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Míry podobnosti pro nominální data v hierarchickém shlukování
Šulc, Zdeněk ; Řezanková, Hana (advisor) ; Šimůnek, Milan (referee) ; Žambochová, Marta (referee)
This dissertation thesis deals with similarity measures for nominal data in hierarchical clustering, which can cope with variables with more than two categories, and which aspire to replace the simple matching approach standardly used in this area. These similarity measures take into account additional characteristics of a dataset, such as frequency distribution of categories or number of categories of a given variable. The thesis recognizes three main aims. The first one is an examination and clustering performance evaluation of selected similarity measures for nominal data in hierarchical clustering of objects and variables. To achieve this goal, four experiments dealing both with the object and variable clustering were performed. They examine the clustering quality of the examined similarity measures for nominal data in comparison with the commonly used similarity measures using a binary transformation, and moreover, with several alternative methods for nominal data clustering. The comparison and evaluation are performed on real and generated datasets. Outputs of these experiments lead to knowledge, which similarity measures can generally be used, which ones perform well in a particular situation, and which ones are not recommended to use for an object or variable clustering. The second aim is to propose a theory-based similarity measure, evaluate its properties, and compare it with the other examined similarity measures. Based on this aim, two novel similarity measures, Variable Entropy and Variable Mutability are proposed; especially, the former one performs very well in datasets with a lower number of variables. The third aim of this thesis is to provide a convenient software implementation based on the examined similarity measures for nominal data, which covers the whole clustering process from a computation of a proximity matrix to evaluation of resulting clusters. This goal was also achieved by creating the nomclust package for the software R, which covers this issue, and which is freely available.
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Use of Interest Rate Models for Interest Rate Risk Management in the Czech Financial Market Environment
Cíchová Králová, Dana ; Arlt, Josef (advisor) ; Cipra, Tomáš (referee) ; Witzany, Jiří (referee)
The main goal of this thesis is to suggest an appropriate approach to interest rate risk modeling in the Czech financial market environment in various situations. Three distinct periods are analyzed. These periods, which are the period before the global financial crisis, period during the financial crisis and in the aftermath of the global financial crisis and calming subsequent debt crisis in the eurozone, are characterized by different evaluation of liquidity and credit risk, different relationship between financial variables and market participants and different degree of market regulations. Within this goal, an application of the BGM model in the Czech financial market environment is crucial. Use of the BGM model for the purpose of predicting a dynamics of a yield curve is not very common. This is firstly due to the fact that primary use of this model is a valuation of interest rate derivatives while ensuring the absence of arbitrage and secondly its application is relatively difficult. Nevertheless, I apply the BGM model to obtain predictions of the probability distributions of interest rates in the Czech and eurozone market environment, because its complexity, direct modeling of a yield curve based on market rates and especially a possibility of parameter estimation based on current swaptions volatilities quotations may lead to a significant improvement of predictions. This improvement was also confirmed in this thesis. Use of swaptions volatilities market quotations is especially useful in the period of unprecedented mone- tary easing and increased number of central banks and other regulators interventions into financial markets that occur after the financial crisis, because it reflects current market expectations which also include future interventions. As a consequence of underdevelopment of the Czech financial market there are no market quotations of Czech koruna denominated swaptions volatilities. I suggest their approximations based on quotations of euro denominated swaptions volatilities and also using volatilities of koruna and euro forward rates. Use of this approach ensures that predictions of the Czech yield curve dynamics contain current market expectations. To my knowledge, any other author has not presented similar application of the BGM model in the Czech financial market environment. In this thesis I further predict a Czech and Euro area money market yield curve dynamics using the CIR and the GP models as representatives of various types of interest rates models to compare these predictions with BGM predictions. I suggest a comprehensive system of three criteria, based on comparison of predicti- ons with reality, to describe a predictive power of selected models and an appropria- teness of their use in the Czech market environment during different situations in the market. This analysis shows that predictions of the Czech money market yield curve dynamics based on the BGM model demonstrate high predictive power and the best 8 quality in comparison with other models. GP model also produces relatively good qua- lity predictions. Conversely, predictions based on the CIR model as a representative of short rate model family completely failed when describing reality. In a situation when the economy allows negative rates and there is simultaneously a significant likelihood of their implementation, I recommend to obtain predictions of Czech money market yield curve dynamics using GP model which allows existence of negative interest rates. This analysis also contains a statistical test for validating the predictive power of each model and information on other tests. Berkowitz test rejects a hypothesis of accurate predictions for each model. However, this fact is common in real data testing even when using relatively good model. This fact is especially caused by difficult fulfilment of test conditions in real world. To my knowledge, such an analysis of the predictive power of selected interest rate models moreover in the Czech financial market environment has not been published yet. The last goal of this thesis is to suggest an appropriate approach to obtaining pre- dictions of Czech government bonds risk premium dynamics. I define this risk premium as a difference between government bond yields and fixed rate of CZK IRS with the same length. I apply the GP model to describe the dynamics of this indicator of the Czech Republic credit risk. In order to obtain a time series of the risk premium which are necessary for estimation of GP model parameters I firstly estimate yield curves of Czech government bonds using Svensson model for each trading day since 2005. Resulting si- mulations of risk premium show that the GP model predicts the real development of risk premiums of all maturities relatively well. Hence, the proposed approach is suitable for modeling of Czech Republic credit risk based on the use of information extracted from financial markets. I have not registered proposed approach to risk premium modeling moreover in the Czech financial market environment in other publications.
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Evaluation of chat bots
Hazdra, Jan ; Sigmund, Tomáš (advisor) ; Čermák, Radim (referee)
This thesis deals with the evaluation of theability of machines to imitate human behavior. Presents a brief history of the development on the field of artificial intelligence and intelligent machines, specifically chat botsand describes their evolution throughout the 20th century. It describes the most important features and building blocks of chat bots, including the most widely used programming languages for creating them.It also describes the theory of A. Turing, the test and the imitation game, on which is based methodology for evaluating chat bots. Then it also examines the criticism of the Turing's test by J. R. Searle's chinese room argument that is used for its better understanding and finding its boundaries. The work also describes H. Dreyfus's assumptions, which led to optimism in the late 90s in development in artificial intelligence and limits of artificial intelligence, on which he pointed out. The main objective is the metodology proposed in the second part, which is used for comparing selected chat bots and then used for their evaluation. Overall evaluation consists of evaluations in the sub-categories in which will be individual chat bots scored. The methodology is based on the Turing test, which slightly modifies, but also extends thanks to the ideas of other authors.
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Case Study - Divorce and its conditions
Kopecká, Veronika ; Spirit, Michal (advisor) ; Jansa, Viktor (referee)
This bachelor thesis centers around divorce issues and its circumstances, which is illustratively demostrated on a real life scenario. For meeting my aims, that is to introduce and characterise divorce as a phenomenon with huge amount of negative social-economical and social-psychological results including causes and mechanisms of divorced family and breakup of marriage, I used a literature that examines this area, followed by comparison of acquired data with a case study. In this thesis, an assumption of negative results of a divorce has been comfirmed, but so has the work of a state to effectively separate a married couple. The benefit of this thesis lies in an opportunity to get acquinted with requisities of a divorced marriage and should the reader be in similar situation when a divorce is imminent or planned for, he can take proper steps by familiarizing with circumstances and results of a divorce.
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Spain as a tourist destination
Zbořilová, Kristýna ; Abrhám, Josef (advisor) ; Havlíčková, Blanka (referee)
This Bachelor's Thesis deals with tourism in Spain. The topic is quite broad so the main aim of the thesis is to evaluate tourism in two significantly different regions - Andalusia and Basque Country. The first chapter defines terms related to tourism that are essential to coherently understand this thesis. For example, this part defines the term tourism and its typology. The second chapter focuses on tourism in all of Spain. In particular, Spain is described in terms of history and how tourism is evaluated. In addition, Spain's most attractive places are presented. The second to last, and final chapter are similar in structure in order to perform a comparison of the chapters. The first part of both chapters describes the regions. Then, tourism is evaluated by using statistics from incoming tourists. Finally, SWOT analysis is used to comprehensively evaluate the previously mentioned information.
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Pavement skid resistance and Skid Resistance Index
Nekulová, Pavla ; Šachlová, Zora (referee) ; Kudrna, Jan (advisor)
This diploma thesis deals with the relation between the longitudinal friction coefficient dependence on measuring speed and the value of road surface macrotexture MPD. Results of longitudinal friction coefficient and value of MPD measurement on 73 sections are included in this thesis. The results were compared by regression analysis and its outcome was used for determination of formula that enable calculation of longitudinal friction coefficient for any operating speed when longitudinal friction coefficient for 60 km/h and value of macrotexture are known. The evaluation scale for skid resistance index (SRI) was also determined in this thesis. It could be used for evaluation of skid resistance independently of the type of device used for friction coefficient measurement.
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Consumers protection during the process of contracting
Kakáčková, Tereza ; Švarc, Zbyněk (advisor) ; Kříž, Radim (referee)
The main purpose of diploma thesis - Consumers protection during the process of contracting - was to analyze the consumer protection legislation at national level and European level. Thesis deals with consumers protection during the process of contracting in Czech Republic with closer focus on distance contracts and off-premises contracts. The general part of thesis provides a comprehensive insight into the private, public and European regulation of consumer law, as well as it summarizes basic concepts and consumer contracts more in detail. Two chapters of the general part are devoted to the distance contracts and to the off-premises contracts. Analytical part of thesis is based on quantitative research made by me. These results are compared with the results of two European surveys (Eurobarometers). The aim of the research was to define the attitude of Czech consumers to the consumer law, protection of the consumer rights and also find out more about their approach within the distance contracts.
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Application of creditor´s claim in insolvency proceeding
Vyškovská, Vendula ; Hásová, Jiřina (advisor) ; Kříž, Radim (referee)
This diploma thesis deals with topic called Application of creditor´s claim in to the insolvency proceeding. Attention is paid on handling with this debt in the time between registration and review procedure, on which is this debt validated or rejected. This thesis is also focused on characteristics of each type of debt and their registration. The main focus of this thesis is on analysis of the topic - defects of registrations and its consequences on the creditors claim in insolvency proceeding. Part of this thesis is also detailed analysis of each disclaiming act and each person which can do this act. After that are studied consequences of these disclaiming acts. There is also compared current legislation with the old one and used jurisprudence for law interpretation.
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Turkey as a destination of international tourism
Kořínková, Kateřina ; Abrhám, Josef (advisor) ; Kalábová, Markéta (referee)
The subject matter of my research is Turkey as a destination of international tourism. The main aim of my diploma thesis is to assess the overall standing of Turkey as a destination on the international tourism market with respect to both positive and negative externalities. The first chapter is dedicated to a theoretical definition of international tourism including the conditions of its development. The second chapter presents basic information on Turkey, current economic situation and effects of tourism on Turkish economy. In the last chapter, an international comparison is made to analyse Turkish tourism itself.
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Czech administrative justice from the viewpoint of comparison with French and German system
Kukačová, Sára ; Matula, Miloš (advisor) ; Louda, Tomáš (referee)
Diploma thesis is devoted to the theme of Czech administrative justice, its current form and comparison with chosen models of European administrative justice, that is with French and German model. Goal of the thesis is on the basis of description and analysis of these models of administrative justice to get the comparison and evaluation of the differences and positive and negative elements of chosen models in relation to Czech system of administrative justice. The first part focuses on rather theoretical side and the introduction to this problem. Fundamental terms and characteristics are described and the concept of administrative justice is put to a broader scope. There is also mentioned the historical development of administrative justice in the Czech lands from year 1848 until the present day. The second part is devoted to the study of specific current legislation of chosen countries - Czech Republic, France and Germany. On this foundation is in the closing part accomplished the analysis and comparison of particular systems of administrative justice together with stating their mutual positives and negatives.
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