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Software products for financial time series analysis
Vlasáková, Romana ; Zichová, Jitka (advisor) ; Cipra, Tomáš (referee)
The present work deals with selected methods suitable to work with financial time series. Firstly, univariate linear models ARMA are introduced, followed by the description of volatility models ARCH and their generalization to GARCH models. There are many modifications of standard GARCH models designed with respect to the nature of financial data, some of which are presented. Another part of the work dealing with multiple time series focuses on VAR models and bivariate GARCH models. The most important part of the work are practical examples of building the theoretically described models in various types of software with built-in procedures for time series analysis. We apply five different types of commercial and non-commercial software, namely EViews, Mathematica, R, S-PLUS and XploRe. The used software products are presented and compared in terms of their capabilities and the results obtained for particular methods.
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Analýza finanční pomoci Afghánistánu
SIDDIQUI, Ajmal
This thesis is focused on foreign aid and its effect on the life of the public from 2002 until 2012 in Afghanistan. The aims of this thesis were to show the relationships among variables and the dependence on Foreign Aid at the National level and Provincial level, and, also, to show whether or not foreign aid has helped the public to increase their general living standards. The thesis looked at the ten top provinces that received the highest amount of aid and analysis was made to show the relationships between Foreign Aid verses the Number of Doctors in public Hospitals, the Amount of Transportation Money and the Number of Public and Private universities in the following provinces: Balkh, Ghazni, Heart, Helmand, Kabul, Kandahar, Kunar, Nangarhar, Paktika and Paktya. This bachelor thesis was divided into separated parts. The first part describes the theoretical background and way of gaining necessary information and also explains the most important words, which are important for understanding the whole concept of the thesis. It includes historical information about foreign aid, political information and economical information about the country. The second part defines the methodology of this thesis, which is the quantitative research method and explains the methods which were used in the practical part. The last part of this thesis describes the practical part,, which is the analysis of simple linear regression and normality test done in the STATSITCA software by using the data provided and the models were interpreted to give the final result of the thesis. It can be concluded, after analysis and interpretation of the models, that three of the models have sense and the fourth one doesn't have sense. The three models with sense show that the Number of Doctors in Public Hospitals and the Number of Public and Private universities have a strong relationship with Foreign Aid. This means that, from 2002 until 2012, foreign aid helped and improved the life of the public on a national level and a provincial level and increased their general living standards. The fourth model is the Amount of Transportation Money and it can be seen quite clearly that it has a weak relationship with Foreign aid. This means that, from 2002 until 2012, foreign aid was not so effective in this sector due to the identified reasons of: security challenges, corruption in the government offices and sub-contracting the projects. Overall, it can be said that foreign aid was clearly a major driving force in the improvement of the lives of the general public in Afghanistan.
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Diophantine equations
Strnadová, Pavlína ; Novotná, Jarmila (advisor) ; Pilous, Derek (referee)
TITLE: Diophantine equations SUMMARY: The thesis focuses on Diophantine Equations. Linear and quadratic Diophantine Equations of two and three variables and some types of their systems are described. At the beginning of the thesis, information about Diophantus, who gave the name to the equations, is presented. Next, equations and their systems are summarized. The main section focuses on standard types of Diophantine equations and their systems and their solving strategies. Moreover, advantages and disadvantages of different solving methods and required mathematical knowledge are compared. KEYWORDS: Diophantine equations, equations, system of equations, Diophantus of Alexandria
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Determination of vanillin using carbon paste electrode
Jarošová, Romana ; Zima, Jiří (advisor) ; Daňhel, Aleš (referee)
Title: Determination of vanillin using carbon paste electrode. Abstract: The aim of this work is the determination of vanillin by flow injection analysis (FIA) with electrochemical detection using carbon paste electrode (CPE) and spectrophotometric detection. Optimal conditions for determination of vanillin by the FIA were found. Under optimal conditions calibration dependences were measured in the concentraction range from 1·10-4 mol·l-1 to 2·10-7 mol·l-1 . The calibration dependences were evaluated using linear regression method. Comparable results were achieved for the determination of vanillin by FIA with electrochemical detection using CPE and for the determination of vanillin by FIA with spectrophotometric detection. Limits of detection were identical 1.7·10-7 mol·l-1 . Key words: vanillin, carbon paste electrode, flow injection analysis, electrochemical detection, spectrophotometric detection
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Linear Programming in Teaching at Secondary School
Váchová, Petra ; Pavlíková, Pavla (advisor) ; Slavík, Antonín (referee)
The aim of this thesis is to approach the problems of linear programming school students and the general public. The thesis de nes problem of linear programming and it presents two main solving methods (graphical solution and simplex method). In addition, it shows how to solve optimization problems with programs Maple and MS Excel. Part of the text is also a collection of word problems on linear programming. First, however, the reader becomes familiar with matrix and methods for solving systems of linear equations and inequalities.
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Visualization of word - verbalization of image in the Russian second avant-garde (Vsevolod Nekrasov and Erik Bulatov)
Machoninová, Alena ; Langerová, Marie (advisor) ; Svatoň, Vladimír (referee) ; Glanc, Tomáš (referee)
This project is dedicated to an analysis of the close connections between the poetry of Vsevolod Nekrasov (1934-2009) and the paintings of Erik Bulatov (1933) in the context of Russian avant-garde movements throughout the 20th century. The interrelation of literature and visual arts goes back to antiquity. At the beginning of the 20th century, the works of the first avant-garde reevaluate the traditional primacy of literature and spoken word over painting and written word and attempt to reverse this hierarchy. The tendency to liberate image from the thrall of the word, to assert the independence of the inscribed word from the spoken word, is demonstrated through the example of cubo-futurist (mostly manuscript) books. There, the written word frees itself from its acoustic form, fuses with images of a nonverbal nature, and emphasizes its visuality by means of active penetration into the space of the page, thus disrupting the rigid linearity of the reading process. The announcement of this autonomy turned out to be a crucial condition for the utopian expansion of the first avant-garde beyond individual art forms and beyond art as such. The cubo-futurist "anti-book" represents the climax of this attack on boundaries between the arts.
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Visual tools for mental processes support
Šejnoha, Jiří ; Hedrlín, Zdeněk (advisor) ; Karásek, Michal (referee)
Title: Visual tools for mental processes support Author: Bc. Jiří Šejnoha Department: Department of Applied Mathematics Supervisor: doc. RNDr. Zdeněk Hedrlín, CSc. Abstract: The idea of work is the use of nonlinear model of mental processes as a means of representation considerations (the projection of the human mind), with thesis so registered thoughts, compared to a standard linear form of written text, to better understand particularly complex considerations, their contexts, integration and support their utříbení. Model mental processes is designed based on inspiration by buoy (Herbart's) and while model. The following discussion of its limits, and the legitimacy of comparing with similar models: Model Theater, MoM, Carnap's model of the mind and NOGA model. Implementation of the work includes a formalization of the design model. The draft also implementation and implementation, which is then used to verify the thesis contribution for users using a questionnaire. The results are discussed and on this basis is formed by the end. Keywords: mind, mental process, model, understanding, tool, while
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Identification of an intervertebral disc properties by using a free oscillation method in in vitro condition
Zemanová, Petra ; Otáhal, Stanislav (advisor) ; Šorfová, Monika (referee) ; Maršík, František (referee)
Identification of an intervertebral disc properties by using a free oscillation method in in vitro condition This disertation thesis introduces the original measuring method and its results aimed at identifying the character of viscoelastic forces in the respective motion components of an intervertebral disc and their mutual interactions. The method is based on the identification of the motion of a freely oscillating object placed in a center comprising the intervertebral disc when using the step mechanical excitation in the specific direction. The research was carried out on ovine and porcine (ovis domestica, sus scrofa) intervertebral discs. The measurements were performed safely within the physiological range of motions and using as fresh a sample as possible, free of preservatives. Result is a new methodology, a measurement device, a mathematically precise and original description of the non-linearity of stiffness, verification of linearity of the viscous component, and a promising description of interaction properties with the individual degrees of freedom. This method could provide more accurate values for development of intervertebral discs replacements. Key words: intervertebral disc, spinal disc, free oscillations, viscoelasticity, stiffness, intervertebral disc replacements.
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