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Variance and Covariance Analysis with an application to financial data
Hájková, Anna ; Zichová, Jitka (advisor) ; Hudecová, Šárka (referee)
This Bachelor Thesis is dedicated to analysis variance and co- variance with and application to financial data. The aim of this thesis is to inform about multidimensional ANOVA and to show its connection with one- dimensional ANOVA, which is a part of standart statistical textbooks. Other part describes the analysis of covariance. For the better understanding, most of methods are applicated to financial data in the program Mathematica 8.0 1
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Geometry of Linear Model
Línek, Vítězslav ; Hykšová, Magdalena (advisor)
The advantage of the geometric approach to linear model and its applications is known to many authors. In spite of that, it still remains to be rather unpopular in teaching statistics around the world and is almost missing in the Czech Republic. In this work, we use geometry of multidimensional vector spaces to derive some well-known properties of the linear model and to explain some of the most familiar statistical methods to show usefulness of this approach, also known as "free-coordinate". Besides, historical background including selected results of R. A. Fisher is briefly discussed; it follows that the geometry approach to linear model is justifiable from the historical point of view, too. Powered by TCPDF (www.tcpdf.org)
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Tilt sensors
Hájek, Tomáš ; Caha, Luděk (referee) ; Beneš, Petr (advisor)
The topic of the Bachelor's thesis are MEMS sensors of inclination, which find their use inside integrated circuits, equipment of aerospace and automobile industry, but also in ordinary electrical appliance. The work serves the reader to build a grasp over production, usage, basic principles. Finally, it offers an overview of sensors to ease the orientation on the market. The design of the physical model, which can be used to prevent the sensor from apperance of mathematical errors, is tested in the practical part.
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Utilization of linear programming in the portfolio optimization
Baloun, Daniel ; Charvát, Karel (advisor) ; Skočdopolová, Veronika (referee)
Many people are thinking about where to invest their funds, however, they have only limited information and are unable to optimize their portfolio. A large proportion of them would like to invest in bonds, but almost no one has complete information about all states bonds. This bachelor thesis provides an overview of bonds of particular states. Within the bachelor thesis a model was created that focuses on optimization of bonds purchase. The model takes into account the profitability, risk and preferences of the investor. An application was created as a part of this bachelor thesis and can be found at the enclosed CD. It allows the investor to use the model without the knowledge of MPL and deeper knowledge of MS Excel. The application have been developed using MS Excel and system to support MPL.
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