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Use of Twitter by Czech Companies
Škramlík, Robert ; Jandoš, Jaroslav (advisor) ; Kafka, Daniel (referee)
Companies constantly seek for new opportunities how to get closer to their customers and one of the actual way leads through social media. In this bachelor thesis, I am going to cover the environment of Twitter. Theoretical part of the work is focused on concept of Twitter, its potential for business activities and introducing tools for extending Twitter experience. In practical part, I am analyzing an actual use of Twitter by czech companies, especially their timelines.
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Model of the stock market and financial crisis
CHAJMOVÁ, Naděžda
The aim was to determine the behavior of time series of selected indices. On these indices, I sought structural changes and breakpoints. Then I found the breaking point by fixed periods of time series and regression using lieární estimate their parameters. By exponential smoothing, I identified the prediction index.
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Wavelet Transform and its Application in the Analysis of Economic and Financial Time Series
Bašta, Milan ; Arlt, Josef (advisor) ; Málek, Jiří (referee) ; Mareš, Milan (referee)
The thesis deals with a brief compilation of the theory of Fourier transform, linear filtration and a triad of wavelet transforms -- the maximal overlap discrete wavelet transform (MODWT), the discrete wavelet transform (DWT) and the continuous wavelet transform (CWT). These transforms are among others applied to the analysis of the time-varying character of variability in the time series, to the detection of events of significant changes of variability, to the removal of noise in the time series (denoising) and to the time-scale analysis of the relationship of two time series. The analyzed time series used in this thesis are the logarithm of the Garman-Klass estimate of the historical volatility, the time series of stock returns and the logarithm of the monthly inflation rate. In some cases artificial time series are analyzed. The procedures and methods introduced in the thesis might be well implemented in the analysis of other economic and financial time series. The contribution of the thesis is a brief and easy-to-use compilation of the wavelet theory and the application of the wavelet transform to such financial and economic time series, where such an analysis tool has never been applied before. New insights into the properties of time series are thus obtained, insights, which might be hardly recovered by traditional means and methods.
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Comparison of statistical software for demographical data analysis
Tůmová, Pavla ; Löster, Tomáš (advisor) ; Hulíková Tesárková, Klára (referee)
The objective of this thesis is to point out to possibilities of how to process demographic data using several statistical software systems. Programs with different approach to data processing and analysis have been chosen on purpose. The thesis is divided into three parts. The first one is theoretical. Terms and methods that have been used in the thesis are explained here and there is also an introduction to the Microsoft Office Excel, SAS and Matlab software. Second part maps sources of demographic data, attends to data formats and explains their usage and advantages. In the third part, selected tasks that are likely to encounter in demography are presented. They have been chosen so that they examine the programs from various views such as transparency, range of choice of statistical functions, ability to create graphical outputs etc. A general procedure, evaluation, output comments and own code implementation (if the functions are not integrated) are introduced for each of the tasks. In my thesis I focused mostly on the question of choosing proper software for demographic data analysis.
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Analysis of selected commodities from investor's point of view
Škultéty, Daniel ; Trešl, Jiří (advisor) ; Václavík, Tomáš (referee)
The purpose of this thesis is to analyze investment options into wheat, corn and rice futures throughout different time horizons. Mostly we use daily closing prices for the last fifteen years. General knowledge of the field in context of nowadays is required to perform such an analysis. To achieve our goals we use technical analysis, time series analysis and we discuss the fundaments of price movements. Contribution of this thesis can be summed as presenting the basic tools of technical analysis in real world, presenting the fundamentals of price movements in one place and practical application of time series analysis on futures prices. By doing so we can confirm that random walk thesis is not unsubstantial but cannot be generalized for all instruments and periods of capital market.
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