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Optimization and stress tests
Fašungová, Diana ; Dupačová, Jitka (advisor) ; Kozmík, Václav (referee)
Title: Optimization and stress tests Author: Diana Fašungová Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Jitka Dupačová, DrSc., Department of Probability and Mathematical Statistics Abstract: In the thesis we apply contamination technique on a portfolio optimiza- tion problem using minimization of risk measure CVaR. The problem is considered from a risk manager point of view. We stress correlation structure of data and of revenues using appropriately chosen data for this kind of problem and for ge- nerated stress scenarios. From behaviour of CVaR with regard to contamination bounds, we formulate recommendations for the risk manager optimizing his port- folio. The recommendations are interpreted for both types of stress scenarios. In the end, limitations of the model and possible ways of improvement are discussed. Keywords: contamination bounds, stress tests, portfolio optimization, risk mana- gement
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Java Collections Performance Testing on Multicore Systems
Husar, Martin ; Müller, Petr (referee) ; Letko, Zdeněk (advisor)
This thesis deals with Java collections performance testing on multicore systems. The aim of the work is studying of core collections contained in Java Collection Framework and studying also some other collections from package java.util.concurrent and third-party project known as Javolution. The task was to suggest appropirate performance test for these collections and create based on its results a comparison. Afterwards the basic solution is an implementation of suggested tests in Java programming language and evaluation of achieved results.
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Video on Demand Protocols Testing using Apache JMeter
Srnec, Tomáš ; Smékal, David (referee) ; Číka, Petr (advisor)
The master’s thesis deals with testing the application protocol HLS and RTSP in JMeter program. The aim of this thesis is to design and implement a test modules for both protocols, which will perform stress tests. The first part of thesis describes the types of stress tests, JMeter program for performance testing and video on demand services. Next chapter describes selected protokols, especially HLS and RTSP, which are used in this thesis. The practical part contains the design and implementation of test modules including test plans. Finally, the results are processed and commented.
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Running training of triathlete
Řehák, Martin ; Kaplan, Aleš (advisor) ; Červinka, Pavel (referee)
Title: Running training of triathlete Student: Martin Řehák Supervisor: PhDr. Aleš Kaplan, Ph.D. Aims: The aim of this bachelor thesis is to study the professional publications, training documents, methodological texts and subsequent preparation of scoping study about the topic running training of triathlete. Methodology: The creation of this bachelor thesis was used scoping study, which was created based on analysis of the available professional literature, training documents and articles from many information sources including scientific electronic bibliographic databases. Results: Study more than fourty different literary sources and creating this final work with shape of scoping study is a comprehensive text, summarizing the scattered information on the topic running training of triathlete, from witch it follows that in a methodical concept do not differ a preview of the running training by the authors of older publications and contenporary authors, who profess modern aproaches. Also showed that inexpert and free accessible training plans from internet sources are useless for use in the practice training of amateur athletes. Key words: Triathlon, running, running training, technique of running, diagnostics analysis of running, triathlon training, sport training, performance diagnostics, running...
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Stress tests conducted by Czech National Bank and market risk modelling in big Czech banks
Fedynets, Yuriy ; Šedivý, Jan (advisor) ; Dvořák, Michal (referee)
This bachelor thesis deals with bank stress testing practices and risk modelling, risk measurement and risk management in banking sector. The theoretical part is focused on definition and description of different types of market risk, models and instruments used for their measurement, regulation, explanation of the nature of stress tests and their further classification. Output of the practical part includes analysis of stress tests conducted by Czech National Bank in recent years and their comparison with reality, replication of VaR calculation of the foreign exchange instruments of the real banking portfolio and measurement of the impact of the adverse market events on the banks financial situation.
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An analysis of the stress testing methodology in accordance with IMF
Vrška, Vratislav ; Blahová, Naďa (advisor) ; Marková, Jana (referee)
This master's thesis is focused on the issues of stress testing in the context of financial stability. It consists of two major parts. The first part deals with methodology of general stress tests with special regard to stressed indicators and relevant risks. In the second part, the difficulties and shortcomings of general stress tests are analysed with respect to the dynamic expansion of financial instruments and markets. A special attention is paid to integrate liquidity risk and contagion risk into the current stress testing framework. Furthermore, the alternative instruments for increasing the complexity of banks financial soundness analysis are presented. It can be said that the system of financial stability analysis before the crisis was not sufficient because it did not reflect on all risk exposures. The main contribution of this thesis is the organized presentation of possible solutions which would help to enhance the quality of stress testing outputs and to a certain extent unify these outputs as well.
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Development of the household indebtedness in the Czech Republic
Nováková, Kamila ; Blahová, Naďa (advisor)
Bachelor thesis deals with the development of the household indebtedness in the Czech Republic between 2007 and 2016. The aim of the work is to describe indebtedness and its causes, types of loans and types of institutions providing loans. Furthermore, this thesis is focused on changes that were introduced by the new Consumer Credit Act. The thesis also focuses on the situation in the area of enforcement proceedings and on the changes that can be brought by the amendment to the Insolvency Act. The thesis describes the methodology and results of household stress tests performed by the Czech National Bank. Practical part of the thesis includes description of the development of the household indebtedness and its dependence on the inflation rate, the unemployment rate and the average gross wage. Furthermore, the work describes the situation in the area of enforcement proceedings in individual regions. The conclusion includes the evaluation of the work.
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The impact of training process on the stress tests results of women cross country skiing representation.
Fusková, Dana ; Hráský, Pavel (advisor) ; Heller, Jan (referee)
Title: The impact of training process on the stress tests results of women cross country skiing representation. Aim: The aim of this thesis is the comparison of the results of stress tests carried out preparatory period before and after the preparation period and whether the results were influenced by the applied training process. Methods: In this thesis was used background research of professional publications, content analyzes of documents and comparison of the results of stress tests and consultations with coaches and professionals who deal with cross-country skiing and stress tests issues. Results: The results of functional exercise diagnostic in test with the running ergometer showed positive effects of the training process on the stress test results after the preparatory period. Keywords: stress tests, laboratory conditions, stress, training, national team representants
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The importance of stress testing in freediving.
Bachura, Lubomír ; Vondrášek, David (advisor) ; Bažant, Filip (referee)
Title: The importance of stress testing in freediving. Objectives: The aim of this work is to choose the most appropriate stress tests in freediving collected from specialized literature, personal experience and from freedivers. Methods: The main methods were compilation to gathering studying resources, summary and organization of sources and nonformal interview with specialists from freediving. Keywords: Freediving, stress testing, performa
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