980 Moscow Olympics in the context of the Soviet war in Afghanistan
Křížová, Markéta ; Pešta, Mikuláš (advisor) ; Koura, Jan (referee)
The subject of this bachelor thesis is the question of the participation of the Great Britain in the 1980 Summer Olympics in Moscow, and the related discussion of the possibility of boycotting them as a response to the Soviet invasion of Afghanistan. This thesis focuses primarily on the diversity of British opinion on this issue. Mention is made not only of the views of the British political representation, but also of the sporting community comprising its bodies, led by the British Olympic Committee, the athletes, and the media as well. This picture is then illustrated by opinion polls. In particular, the author tracked the evolution of the debate, which has varied according to the international situation at that time. Other British reactions to the invasion are mentioned in the context of coordination with the Allies. The reactions of the closest allies are also mentioned, which help to paint the overall picture. An analysis of the role of the Olympic Games and sport in general during the 20th century, and an analysis of the invasion itself, is also an integral part of this work.
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Truncated counting processes
Přítel, Ondřej ; Pešta, Michal (advisor) ; Prokešová, Michaela (referee)
The aim of this thesis is the prediction of insurance events under the condition that the data related to the occurrence of the events is truncated. The nature of the truncation lies in the fact that in the present we observe only those events that were already reported to the insurance company. Occurrences and reporting are modeled by a two-dimensional non-homogeneous Poisson process. The intensity of occurrences is derived from Kingman's Displacement theorem and is computed as a convolution of the intensity of reporting and the density of the delay in between occurrences and reporting. The estimations of the parametric function of the intensity of reporting and the distribution are preformed using the maximum likelihood method. In addition, theoretical background concerning counting processes primarily directed to the Poison processes is discussed in this thesis. 1
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A Comparative Analysis of Nationalist Terrorism in the Case of the IRA and the Italian Fascist Movement 1919-1922
Šimák, Vojtěch ; Pešta, Mikuláš (advisor) ; Konrád, Ota (referee)
The work examines the violent campaigns of the Irish Republican Army and the fascist movement in Italy between the years 1919-1922, with the aim of demonstrating the utilization of terrorist methods in the case of the fascists. Subsequently, both examples undergo a comparative analysis, where the IRA serves as a control sample, in order to confront them with David C. Rapoport's generational theory of waves of international terrorism and to place them within a specific wave or offer an alternative theoretical framework for fascist violence. The research primarily relies on extensive secondary literature supplemented by primary sources of archival, newspaper, and propagandistic nature. The ambition of the entire work is not only to contribute to the study of fascism but especially to terrorist studies and the understanding of the role of political violence in the interwar period.
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Correlation analysis and betting odds
Josefus, Pavel ; Pešta, Michal (advisor) ; Večeř, Jan (referee)
This bachelor's thesis focuses on a statistical method called correlation analysis. The aim of the thesis is to explain various correlation coefficients such as Pearson's correlation coefficient, point biserial correlation, Spearman's rank correlation coefficient and Kendall's rank order correlation coefficient. The thesis presents confidence intervals for each of them and also tests hypotheses about correlation coefficients. The practical part of the thesis applies established methods to real data concerning courses on women's tennis match results. 1
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Dynamic prediction in survival analysis
Mečiarová, Kristína ; Komárek, Arnošt (advisor) ; Pešta, Michal (referee)
Often the motivation behind building a statistical model is to provide prediction for an outcome of interest. In the context of survival analysis it is important to distingu- ish between two types of time-varying covariates and take into careful consideration the appropriate type of analysis. Joint model for longitudinal and time-to-event data, in con- trast to standard Cox model, enables to account for continuous change of the covariate over time in the survival model. In this thesis two examples of joint models are presen- ted, the shared random-effect model and the joint latent class model. Bayesian estimation of the model parameters and summary of methodology for dynamic prediction of indi- vidual survival probability is provided for the first one of the aforementioned types of models. Application of the theoretical knowledge is illustrated in the analysis of the data on primary biliary cirrhosis. The impact of number of patients, number of longitudinal measurements and per-cent of censoring on the quality of prediction and estimates of the model parameters is examined in the simulation study. 1
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Truncated marked processes
Hrbáčová, Daniela ; Pešta, Michal (advisor) ; Dvořák, Jiří (referee)
This thesis explores the use of marked stochastic processes in the context of delayed reporting of claims in non-life insurance. The focus is on estimating the intensity of the claim occurrence process using the ν-transform of the claim reporting process. The first part provides the theoretical background, including the introduction of the Poisson process and the concept of marking. The ν-transform is defined and a special case of the ν-transform is applied in an example. As well as there is presented an approach how to handle with truncated data. The second chapter applies these theoretical concepts to real-world data from Motor Third Party Liability insurance. The result is a formula for estimating the intensity of the occurrence process based on the estimated intensity of the claim reporting process and the estimated truncated conditional density of delays given reporting times. While the approach is computationally intense, it has practical applica- tions in estimating claim reserves for insurance companies. Future work could expand on this approach by considering more complex cases, such as time-varying conditional dis- tribution of delays or including on input nonhomogeneous Poisson, or even more complex processes. Finishing the claim reserve calculation would be also beneficial. Overall, this thesis...
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Czechoslovakia-Iraq Relations 1980-1989 in the Context of the Cold War and the Iran-Iraq War
Dvořák, Jan ; Koura, Jan (advisor) ; Pešta, Mikuláš (referee)
This thesis will deal with political, economic and military cooperation of both countries during given time period, with taking the context of the Iran-Iraq War and the Eastern bloc' Middle Eastern policy into consideration. One of the main aims will be research of changes of mutual diplomatic relations, supplies of Czechoslovak "special material" to Iraq and it's importance in the relations of Czechoslovakia and Iraq. Integral part of thesis will also be an analysis of the relations between the ruling Iraqi Ba'th party and the Communist Party of Czechoslovakia, where I will demonstrate to what degree was the Czechoslovak policy towards Iraq influenced by the ideological premises or by pragmatism. Thesis will be based on wide basis of unplublished resources and secondary literature. Apart of materials from the Archives of the Ministry of Foreign Affairs of the Czech Republic (especially a secret funds of the territorial departments), I will use materials from the National Archives of the Czech Republic (funds of the Central Commitee of the Communist Party of Czechoslovakia, Gustáv Husák). To informations concerned of activities of the Czechoslovak intelligence I am intending to use funds from the Security Service Archive (ABS) and to informations about "special material" supplies funds from the...
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Combining sensometric and optometric tests and analyses
Králik, Roman ; Antoch, Jaromír (advisor) ; Pešta, Michal (referee)
In this research, we embarked on an in-depth exploration to discern the moderately damaged beer from its pristine counterparts by non-professional consumers in a controlled social setting. The approach adopted was underpinned by the application of rigorous sta- tistical testing methodologies, with an underlying potential for further refinement to yield enhanced insights. Crucially, the study identified that the outcomes could be skewed by phenomena such as taster fatigue and the saturation of ambient air with light-struck odours, thereby necessitating their consideration. It occurs even though tests were taken in spacious, well ventilated, room and each taster had enough, 3 meters at least, space around him. The research innovatively combines the optometric measurements of beer samples' absorption with the findings from structured tastings, enabling assumptions to be made about the absolute threshold of beer damage that a statistically significant number of tasters is able to reliably detect. For Pilsner Urquell, the threshold of percep- tible damage was delineated to be in excess of 0.067 absorption units (a.u.). For Excel- lent 11ř, the damage threshold was calculated to fall within the range of 46 to 67 thou- sandths of absorption units (a.u.). When we compared results divided by gender, we concluded...
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Between Global Ambitions and Economic Pragmatism: Czechoslovak Experts in Angola and Mozambique in the Cold War
Menclová, Barbora ; Kolenovská, Daniela (advisor) ; Koura, Jan (referee) ; Pešta, Mikuláš (referee)
In the mid-1970s, the Soviet Union and its allies, strengthened by the Helsinki Conference's success and the United States' international weakening after the defeat in Vietnam, launched a new global offensive. One of their priorities became cooperation with the newly established states in Sub- Saharan Africa - Angola and Mozambique. In addition to continued military support, the Eastern Bloc states invested in their industrialization, agriculture, and key infrastructure, which were supposed to contribute to the development of both states. In the case of Czechoslovakia, like other European socialist countries, sending experts to Angolan and Mozambican factories and other institutions became part of its foreign policy. By the end of the Cold War, several hundred Czechoslovak citizens had gained work experience in Angola and, later, Mozambique. The aim of the dissertation dealing with this key Czechoslovak foreign policy strategy in the broader Cold War context is to contribute to the current academic discussion on the forms of socialist globalization and the approach of the East to the Global South in the late Cold War. Based on the archival documents and interviews with witnesses, it explores Czechoslovakia's intentions in pursuing its expertise in these Lusophone countries after 1975. Further, it...
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