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Effect of optical elements on transmitted laser beam
Poliak, Juraj ; Vlček, Čestmír (referee) ; Wilfert, Otakar (advisor)
Diplomová práca pojednáva o skalárnej teórii difrakcie a zavádza dôležité riešenie vlnovej rovnice a to elipticky symetrický Gaussov zväzok. V praktickej časti bude popísané modelovanie difrakcie na kruhovom otvore dvoma rôznymi prístupmi. Model bude experimentálne overený experimentom. V záverečnej časti bude kriticky pojednané o výsledkoch experimentu a simulácie.
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Combination of simulation methods and methods of multicriterial decision while purchasing mobile tariffs by companies.
Millová, Terézia ; Kuncová, Martina (advisor) ; Digoň, Daniel (referee)
Because of the high penetration of private market, mobile operators are forced to focus on the services offered to another customer segment. Recently, corporate customers are seen as a promising segment and the competition within this segment is rising significantly. The growth of the competition and offer enhancement force companies to understand the decision making process in purchasing mobile services as much as possible. It is not only time consuming but also financially demanding for management even in small firms. This decision making process, that the companies go through, is the main topic of this Master Thesis. Main goal is neither to choose particular vendor of the mobile services nor to choose particular mobile tariff from the recent market offer but to inform about possibilities proposed by mathematical methods in the decision making area. In the Master Thesis different methods are suggested, compared and combined with the target to enable companies to make the right decision concerning their specific requirements.
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Portfólio Value at Risk a Expected Shortfall s použitím vysoko frekvenčních dat
Zváč, Marek ; Fičura, Milan (advisor) ; Janda, Karel (referee)
The main objective of this thesis is to investigate whether multivariate models using Highfrequency data provide significantly more accurate forecasts of Value at Risk and Expected Shortfall than multivariate models using only daily data. Our objective is very topical since the Basel Committee announced in 2013 that is going to change the risk measure used for calculation of capital requirement from Value at Risk to Expected Shortfall. The further improvement of accuracy of both risk measures can be also achieved by incorporation of high-frequency data that are rapidly more available due to significant technological progress. Therefore, we employed parsimonious Heterogeneous Autoregression and its asymmetric version that uses high-frequency data for the modeling of realized covariance matrix. The benchmark models are chosen well established DCC-GARCH and EWMA. The computation of Value at Risk (VaR) and Expected Shortfall (ES) is done through parametric, semi-parametric and Monte Carlo simulations. The loss distributions are represented by multivariate Gaussian, Student t, multivariate distributions simulated by Copula functions and multivariate filtered historical simulations. There are used univariate loss distributions: Generalized Pareto Distribution from EVT, empirical and standard parametric distributions. The main finding is that Heterogeneous Autoregression model using high-frequency data delivered superior or at least the same accuracy of forecasts of VaR to benchmark models based on daily data. Finally, the backtesting of ES remains still very challenging and applied Test I. and II. did not provide credible validation of the forecasts.
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The evaluation of critical factors for the BTT method measurement
Maturkanič, Dušan ; Košina, Jan ; Hodboď, Robert
The report describes an analysis of critical factors occurred during the Blade Tip-Timing method measuring. These factors are represented by speed fluctuation of model turbine wheel and accuracy of sensors of the vibrodiagnostic system. This analysis is focused on evaluation and comparison of these items in different conditions. Subsequently, the results can be used for the simulations of vibration of turbine blades.
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Planar Structures for High Frequency Band
Pulec, Jiří ; Pietriková, Alena (referee) ; Maschke, Jan (referee) ; Szendiuch, Ivan (advisor)
The present paper deals with the problematics of the design and technology of planar microelectronic structures for the hign frequency band. These structures were realised on the Department of Microelectronics and their properties were measured on the Department of Radioelectronics. The part of this work is also simulation of some microelectronic structures, where for these simulations the design and simulation tool Ansoft Designer and the FEM tool ANSYS was used. The attention is paid to the discrete devices (coils and capacitors) as well as to the more complex structures (frequency filters). The paper yields the new findings in the field of the design and technology of the discrete components as well as of the more complex systems, these findings can be used as the basis for another research of practical applications.
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Signal Integrity Optimization Techniques for High-Speed Chips Signaling
Ševčík, Břetislav ; Štork, Milan (referee) ; Horský, Pavel (referee) ; Brančík, Lubomír (advisor)
Tato disertační práce je obsahově zaměřená na problematiku integrity signálů v moderních čipových obvodech. Na základě provedených simulací a praktických experimentů byl proveden návrh equalizační techniky druhého řádu pro efektivnější vysokorychlostní komunikaci. Předložený návrh respektuje současné požadavky na vyvíjené signalizační techniky, které zahrnují efektivnější využití šířky pásma přenosového kanálu a energetickou úsporu. Provedené analýzy podrobně ukazují možnost zvýšení přenosové rychlosti při přenosu signálu skrz nízkonákladové přenosové kanály s využitím navržené signální metody. Výkonnost navrhované signalizační techniky je demonstrována na různých typech přenosových kanálů s přenosovou funkcí vyššího řádu. Diskutovány jsou rovněž možnosti omezení rušivých vlivů na přenosové kanály během návrhu.
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The appraisal of development of tax proportion of budgetary incomes of municipalities and regions in the Czech Republic
Poláková, Tereza ; Peková, Jitka (advisor) ; Krbová, Jana (referee)
The aim of this diploma thesis is a detailed analysis of tax incomes of municipalities and regions with focus on four particular municipalities and one region in a practical part. From the year 2001 to 2015 the share of tax incomes and their development are evaluated as a part of total incomes. The theme is highly topical due to ongoing discussions among lawmakers on the subject of budgetary allocation of taxes. The law determining the budgetary allocation of taxes is modified frequently, that is why knowing the impact of changes on particular municipalities or regions is helpful. This knowledge can be useful base for planning new adjustments of budgetary allocation of taxes. In the theoretical part there are mentioned expert opinions on financial management of municipalities and regions that arise from their functions and positions. The emphasis is put on incomes of municipalities and regions, especially on tax incomes. Particular changes from 2001 to 2015 in law regulating budgetary allocation of taxes are described here with their impacts on municipalities and regions. Incomes and management of selected municipalities representing various size categories and Liberec region are analysed in the practical part. Financial self-sufficiency is evaluated here. In general municipalities are more financial self-sufficient than regions. This thesis is further dealing with individual tax incomes and impacts of changes in budgetary allocation of taxes on their size. Making models of theoretical incomes is used to simulate effects of diverse law adjustments. Results of the analysis show that tax incomes of municipalities and regions are generally increasing. During the observed period there was tendency to lower the growth of tax incomes of large cities, to increase the growth of tax incomes of small municipalities and to straighten the level of tax incomes of medium municipalities thanks to changes in budgetary allocation of taxes. Tax incomes of regions were increased thanks to changes in budgetary allocation of taxes despite of partial decrease in particular segments of tax incomes after 2012.
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Valuation of PEBAL s.r.o.
Turza, Vladimír ; Brabenec, Tomáš (advisor) ; Keselý, Ladislav (referee)
The thesis aims to determine the equity value of the company PEBAL s. r. o. as of January 1st 2016. It is not separated into theoretical and practical part, because it is considered as fake appraisal of an expert. That is the reason why the whole thesis is practical with occasional theoretical background explanations. In the first part there is basic information provided about the appraised company along with its characteristics. Then financial analysis is carried out which will provide an overall picture of financial health of the company along with determination of competitors. Followed by strategical analysis which deals with the market as whole and predicts its future development as well as development of sales of the valued company. The next part consists of analysing and predicting value drivers and the overall financial plan. Result of the last part is the valuation itself applying discounted cash flow (DCF) method using discounts rate calculated earlier in the chapter. The final chapter also contains market valuation using method of comparable companies along with Monte Carlo simulation, that provides probability distribution of the value of the company.
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Active Frequency Filters with Minimal Configuration
Preclík, Milan ; Jeřábek, Jan (referee) ; Koton, Jaroslav (advisor)
This work deals with exploitation of multiple current and voltage gates of active components. After that an optimal circuit´s scheme choice, its simulation and subsequent realization of frequency filter follow. First of all there is a common description of frequency filters and current and voltage conveyors. Furthermore the text focuses on searching circuit´s schemes of second-level frequency filters, described by characteristical equation. These equation make an easy numerical concept possible. New circuits with one active component and with a minimal number of pasive components are searched by using the method of autonomous circuits. The choice of resulting circuit based on simulations executed in Orcad is next in line. The work concludes with verification of a proper function of our filter.
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