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Confidence Cycles and Liquidity Hoarding
Audzei, Volha
Důvěra na trzích se během minulých ekonomických krizí ukázala být důležitým faktorem. Přesto mnoho existujících modelů všeobecné rovnováhy neuvažuje očekávání ekonomických subjektů, volatilitu trhů nebo příliš pesimistické výhledy investorů. V této práci je do modelu DSGE zakomponován model mezibankovního trhu, přičemž úroková sazba na mezibankovním trhu a objem půjček záleží na tržní důvěře a vnímání rizika spojeného s protistranou. K úvěrové krizi v modelu dojde při vnímání nárůstu rizika protistrany. Výsledky naznačují, že změny v důvěře na trzích mohou generovat úvěrové krize a přispívat k hloubce ekonomických recesí. V článku jsou také provedeny simulace napodobující některé měnové politiky centrálních bank: cílované a necílované poskytování likvidity a snížení měnověpolitických sazeb. Výsledky naznačují, že bez ovlivnění očekávání ekonomických subjektů mají tyto politiky na nabídku úvěrů pouze omezený dopad. Zajímavé je také zjištění, že nízké úrokové míry v tomto modelu zhoršují ekonomickou recesi skrze negativní dopad na bilance bank. Poskytování likvidity mírně stimuluje úvěry, ale efektivita tohoto kroku je podrývána hromaděním likvidity.
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Analýza rizika posouzení nosné ŽB konstrukce
Bohatec, Jiří ; Laníková, Ivana (oponent) ; Šimůnek, Petr (vedoucí práce)
Diplomová práce se zabývá hodnocením rizik v průběhu zesilování železobetonového sloupu. Popisuje hodnocení existujících konstrukcí dle normy ČSN ISO 13822, rozebírá nebezpečí, která mohou nastat při určení únosnosti stávající konstrukce. Dále práce popisuje jednotlivé fáze zesilování ocelovou bandáží, jejich působení a vliv na celkovou únosnost. Také ukazuje výpočetní postup zesilování železobetonového sloupu, pomocí ocelové bandáže, vycházející z normy ČSN EN 1992-1-1 a ČSN EN 1998-3. Na konkrétním příkladu zesílení je ukázán postup stanovení únosnosti a poté je navrženo její zvýšení. Na dvou příkladech je provedena analýza rizika pomocí univerzální maticové analýzy rizik, která identifikuje a kvantifikuje význam jednotlivých nebezpečí spojených s výpočtem a realizací projektu.
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Network-wide Security Analysis
de Silva, Hidda Marakkala Gayan Ruchika ; Šafařík,, Jiří (oponent) ; Šlapal, Josef (oponent) ; Švéda, Miroslav (vedoucí práce)
The objective of the research is to model and analyze the effects of dynamic routing protocols. The thesis addresses the analysis of service reachability, configurations, routing and security filters on dynamic networks in the event of device or link failures. The research contains two main sections, namely, modeling and analysis. First section consists of modeling of network topology, protocol behaviors, device configurations and filters. In the modeling, graph algorithms, routing redistribution theory, relational algebra and temporal logics were used. For the analysis of reachability, a modified topology table was introduced. This is a unique centralized table for a given network and invariant for network states. For the analysis of configurations, a constraint-based analysis was developed by using XSD Prolog. Routing and redistribution were analyzed by using routing information bases and for analyzing the filtering rules, a SAT-based decision procedure was incorporated. A part of the analysis was integrated to a simulation tool at OMNeT++ environment. There are several innovations introduced in this thesis. Filtering network graph, modified topology table, general state to reduce the state space, modeling devices as filtering nodes and constraint-based analysis are the key innovations. Abstract network graph, forwarding device model and redistribution with routing information are extensions of the existing research. Finally, it can be concluded that this thesis discusses novel approaches, modeling methods and analysis techniques in the area of dynamic networks. Integration of these methods into a simulation tool will be a very demanding product for the network designers and the administrators.
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Analysis and Testing of Concurrent Programs
Letko, Zdeněk ; Lourenco, Joao (oponent) ; Sekanina, Lukáš (oponent) ; Vojnar, Tomáš (vedoucí práce)
The thesis starts by providing a taxonomy of concurrency-related errors and an overview of their dynamic detection. Then, concurrency coverage metrics which measure how well the synchronisation and concurrency-related behaviour of tested programs has been examined are proposed together with a~methodology for deriving such metrics. The proposed metrics are especially suitable for saturation-based and search-based testing. Next, a novel coverage-based noise injection techniques that maximise the number of interleavings witnessed during testing are proposed. A comparison of various existing noise injection heuristics and the newly proposed heuristics on a set of benchmarks is provided, showing that the proposed techniques win over the existing ones in some cases. Finally, a novel use of stochastic optimisation algorithms in the area of concurrency testing is proposed in the form of their application for finding suitable combinations of values of the many parameters of tests and the noise injection techniques. The approach has been implemented in a prototype way and tested on a set of benchmark programs, showing its potential to significantly improve the testing process.
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Relational Verification of Programs with Integer Data
Konečný, Filip ; Bouajjani, Ahmed (oponent) ; Jančar, Petr (oponent) ; Vojnar, Tomáš (vedoucí práce)
This work presents novel methods for verification of reachability and termination properties of programs that manipulate unbounded integer data. Most of these methods are based on acceleration techniques which compute transitive closures of program loops. We first present an algorithm that accelerates several classes of integer relations and show that the new method performs up to four orders of magnitude better than the previous ones. On the theoretical side, our framework provides a common solution to the acceleration problem by proving that the considered classes of relations are periodic. Subsequently, we introduce a semi-algorithmic reachability analysis technique that tracks relations between variables of integer programs and applies the proposed acceleration algorithm to compute summaries of procedures in a modular way. Next, we present an alternative approach to reachability analysis that integrates predicate abstraction with our acceleration techniques to increase the likelihood of convergence of the algorithm. We evaluate these algorithms and show that they can handle a number of complex integer programs where previous approaches failed. Finally, we study the termination problem for several classes of program loops and show that it is decidable. Moreover, for some of these classes, we design a polynomial time algorithm that computes the exact set of program configurations from which nonterminating runs exist. We further integrate this algorithm into a semi-algorithmic method that analyzes termination of integer programs, and show that the resulting technique can verify termination properties of several non-trivial integer programs.
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Důvěra a reputace v distribuovaných systémech
Samek, Jan ; Návrat,, Pavol (oponent) ; Šafařík,, Jiří (oponent) ; Hanáček, Petr (vedoucí práce)
Tato disertační práce se zabývá problematikou modelování důvěry v distribuovaných systémech, konkrétně pak více-kontextové důvěry v distribuovaných multi-agentních systémech. V současné době existuje velké množství modelů důvěry či reputace, nicméně více-kontextová vlastnost důvěry či reputace v nich není často zohledněna. Z tohoto důvodu se práce zaměřuje především na analýzu více-kontextových modelů založených na důvěře a na jejím základě stanovuje předpoklady pro nový, vlastnost více-kontextovost plně podporující, model důvěry. Stěžejní částí práce je formální návrh nového více-kontextového modelu důvěry, který je schopen vytvářet, aktualizovat a uchovávat důvěru pro různé aspekty (kontexty) jedné entity multi-agentního systému. Důvěru lze v navrženém modelu budovat jak na základě přímých zkušeností, tak i na základě doporučení a reputace. Dalším aspektem navrženého modelu je schopnost odvozovat důvěru v různé kontexty na základě znalosti důvěry v kontexty jiné, což je zajištěno vytvořením hierarchické struktury jednotlivých kontextů jedné entity. Přínosem nového modelu je především zvýšení efektivity rozhodování agentů v rámci multi-agentního systému ve smyslu schopnosti výběru optimálního partnera pro provedení transakce. Návrh modelu byl ověřen implementací prototypu multi-agentního systému, ve kterém se agenti rozhodují a jednají na základě důvěry.
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Acceleration Methods for Evolutionary Design of Digital Circuits
Vašíček, Zdeněk ; Miller, Julian (oponent) ; Zelinka,, Ivan (oponent) ; Sekanina, Lukáš (vedoucí práce)
Although many examples showing the merits of evolutionary design over conventional design techniques utilized in the field of digital circuits design have been published, the evolutionary approaches are usually hardly applicable in practice due to the various so-called scalability problems. The scalability problem represents a general problem that refers to a situation in which the evolutionary algorithm is able to provide a solution to a small problem instances only. For example, the scalability of evaluation of a candidate digital circuit represents a serious issue because the time needed to evaluate a candidate solution grows exponentially with the increasing number of primary inputs. In this thesis, the scalability problem of evaluation of a candidate digital circuit is addressed. Three different approaches to overcoming this problem are proposed. Our goal is to demonstrate that the evolutionary design approach can produce interesting and human competitive solutions when the problem of scalability is reduced and thus a sufficient number of generations can be utilized. In order to increase the performance of the evolutionary design of image filters, a domain specific FPGA-based accelerator has been designed. The evolutionary design of image filters is a kind of regression problem which requires to evaluate a large number of training vectors as well as generations in order to find a satisfactory solution. By means of the proposed FPGA accelerator, very efficient nonlinear image filters have been discovered. One of the discovered implementations of an impulse noise filter consisting of four evolutionary designed filters is protected by the Czech utility model. A different approach has been introduced in the area of logic synthesis. A method combining formal verification techniques with evolutionary design that allows a significant acceleration of the fitness evaluation procedure was proposed. The proposed system can produce complex and simultaneously innovative designs, overcoming thus the major bottleneck of the evolutionary synthesis at gate level. The proposed method has been evaluated using a set of benchmark circuits and compared with conventional academia as well as commercial synthesis tools. In comparison with the conventional synthesis tools, the average improvement in terms of the number of gates provided by our system is approximately 25%. Finally, the problem of the multiple constant multiplier design, which belongs to the class of problems where a candidate solution can be perfectly evaluated in a short time, has been investigated. We have demonstrated that there exists a class of circuits that can be evaluated efficiently if a domain knowledge is utilized (in this case the linearity of components).
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Point to Line Mappings and Other Line Parameterizations not only for Hough Transform
Havel, Jiří ; Kälviäinen, Heikki (oponent) ; Lefevre, Sebastien (oponent) ; Herout, Adam (vedoucí práce)
This works focuses on the Hough transform (HT). The HT is mostly used for the detection of lines or curves, but was also generalized for detection of arbitrary shapes. The main theme of this work are line parameterizations, especially the Point-to-Line mappings. These parameterizations share the property, that a point in the image maps onto a line in the parameter space. This work presents proofs of some properties of PTLMs, notably the existence of a practical pair of PTLMs for line detection and the effect of a convolution in the image space on the contents of the parameter space. Two realtime implementations of HT are presented in this work. Both accelerate HT using graphical hardware. One uses GPGPU API CUDA and the other the rendering API OpenGL. As an application of the line detection, this work describes part of the detection of checkerboard marker usable for the augmented reality.
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Sharing Local Information for Faster Scanning-Window Object Detection
Hradiš, Michal ; Kälviäinen, Heikki (oponent) ; Matas, Jiří (oponent) ; Zemčík, Pavel (vedoucí práce)
This thesis aims to improve existing scanning-window object detectors by exploiting information shared among neighboring image windows. This goal is realized by two novel methods which are build on the ideas of Wald's Sequential Probability Ratio Test and WaldBoost. Early non-Maxima Suppression moves non-maxima suppression decisions from a post-processing step to an early classification phase in order to make the decisions as soon as possible and thus avoid normally wasted computations. Neighborhood suppression enhances existing detectors with an ability to suppress evaluation at overlapping positions. The proposed methods are applicable to a wide range of detectors. Experiments show that both methods provide significantly better speed-precision trade-off compared to state-of-the-art WaldBoost detectors which process image windows independently. Additionally, the thesis presents results of extensive experiments which evaluate commonly used image features in several detection tasks and scenarios.
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