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Recursive calculation of compound distributions
Sekera, Michal ; Mazurová, Lucie (advisor) ; Pešta, Michal (referee)
The aim of this work is the calculation of compound distributions by using the algorithm known as the Panjer recursion. This algorithm is limited to dis- crete distributions and the (a, b, 0) and (a, b, 1) classes of distributions. The thesis shows which distributions are members of these classes. The thesis then descri- bes the discretization of continuous distributions by using the rounding method and the method of local moments matching; everything is explained on exam- ples. These methods are then applied to the calculation of the premium for mo- del of excess of loss reinsurance with reinstatements (XL-reinsurance with re- instatements), and the calculating the solvency capital requirement. Numerical illustrations are included. 1
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Web Page Classification
Kolář, Roman ; Burget, Radek (referee) ; Bartík, Vladimír (advisor)
This paper presents problem of automatic webpages classification using association rules based classifier. Classification problem is presented, as a one of datamining technique, in context of mining knowledges from text data. There are many text document classification methods presented with highlighting benefits of classification methods using association rules. The main goal of work is adjusting selected classification method for relation data and design draft of webpages classifier, which classifies pages with the aid of visual properties - independent section layout on the web page, not (only) by textual data. There is also ARC-BC classification method presented as a selected method and as one of intriguing classificators, that derives accuracy and understandableness benefits of all other methods.
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Preprocessing Methods in Knowledge Discovery
Pokorný, Lubomír ; Lukáš, Roman (referee) ; Bartík, Vladimír (advisor)
This thesis discusses preprocessing methods in knowledge discovery. There are four methods of discretization, filling in the missing values and normalization is investigated. There is closer view on building the application which discretizate numeric atribute in database. All methods were successfully tested and the results were added.
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Design and analysis of membrane roof of a stadium.
Lang, Rostislav ; Kytýr,, Jií (referee) ; Němec, Ivan (advisor)
This diploma thesis deals with problem of design and calculation of membrane structure of stadium roof. This is a complex engineering problem, which includes many partial problems: finding of initial form of membrane, statically and architecturally suitable arrangement of catenaries, economical solution of boundary conditions (foundations). All components affect each other and cannot be dealt without mutual coordination. It always greatly depends on the experience and intuition of engineer who design such structure. Task which cannot be resolved according to the theory of the first order. Equilibrium forces on the deformed structure, which in many projected structures gives satisfactory results, did not correspond to reality. It is therefore necessary to consider equilibrium of forces on the deformed structure according to the theory of large deformations. Diploma thesis was entered with regard to the intention of the companies Ing. Software Dlubal s.r.o. and FEM consulting s.r.o., working together to develop software RFEM. These companies plan to complement this program system with a module MEMBRANE for searching of initial shapes of membrane structures. This work is a contribution to the creation of this module.
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Analog system SW simulator
Košta, Ondřej ; Kaczmarczyk, Václav (referee) ; Bradáč, Zdeněk (advisor)
This Master’s Thesis focuses on development and realization of analog system software simulator for simulation of various kinds and orders systems and for function verification of microcontrollers’ control systems. The development and realization of PSD controller is part of this thesis as well. The simulator is written in C++/CLI programming language which combines fast execution of native code and provides an advantage of managed code which has its execution managed by the .NET Framework. The data acquisition is performed via National Instrument’s USB multifunctional DAQ. The PSD regulator is realized by using modern ARM processor architecture.
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Mesh Generator for the Finite Element Method
Ščišľak, Tomáš ; Čapek, Miloslav (referee) ; Kadlec, Petr (advisor)
The paper describes basic principles of the finite element method. Further, basic properties of triangulation are discussed. The thesis is primarily focused on the Delaunay and Greedy triangulation. Greedy triangulation is simple to implement, but may not produce the optimal shape of triangles. Delaunay method is used due to its robustness in a wide range of fields especially in computer graphics. This method is relatively easy to implement and provides triangles with high quality.
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Economic Scenario Generator Analysis (short rates)
Šára, Michal ; Janeček, Martin (advisor) ; Sitař, Milan (referee)
The thesis is concerned with a detailed examination of the most familiar short-rate models.Furthermore,it contains some author's own derivations of formulas for prices of interest rate derivatives and some relationships between certain discretizations of these short-rate models. These formulas are then used for calibration of ceratain chosen models to the actual market data.All the calculations are performed in R using author's own functions,which are along with the other more involved derivations placed in the appendix.
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