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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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Analysis of Financing Research and Development in the Czech Republic
Vacek, Jan ; Hnilica, Jiří (advisor) ; Sieber, Patrik (referee)
The topic of this bachelor Thesis is an Analysis of Financing Research and Development in the Czech Republic. Research and Development (R&D) plays an important role in improving the competitive ability of the Czech Republic, for it constitutes a source for increasing productivity, economic growth and employment. The results of R&D lead to creation of new products and services, which in return increases the quality of life of the Czech citizens. This bachelor thesis focuses on analysis of financing R&D in the Czech Republic. The objective is to find out who finances R&D in the Czech Republic, where do these funds go to, and what they are used on. This thesis also focuses on R&D employees and R&D departments in which they work. The bachelor thesis is concluded by comparison between the R&D data for Czech Republic and other countries form the Europian Union.
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Strategy of Corporate Social Responsibility in Hilton Worlwide company and its application in local conditions
Švábová, Kateřina ; Mokrejšová, Veronika (advisor) ; Filipová, Alena (referee)
This bachelor thesis focuses on strategy of corporate social responsibility (CSR) in company Hilton Worldwide. The bachelor thesis is divided into two parts. The theoretical part deals with concept of corporate social responsibility, with the philosophy of CSR, its history and the present. This part also defines key words related to corporate social responsibility like CSR, stakeholders, corporate philanthropy, sustainable development, business ethics and corporate citizenship. It also focuses on the important role of communication in general and also in CSR. The practical part introduces the concept and strategy of CSR in the company Hilton Worldwide. This part also presents hotels Hilton Prague and Hilton Prague Old Town and their activities within the CSR. SWOT analysis as strategy tool was used to evaluate the concept and communication of CSR in both hotels. The final results of analyses showed problems in internal and external communication. Based on results of SWOT analysis are suggested solutions and recommendations that should improve understanding and perception of CSR concept in both hotels, improve internal communication for employees, and use all modern communication tools and channels for communicating information about CSR activities. These measures will lead to increased loyalty and strengthening the company's competitiveness.
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Motivation and evaluation of empolyees
Sinkulová, Anna ; Legnerová, Kateřina (advisor) ; Šmíd, David (referee)
My bachelor thesis is focused on motivation and assessment of employees in the company. The aim of this thesis is to investigate the influence of team building and benefits on employees' motivation. Literature based theoretical part of my thesis describes and investigates the real meaning and purpose of motivation and basic motivational concepts. Furthermore, I outlined the basics behind employee benefits, team building and also stated the current given trends in these areas. The practical part is focused on benefit and workplace research and their impact on the general motivation to work and the relations between the employees of the Czechoslovak Commercial Bank (ČSOB). In order to collect the best results, I used the method of questionnaires. Respondents were asked to answer questions considering their satisfaction with the system of employee benefits and the importance of teamwork. Based on the survey results I propose certain changes that should lead to motivation improvement and better job performance.
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Optimalization of material flow in automotive industry
Kolář, Tomáš ; Jirsák, Petr (advisor) ; Vinš, Marek (referee)
This master thesis is focussed on optimalization of material flow in an automotive company. First part introduce theoretical background. Automotive industry and its actual trends on global markets. Follows short introduction of the company where project of this thesis was executed. Main theoretical part describes concept of lean management, its tools in practical examples, but it is also focussed on philosophical approach to the work and mindset of the company. Follows the aplication part based on theoretical background. The whole project of this master thesis is focussed on specific area called PC store. At first this area is showed in context of overall material flow. Shortly there are introduced processes and areas where full material packaging flows. Follows deeper analysis and optimalization of PC store itself. There are three approaches of stock and lead time reduction applied. Last part shows the comparison of initial and future state including performed changes.
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ELECTRON BEAM REMELTING OF PLASMA SPRAYED ALUMINA COATINGS
Matějíček, Jiří ; Veverka, J. ; Čížek, J. ; Kouřil, J.
Plasma sprayed alumina coatings find numerous applications in various fields, where they enhance the properties of the base material. Examples include thermal barriers, wear resistance, electrical insulation, and diffusion and corrosion barriers. A typical structure of plasma sprayed coatings, containing a multitude of voids and imperfectly bonded interfaces, gives them unique properties - particularly low thermal conductivity, high strain tolerance, etc. However, for certain applications such as permeation barriers or wear resistance, these voids may be detrimental.\nThis paper reports on the first experiments with remelting of plasma sprayed alumina coatings by electron beam technology, with the purpose of densifying the coatings and thereby eliminating the voids. Throughout the study, several parameters of the e-beam device were varied - beam current, traverse velocity and number of passes. The treated coatings were observed by light and electron microscopy and the thickness, structure and surface morphology of the remelted layer were determined and correlated with the process parameters. Based on the first series of experiments, the e-beam settings leading to dense and smooth remelted layer of sufficient thickness were obtained. In this layer, a change of phase composition and a marked increase in hardness were observed.\n
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Food supplements and iodine supplementation in pregnancy
VAVROUŠKOVÁ, Edita
Iodine is a trace element tremendously important for thyroid gland hormone production. It affects normal evolution of brain, especially in the time of intrauterine development and in the first year of child's life. Deficiency of iodine can lead to creation of pregnancy goiter, it also decrease the probability of carrying fetus to term and increase the probability of disorder in psycho-motoric evolution of child. Czech Republic is geographically lined up among the regions with lack of iodine in natural sources and food. However, nowadays the iodine deficiency is considered to be managed. But risk groups of population still exists, especially pregnant women can be endangered by lack of iodine, because the need of iodine intake in pregnancy increases to 200 250 ug per day and this level must be ensured. Consumption of food rich in iodine can cover the increased need of iodine. Significant source of iodine is milk and milk products. Another source is table salt enriched with iodine, but its daily intake is limited. Rich sources of iodine like sea fish, sea products and seaweed rarely occur in our diet. The goal of thesis was to evaluate intake of dietary supplements with iodine by pregnant women and evaluate women's awareness of higher iodine need and iodine food sources. Quantitative research in form of questionnaires was chosen for getting information from higher number of individuals. The questionnaire consists of 15 questions. Answers were gained from 118 respondents living in Central Bohemia, Moravia-Silesia region, Liberec region, region Highlands and South Bohemia. Questionnaire was distributed to gynecological ambulances by employees of State health institution. I visited gynecological ambulances in South Bohemia personally. By evaluation of questionnaire was found out that dietary supplement with iodine use 63 % pregnant women in researched population. All respondents always use only one type of dietary supplement. Among the most used belong "Chytré miminko", "GS mamavit" and "Femibion 800". 68 % of respondents know the importance of higher iodine intake in time of pregnancy. Question about daily recommended dosage was correctly answered only by 35 % of respondents. As a food sources of iodine the pregnant women know sea fishes, sea products, seaweed and table salt enriched with iodine. But 90 % of respondents are not familiar with milk and milk products as important source of iodine. Pregnant women should be better informed about importance of sufficient supply of iodine and about sources of iodine by gynecological ambulances. Information about mentioned issues should occur in magazines, education materials and internet articles more often. Respondents were notified of issues and important role of iodine in time of pregnancy by questionnaire. It is very probable that women found correct answers on the internet or in publication for expectant mothers after filling in the questionnaire.
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Modelling, parameter estimation, optimisation and control of transport and reaction processes in bioreactors.
ŠTUMBAUER, Václav
With the significant potential of microalgae as a major biofuel source of the future, a considerable scientific attention is attracted towards the field of biotechnology and bioprocess engineering. Nevertheless the current photobioreactor (PBR) design methods are still too empirical. With this work I would like to promote the idea of designing a production system, such as a PBR, completely \emph{in silico}, thus allowing for the in silico optimization and optimal control determination. The thesis deals with the PBR modeling and simulation. It addresses two crucial issues in the current state-of-the-art PBR modeling. The first issue relevant to the deficiency of the currently available models - the incorrect or insufficient treatment of either the transport process modeling, the reaction modeling or the coupling between these two models. A correct treatment of both the transport and the reaction phenomena is proposed in the thesis - in the form of a unified modeling framework consisting of three interconnected parts - (i) the state system, (ii) the fluid-dynamic model and (iii) optimal control determination. The proposed model structure allows prediction of the PBR performance with respect to the modelled PBR size, geometry, operating conditions or a particular microalgae strain. The proposed unified modeling approach is applied to the case of the Couette-Taylor photobioreactor (CTBR) where it is used for the optimal control solution. The PBR represents a complex multiscale problem and especially in the case of the production scale systems, the associated computational costs are paramount. This is the second crucial issue addressed in the thesis. With respect to the computational complexity, the fluid dynamics simulation is the most costly part of the PBR simulation. To model the fluid flow with the classical CFD (Computational Fluid Dynamics) methods inside a production scale PBR leads to an enormous grid size. This usually requires a parallel implementation of the solver but in the parallelization of the classical methods lies another relevant issue - that of the amount of data the individual nodes must interchange with each other. The thesis addresses the performance relevant issues by proposing and evaluation alternative approaches to the fluid flow simulation. These approaches are more suitable to the parallel implementation than the classical methods because of their rather local character in comparison to the classical methods - namely the Lattice Boltzmann Method (LBM) for fluid flow, which is the primary focus of the thesis in this regard and alternatively also the discrete random walk based method (DRW). As the outcome of the thesis I have developed and validated a new Lagrangian general modeling approach to the transport and reaction processes in PBR - a framework based on the Lattice Boltzmann method (LBM) and the model of the Photosynthetic Factory (PSF) that models correctly the transport and reaction processes and their coupling. Further I have implemented a software prototype based on the proposed modeling approach and validated this prototype on the case of the Coutte-Taylor PBR. I have also demonstrated that the modeling approach has a significant potential from the computational costs point of view by implementing and validating the software prototype on the parallel architecture of CUDA (Compute Unified Device Architecture). The current parallel implementation is approximately 20 times faster than the unparallized one and decreases thus significantly the iteration cycle of the PBR design process.
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Miřenka Čechová
Janečková, Kateřina ; PETIŠKOVÁ, Ladislava (advisor) ; SOPROVÁ, Jana (referee)
Monographic work focuses on artistic creation Miřenka Čechová, one of the
the leading personalities of our contemporary stagecraft. Her personal and
artistic development started when she began studying dance and continued to
mimic and physical theater. Material presents her contribution to
contemporary Czech scene physical theater and refers to her international
success. Work observes her role like co-founder of physical theaters Theatro
Pantomissimo and Spitfire Company and to presents the work of these
physical theaters and reveals the working and teaching methods in the
preparation of copyright performances.
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