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Application of Monte Carlo simulations in banking
Boruta, Matěj ; Teplý, Petr (advisor) ; Fučík, Vojtěch (referee)
Currently, banking is exposed to huge market risks. One of those risks is occurrence of negative interest rates in the EU. Nowadays, it is important to use sophisticated and modern measurement tools and approaches to measure and manage banking risks. One of those methods is Monte Carlo simulation. This bachelor thesis is aimed at analysis and prediction of 3-month maturity Prague Interest Offer Rate (PRIBOR) for 3, 6 and 12 months with using Monte Carlo simulations. It was found that this method is suitable for prediction market variables with low volatility. If anybody uses this method, it is necessity to have in mind all pitfalls and assumptions, that this method includes, as an adequate random generated number of scenarios, approximation of correct probability distribution, independence of dataset and not least, as far as possible, to focus on factors generating randomness of market variable and not the prices, that express rather consequences of randomness than its cause. Further, the Monte Carlo prediction was compared with prognosis of the Czech Nation Bank and it was found that Monte Carlo prediction is more accurate for short term predictions. 12-month prediction of Monte Carlo simulation discovered also possible occurrence of negative interest rate at 0,05% level of probability in compare to the Czech National Bank prognosis, where was no negative interest rate predicted.
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A Comparison of Preconditioning Methods for Saddle Point Problems with an Application to Porous Media Flow Problems
Axelsson, Owe ; Blaheta, Radim ; Hasal, Martin
The paper overviews and compares some block preconditioners for the solution of saddle point systems, especially systems arising from the Brinkman model of porous media flow. The considered preconditioners involve different Schur complements as inverse free Schur complement in HSS (Hermitian - Skew Hermitian Splitting preconditioner), Schur complement to the velocity matrix and finally Schur complement to a regularization block in the augmented matrix preconditioner. The inverses appearing in most of the considered Schur complements are approximated by simple sparse approximation techniques as element-by-element and Frobenius norm minimization approaches. A special interest is devoted to problems involving various Darcy, Stokes and Brinkman flow regions, the efficiency of preconditioners in this case is demonstrated by some numerical experiments.
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Interpersonal relationship development between children's nurse and mother in the neonatology department by means of the H. E. Peplau model
AMBROŽOVÁ, Helena
The dissertation objective on the theme {\clqq}Interpersonal relationship development between children's nurse and mother in the neonatology department by means of the H. E. Peplau model`` is to chart individual phases utilization in the process, professional relationship development between children´s nurse and mother according to the H. E. Peplau model. Further through created documentation to find out differences at the approaches during professional relationship connecting between children´s nurse and mother in the neonatology department in the Hospital JSC in České Budějovice. To meet these objectives the dissertation is divided into theoretical part which focuses on differences at the care of developed and underdeveloped infant, nursing model H. Peplau including its application into practice. The second, practical part is divided into quantitative and qualitative parts. The quantitative part concentrates on factors finding out which influence professional relationship between children´s nurse and mother in compliance with the H. E. Peplau model and concurrently specifies individual nurse roles changing during professional relationship children´s nurse and mother. The data of the quantitative research part have been learned by means of questionnaire disquisition. By the dissertation results summarizing I found out facts regarding H. E. Peplau model individual phases utilization at the children nurse {--} mother relationship establishing in neonatology. Hypothesis 1 {\clqq}Children nurses with own children establish faster the professional relationship with mother`` {--} has come true. Hypothesis 2 {\clqq}Children nurse practice length influences the ability to establish the professional relationship with mother`` {--} has come true. Hypothesis 3 {\clqq}Children nurses undertake the role of the mentor in most cases`` {--} hasn´t come true. The data of the qualitative research part were identified by observation, conversation with children nurse, creating of the documentation own proposal at the mothers of prematured children hospitalized by ROOM IN system and its application in practice. Mothers were divided into two groups, the common way of the interpersonal relationship establishing with mother was used in the first group, the way of the interpersonal relationship establishing with mother according to the H. E. Peplau model was applied in the second one. At the quasiexperiment it has been identified the interpersonal relationship establishing with mother proceeds better at the nursing H. E. Peplau model utilisation. The dissertation knowledge can be partly utilised by neonatology department of the Hospital JSC in České Budějovice, in particular by children nurses to master the abilities for professional relationship establishing with mother and to provide subsequently mother and child with the complex nursing care. Further to students and other interested people in this issue.
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STRAIN ENGINEERING OF THE ELECTRONIC STRUCTURE OF 2D MATERIALS
del Corro, Elena ; Peňa-Alvarez, M. ; Morales-García, A. ; Bouša, Milan ; Řáhová, Jaroslava ; Kavan, Ladislav ; Kalbáč, Martin ; Frank, Otakar
The research on graphene has attracted much attention since its first successful preparation in 2004. It possesses many unique properties, such as an extreme stiffness and strength, high electron mobility, ballistic transport even at room temperature, superior thermal conductivity and many others. The affection for graphene was followed swiftly by a keen interest in other two dimensional materials like transition metal dichalcogenides. As has been predicted and in part proven experimentally, the electronic properties of these materials can be modified by various means. The most common ones include covalent or non-covalent chemistry, electrochemical, gate or atomic doping, or quantum confinement. None of these methods has proven universal enough in terms of the devices' characteristics or scalability. However, another approach is known mechanical strain/stress, but experiments in that direction are scarce, in spite of their high promises.\nThe primary challenge consists in the understanding of the mechanical properties of 2D materials and in the ability to quantify the lattice deformation. Several techniques can be then used to apply strain to the specimens and thus to induce changes in their electronic structure. We will review their basic concepts and some of the examples so far documented experimentally and/or theoretically.
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The role of the nurse is to aid in the improvement of the quality of life for children who have been through meningitis
ŠPAČKOVÁ, Jana
The role of the nurse is to aid in the improvement of the quality of life for children who have been through meningitis. In recent years, the issue of quality of life has become of interest in many disciplines and the general public. In health care, the quality of life is known as HRQoL - Health Related Quality of Life - loosely translated as ?the quality of life related to health?. The term of ?diagnostic quality of life in children and adolescents? is primarily used for the area of professional health care and it is an important indicator of disease severity and the outcomes of provided care. The objective of this thesis was to assess the quality of life of children who have been through meningitis, to identify the main areas in which the quality of life of these children is reduced, and to suggest nursing interventions aimed at improvements. The data collection took place in the period November 2009 - June 2010 at the Clinic for Childhood Infectious Diseases, University Hospital Brno. A qualitative research used the technique of studying written documents and, subsequently, non-standardized in-depth interviews with respondents were carried out. Prior the beginning of the qualitative survey, five research questions were established. Question 1: What kind of care and what interventions do children expect from nurses? Question 2: What kind of care and what interventions do parents expect from nurses? Question 3: How to evaluate subjectively the quality of children?s? life after meningitis as compared to the state prior the disease? Question 4: How do parents see the quality of life of their child after meningitis as compared to the state prior the disease? Question 5: In which areas is the quality of children?s life reduced most? Question 6: What nursing interventions can help nurses to improve the children?s lives? All of the questions were answered using a quantitative research method involving a standardized questionnaire named ?HEALTH AND SATISFACTION QUESTIONNAIRE?. This questionnaire is used in the project ?QOLOP? ? Quality of Life Longitudinal Study of Paediatric Oncology Patients. Hypothesis H 1 was defined prior the start of the quantitative research: The quality of life of children who have been through meningitis is lower than in healthy children. This hypothesis was not confirmed. It is clear, from what has been mentioned above, that the objective of this thesis has been met. This project will be useful in practice. The generated ?Algorithm of Initial Care for a Child with Meningitis? and ?Subsequent Care of a Child with Meningitis? should help nurses orientate and identify the basic needs of children with this disease. Moreover, this thesis can be used as a theoretical basis for the education of nursing students.
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San Minn (or) An Artist who prefer creating and paintings than his life
Zeya, Pyin Nyar ; JANEČEK, Vít (advisor) ; VOJTĚCHOVSKÝ, Miloš (referee)
No one can control a painter artist’s freely thoughts and ideas and although his paintings were under the high pressure and banned by force, the artistic value of his materials never go down. So that I am writing this paper.
He, San Minn has broken out the mainstream of Burmese painting field, he never made business paintings as well. He keeps his belief on the art of paints and he is always finding for the new way to make his paintings. His materials are very different from other Burmese painter artists’ materials. His style is unique in Burmese paintings. So I can get a chance to study of his style, ideas, ways of thinking and his determination on the art works.
My paper can show a painter artist’s life who grew up under the military rule for 50 years and the situation and history of Burmese painting field. Then not only people who are studying the painting subject, but also other people can know about the subject of Burmese painting and field of artists. I dare say that my paper must be colorful and fruitful.
As a painter artist, it seems that he wants his audience to feel his materials but he rare to show his real life behind the pictures. For me, I can get a chance to know about his real life for my thesis paper.
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Thesis Statement
My thesis can be useful for everybody who is interested in Burmese contemporary art field.
This is the biggest chance to read about one of the most famous, important and significant artists and art movements of Burma. His paintings are reflecting his journey through over 40 years of censorship, but he was not afraid to tackle political and social issues.
Many of San Minn's art works are based on autobiographical, making sharp social commentary on the popular culture, social values and scenario circumstances where he has lived in.
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Common features of movies integrating the theater phenomenon into their narrative and stylistic structure
Merková, Hana ; JAŘAB, David (advisor) ; Havas, David (referee)
The subject of this bachelor thesis is the common features of foreign and czech movies integrating theater phenomenon into their narrative and stylistic structure. For better explanation, firstly, the forms, which are not included in the area of interest are described- the audiovisual record of theater performance, film adaptation of dramatic play, or insertion of theater performance into the movie content. In following chapters, three different movie examples working with theater in their structure are being described and analysed. Then, thesis is trying to find the reasoning for the usage of two different mediums and their mutual comunication as a principle of autorship. Finally, thesis is trying to summarize common thematic and formal characteristics of chosen movies.
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Global Economy Outlook - December 2016
Česká národní banka
Global Economic Outlook presents the regular monthly overview of recent and expected developments in selected territories, focusing on key economic variables: inflation, GDP growth, leading indicators, interest rates, exchange rates and commodity prices. In this issue, we also focus on a major phenomenon of the day: the migration of people into Europe, and Germany in particular. In this context, we present an analysis of the effect of the increased number of refugees on the German labour market. We show, among other things, that the incoming migrants will be far from enough to cover the demand for labour in Germany and also that they will compete more with workers arriving in search of jobs in Germany from Central and Eastern European countries than with German citizens.
Fulltext:  PDF; PDF
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Global Economy Outlook - November 2016
Česká národní banka
The November issue of Global Economic Outlook presents the regular monthly overview of recent and expected developments in selected territories, focusing on key economic variables: inflation, GDP growth, leading indicators, interest rates, exchange rates and commodity prices. In this issue, we also focus on the relationship between the Brent crude oil price and the US dollar exchange rate over the last ten years. The results show that the inverse relationship between the Brent price and the nominal effective exchange rate of the dollar still applies, helping dampen fluctuations in the dollar price of oil in “non-dollar” economies.
Fulltext: PDF; PDF
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Global Economy Outlook - October 2016
Česká národní banka
The October issue of Global Economic Outlook presents the regular monthly overview of recent and expected developments in selected territories, focusing on key economic variables: inflation, GDP growth, leading indicators, interest rates, exchange rates and commodity prices. In this issue, we focus in detail on the industrial producer price index (PPI), which, alongside the consumer price index (CPI), is a key indicator of inflation on the production side of the economy. We also explain the specifics of the PPI, especially in the EU, and present a model simulation indicating the sensitivity of the PPI to a change in oil prices.
Fulltext: PDF; PDF
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