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Inventory Management System
Reif, Luděk ; Klapka, Jindřich (referee) ; Šeda, Miloš (advisor)
My thesis involves in characteristics and implementation of inventory management system. Theoretical part contains particular systems, both deterministic and stochastic. Several examples are used for implementation, which are then algorithmized. Trivial equations are used in deterministic systems. In stochastic systems I used an element of randomness, which is simulated by pseudo random number generator. The result is a complex computer program, in which there is possible to evaluate all models mentioned here, with their own input values. The program then yields both numerical values and graphical output.
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Measurement of network traffic at access point
Novák, Ondřej ; Škorpil, Vladislav (referee) ; Molnár, Karol (advisor)
This master’s thesis focuses on the issue of measurement of parameters of network traffic of wired and wireless networks. The first part theoretically describes SNMP protocol and application interface API, that form the basis for acquiring and evaluating data. The next section describes known MIKROTIK platform and software solutions for the alternative possibility of implementing a new feature. The last part closely describes the created application. It is a simple information system, whose task is to get information and evaluate it using the known functions. The conclusion of the work is a few tests of this application, assessing the real operation.
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Testing the success of technical analysis on the currency pair GBP/USD
Hubáček, Tomáš ; Vejmělek, Jan (advisor) ; Šíma, Ondřej (referee)
The aim is to build a business strategy that can be used for trading on the forex market. Success in the forex market is connected through understanding basic rules and terms. The main part is devoted to technical analysis, which is one of the oldest and quite popular views with examining the situation on the FX market. Technical analysis includes price action or indicators approach. The practical part describes step by step how to build a business strategy. It includes how to choose broker, timing, money management and the definition of entry and exit trades. Successfully prepared strategy is tested on real historical data. In conclusion, there is a business analysis and presentation of results.
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Stochastic methods in portfolio management
Vacek, Vladislav ; Radová, Jarmila (advisor) ; Burešová, Jana (referee)
From the beginning of 20th century many studies proved randomness in price evolution of investment instruments. Therefore models respecting this randomness must be used in portfolio management. This thesis' aim is to provide basic theory regarding some of the stochastic methods and show their practical use in real situations.
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Valuation of options with stochastic volatility
Duben, Josef ; Málek, Jiří (advisor) ; Hudec, Patrik (referee)
The thesis is dealing with option pricing. The basic Black-Scholes model is described, along with the reasons that led to the development of stochastic volatility models. SABR model and Heston model are described in detail. These models are then applied to equity options in the times of high volatility. The models and their application are then evaluated.
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