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Computation of rate of return of unit trust
SKŮPA, Martin
Nowadays, plenty of people are in need of computation rate of return of unit trust. This is achievable by elaborating the methodology of computation of the profitability of the unit trust, taking into account the random interest rate. Profitability of different investment strategies is compared. The comparison is accompanied by graphs. There is an explanation why using this method of investment is an excellent way for individuals to get a diversified exposure in the equity market. Subsequently an appropriate portfolio composition and a short introduction to history of common business investment strategies are mentioned. Some analyses of random interest rates done by computer programme Microsoft Excel are also shown. These analyses which use specific functions such as standard deviation, average value, normal distribution and take into consideration volatility and risk lead to the final model for calculating the return on the unit trust.
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Analysis of Economic Indicators Using Statistical Methods
Hlavenka, Dušan ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
This Bachelor´s thesis focuses on the use of statistical methods in economic indicators with a focus on the financial market in the Czech Republic. Specifically, the work deals most liquid market for financial instruments, with blue chip emissions in the PX index, which is monitored by the Prague Stock Exchange. The essence is the analysis of individual stocks and calculating statistical quantities that should be relevant to a potential investor in the financial market.
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Analysis of number lotteries
Jedličková, Veronika ; Pawlas, Zbyněk (advisor) ; Lachout, Petr (referee)
This bachelor thesis focuses on most well-known lotteries on the Czech market, in particular Sportka and Loto. Thesis observes many aspects influencing progress of these games. Winnning prices and lottery participant's expectations are examined. Total sum of these winnings is influenced by the amount of money in jackpot. Therefore, jackpot sum modelling and period between wins is taken into account. Moreover, expected period between two jackpot hits, distribution of drawn numbers and probability of drawing the same winning sequence is examined.
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Statistical analysis of interval data
Troshkov, Kirill ; Antoch, Jaromír (advisor) ; Branda, Martin (referee)
Traditional statistical analysis starts with computing the basic statisti- cal characteristics such as the population mean E, population variance V , cova- riance and correlation. In computing these characteristics, it is usually assumed that the corresponding data values are known exactly. In real life there are many situations in which a more complete information can be achieved by describing a set of statistical units in terms of interval data. For example, daily tempera- tures registered as minimum and maximum values offer a more realistic view on the weather conditions variations with respect to the simple average values. In environmental analysis, we observe a pollution level x(t) in a lake at different mo- ments of time t, and we would like to estimate standard statistical characteristics such as mean, variance and correlation with other measurements. Another exam- ple can be given by financial series. The minimum and the maximum transaction prices recorded daily for a set of stocks represent a more relevant information for experts in order to evaluate the stocks tendency and volatility in the same day. We must therefore modify the existing statistical algorithms to process such interval data. In this work we will analyze algorithms and their modifications for computing various statistics under...
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Performance comparison of methods for design of experiments for analysis of tasks involving random variables
Martinásková, Magdalena ; Novák, Drahomír (referee) ; Vořechovský, Miroslav (advisor)
The thesis presents methods and criteria for creation and optimization of design of computer experiments. Using the core of a program Freet the optimized designs were created by combination of these methods and criteria. Then, the suitability of the designs for statistical analysis of the tasks vith input random variables was assessed by comparison of the obtained results of six selected functions and the exact (analytically obtained) solutions. Basic theory, definitions of the evaluated functions, description of the setting of optimization and the discussion of the obtained results, including recommendations related to identified weaknesses of certain designs, are presented. The thesis also contains a description of an application that was created to display the results.
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Identification of pauses in noisy speech signal
Kepák, Petr ; Míča, Ivan (referee) ; Smékal, Zdeněk (advisor)
The basic problem of speech is a complete separation of the natural noise which arise from correct articulation of voiced and unvoiced consonants from noise and disturbance environment. Objective of this master’s thesis is to find an effective method that could identify the pauses without speech activity, which can identify the properties of noise and disturbance. Once the noise is correctly identified, it is already possible to use different methods for its removal. The master’s thesis describes two methods of pauses identification. These methods are programmed in Matlab and tested on nine speech recordings. Methods analysis of the results was performed using the ROC (Receiver Operating Characteristic) curves. In the end are summarized results analysis of created methods.
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Data reconciliation and gross error detection
Nováček, Adam ; Šomplák, Radovan (referee) ; Touš, Michal (advisor)
Operational data are used for control and optimization of a process in industrial and energy plants are used. Data provided from measurement are affected by errors arising from uncertainty of measurement (imprecision of measuring instruments). Data reconciliation provides us more precise variables which give us the opportunity to better optimize and achieve higher economic gains. The objective of this bachelor's thesis was to study the issue of data reconciliation of measurement and gross error detection in measurement variables. This work is divided into two parts. The first part is theoretical, describing measurement errors, solution methods for data reconciliation and statistical tests for gross error detection. The second part is a practical demonstration of data reconciliation on two examples. The results of reconciliation and the solution procedure are included. Complete procedure can be found in the Annex.
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Utilization of inverse reliability analysis tools for probability based design of selected structural parameters
Lipowczan, Martin ; Novák, Drahomír (referee) ; Lehký, David (advisor)
This bachelor thesis deals with the application of methodology and tools of inverse analysis in regards to probabilistic design of selected design parameters of structure. The first step was to get familiar with the probabilistic design and analysis, then understanding of the inverse analysis methodology itself which is based on artificial neural networks. After researching the topic we could get to the actual issue. To put the theory in practice easier examples were used at first. These were mathematical functions and one practical-based example, whereas the results were known in advance. This simplified a process of checking achieved values. Using software tools and especially DLNNET software allowed us to take on practical exercises. Used exercises are chosen from earlier undergraduate studies at the Faculty of Civil Engineering, Brno. The first of these was a design of reinforced concrete slab, where desired parameters were slab’s height and area of reinforcement. The second one was a design of a diagonal truss screw connection, aimed to size the screw diameter and its quantity.
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Application of Game Theory to Analysis Conflict Situations
DOUBRAVOVÁ, Hana
This text describes basic types of games and their application into conflict situations. This text deals especially with decisions taken under risk and uncertainty. In application study the goods order of retail business is analysed. The task is to determine the optimal amount of goods orders to maximalize the company profit. This problem is solved by several ways, which are compared in conclusion.
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