|
|
Monte Carlo method and its usa in finance
Košina, Martin ; Hejdová, Martina (advisor) ; Stecenková, Marina (referee)
The aim of the thesis is the description of the Monte Carlo simulation method, which in recent decades are very popular in many scientific fields. Nowadays various statistical surveys, analysis and information processing are similar statistical methods very significant. The theoretical part of the paper firstly describes the general simulation models because of their solutions with similar methods such as Monte Carlo, are often used. The following are typical examples of the historical method, its description and usage. The practical part of the thesis deals with the management of risk in finance and the possible application of the Monte Carlo in determining the level of risk Value at Risk. This rate is modern and globally used tool in the management of market risk. The practical part is about the calculation of the extent of the price index PX , which is the official index of the Prague Stock Exchange.
|
|
|
Hypothesis testing in marketing research
Cihlář, Martin ; Vild, Jiří (advisor) ; Stecenková, Marina (referee)
My thesis deals with hypothetical tests in marketing research that are used mainly for evaluating survey research. At the beginning of the thesis I shortly describe the marketing research and it's process. In the next chapter I deal with data and their editing for analysis, afterwards in the third chapter I explain basic hypothesis descriptions. In this chapter examples, that are calculated either without software or with the SPSS version 18. In case I use the SPSS program I will be described the input process.
|
|
|
Self service BI in the marketing department of a telecommunications company
Prchal, Tomáš ; Pour, Jan (advisor) ; Stecenková, Marina (referee)
This bachelor thesis describe ways of dealing with self-service business intelligence in the marketing department of a telecommunications company. The main objective of this thesis is to introduce technologies for self-service business intelligence, which are part of the program Microsoft Excel 2013 and demonstrate their potential use for the needs of the marketing department. The first part describe the theoretical side of the business intelligence with the division on the classic approach and on self-service. It is later complemented by the introduction of tools for self-service business intelligence contained in Excel. The second part is devoted to practical solutions. Firstly, dimensional model of the available data and secondly, build self-service solutions using the tools in Excel. These are the PowerPivot and Power Query, which is used primarily for the acquisition and management of source data, but also offer a basic visualization. For outputs are then used tools Power View, which allows a clear view of the required information and add-on PowerMaps, which displays the source data on a map. The output is then specific self-service solutions created according to specifications from employees of the marketing department, showing the required information through self- service tools.
|
|
|
Comparisons of discriminant analysis and classification trees
Dlabač, Jaroslav ; Vilikus, Ondřej (advisor) ; Stecenková, Marina (referee)
This bachelor thesis compares two methods to discrimination and classification of data in multivariate statistics analysis. While discriminant analysis represents the classical statistical method for discrimination and subsequent classification data method, CART is a new procedure in data-minig, which uses artificial intelligence. The first half of this work is devoted to theoretical description and comparison of these two methods. The second half is the demonstration of both methods on practical example. At the end, the results of both methods are compared and evaluated.
|
|
|
Comparison of selected classification methods for multivariate data
Stecenková, Marina ; Řezanková, Hana (advisor) ; Berka, Petr (referee)
The aim of this thesis is comparison of selected classification methods which are logistic regression (binary and multinominal), multilayer perceptron and classification trees, CHAID and CRT. The first part is reminiscent of the theoretical basis of these methods and explains the nature of parameters of the models. The next section applies the above classification methods to the six data sets and then compares the outputs of these methods. Particular emphasis is placed on the discriminatory power rating models, which a separate chapter is devoted to. Rating discriminatory power of the model is based on the overall accuracy, F-measure and size of the area under the ROC curve. The benefit of this work is not only a comparison of selected classification methods based on statistical models evaluating discriminatory power, but also an overview of the strengths and weaknesses of each method.
|
|
|
state energy conceptions
Stecenková, Marina ; Antoš, Ondřej (advisor) ; Loužek, Marek (referee)
This study deals with situation on energy market of the Czech Republic in aggregate view. There is a common trend of growing dependence on imported energy base materilas into Czech Republic and their growing prices and on the other hand growth of the energy consumption. The study reports historical evolution and trends upon a Czech energy sector after 1990 in wider contaxt including liberalisation of the market for consumers. The selected state instruments, such as state energy conceptions, EU structural funds subventions, renewables legislation and role of the energy savings viewed by state, are analyzed.
|
guest ::
