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Multifunctional Building Křenová
Bazelová, Nikola ; Ing.Petr Kunc (referee) ; Menšíková, Naděžda (advisor) ; Matějka, Libor (advisor)
The bachelor thesis is based on the studio project of residential buildings. The project develops architectural study of multifunctional house on the Křenová street in Brno. Entered building site is located between the streets Křenová, Vlhká and Skořepka. The designed complex of three buildings are connected to the existing buildings. They also terminate street-block and they create partially enclosed courtyard, which is planted by greenery. Objects A and B on the southern and eastern side are formed in a regular set of stacked cells. They contain apartments which are oriented to the south, east and west. Ground floors of both buildings have a simple platform,which is corresponding to the shape of street line. These floors are intended for administration and services. Building C on the north side is designed for administration. On the ground floor of this house is the entrance into two underground floors for parking.
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High standard detached house
Surovcová, Ivana ; Jaremejková, Alena (referee) ; Daněk, Lukáš (advisor)
The house is high standard detached house with detached double garage. House is suited for three-member family. Both objects are simple cubic shaped masses with flat roofs. House is two-storey high with partial basement. Basement is equipped with infrasauna, weight room and wine cellar. Teracce with rectangular swimming pool is situated in south-west side of the house. Supporting walls are made from PORTOTHERM 30 Profi, external walls are fitted by extarnal thermal contact insulation system.
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Trading in Financial Markets
Trnka, Radek ; Přibil, Jiří (advisor) ; Borůvková, Kateřina (referee)
The thesis aims to analyze opportunities for trading in the financial markets for the retail investor, including a specific trading system applied to real investment instrument in the form of currency pair EUR / USD. A partial aim is an understandable and simple way to introduce the essence of the functioning of financial markets, introduce the various bodies that are active in the financial markets, including methods of their regulation. Another objective is to introduce various investment instruments, and because that the thesis discusses investing of real funds, the emphasis is on the list of risks and possibilities of their elimination.
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Taxation of income and property of Czech citizens after the public finance reform
Bejček, Jan ; Marková, Hana (advisor) ; Boháč, Radim (referee)
Diplomová práce Resumé ___________________________________________________________________________ Income and property tax of Czech citizens after the public finance reform Resume The main objective of the paper is to provide a lucid interpretation of the public finance reform in the Czech Republic covering the period 2008 - 2010. It is dealt with from a general point of view as well as in relation to the income and property taxation of Czech citizens. A tax reform is not a uniphase process. It takes many years to prepare and the process goes through a number of modifications throughout the preparation period, which finishes as of the stated date with a newly codified tax system, covering most parts of the system in its complexity. The process of the income and property taxation reform began in 2007 and involved a number of fundamental and partial modifications to the income tax act as well as other acts affecting income and property taxation of Czech citizens. The public finance reform was supposed to fully simplify the legislation to provide transparent legislation that is simple to understand and apply. It was supposed to be built on principles and general rules, i.e. within a tax reform, the most important tax acts were supposed to be newly codified. The anticipated objective of the tax reform was to...
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System for the support of comparison of algorithms for noise reduction in audiosignal
Bartoš, Jan ; Smékal, Zdeněk (referee) ; Míča, Ivan (advisor)
The main purpose is to create a system for working with audio-signal, which is user-friendly and ready for next expansion. The program is developed in the Qt library of the Linux Ubuntu 7.4 operating system with using of C/C++ language. Another purpose is to demonstrate the functionality of the program on simple channel speech. To this aim there are implemented algorithms of the spectral subtraction and of the spektrogram's tresholding with using of FFT algorithm. The parts of the work are the teoretical part of the GUI implementation and the implementation of denoising methods, a partial description of the program and his structure and instruction manual.
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Itemized valuation of the econonomic balance sheet
Jindra, Marek ; Mařík, Miloš (advisor) ; Marek, Petr (referee) ; Severa, Vladislav (referee)
The dissertation thesis deals with valuation of individual items in the economic balance sheet of a stand-alone company and subsequently as a part of acquisition. We define the economic balance sheet as a full set of assets, liabilities as well as synergies amongst the assets (stand-alone company view) and companies (transaction view), where the sum of their individual valuations has to equal to the overall value of the company. Hence we suggest that the management (and a valuer) should be able to decompose the company value into defined and controllable value components. Apart from identifying optimal methods for the individual valuation, the key for achieving this task is the internal (amongst the assets) as well as the overall consistency (vis-a-vis the overall company value). Compared to the overall-valuation approach, we demonstrate how the component approach can lead to more precise results, higher management discipline and accountability, and can serve as a tool for an a priori identification of overpayment as well as an instrument for controlling the value post transaction. We defined two primary types of synergies in terms of valuation approach - Enhancement, improving current income potential and Future opportunities, mainly focusing on new projects - and proposed appropriate valuation approaches given their specifics. Since a large proportion of valuations on individual level is based on the income approach, setting a clear and consistent approach to discount rates was a vital part of the work. We propose a primary and, if not available, second-best rate for each component of the economic balance sheet. Although the synergies are probably of the highest commercial interest, the liabilities with external source of risk and deferred taxes on the individual level are areas generally neglected both by academics and practitioners. While the first one will have only but crucial impact on companies with decommissioning and similar liabilities, the latter is present almost in any itemized valuation, and its incorrect or purely isolated application affects the overall result and breaks the link to the overall company value. We analyze both topics and offer consistent valuation methods, although further research is required to refine them. We discuss WARA as one of the key tools for ensuring consistency of itemized valuation of the economic balance sheet. Lacking any theoretical background and interest from academic researchers, we first analyze simple concepts of the tool as they are used in practice and point out observed conceptual errors, oversimplifications and accounting-only approach. Not only that we propose complex consistent rules for WARA construction but we extend the concept from the focus on conventionally defined net assets to the full economic balance sheet, which is the only way how to relate the itemized valuation to the overall company valuation. Finally, we presented a case study based on real-life example which demonstrated practical applicability of proposed partial solutions as well as the overall approach to achieving consistency with the total company or transaction valuation. Although the analysis of individual items of the economic balance will be inevitably based on subjective assumptions to an extent, we have shown that proposed complex and consistent approach adds value to the strategic and transaction considerations. Also the preciseness of the tools will increase with the number of transactions performed as the parameters get calibrated.
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Reactive changes in muscles of the pelvic floor in selected gynecological affections
Králová, Marta ; Čech, Zdeněk (advisor) ; Kolář, Pavel (referee)
The aim of this thesis was to partially locate the reactive functional disorders of the pelvic 1100r muscles and their total effect on the musculoskeletal apparatlls in kontext 01' the whole po ture concerning femaJc patients with a clearly deťined gynaecological affecdon as endometriosis or fllnctio nal steriJ ity in comparison to a control group. The examination was conceived as a ki nesio logical analysis, which was aimed on places that are. according to sp cial ized literature. affected by the pelvic !loor mllscles and a palpation examination, simple to perfonn in rOlltine practi ce. The palpation inspection ofthe paracoccyg al portion of mllscu lus coccygeus and ofthe sacrospinalligament was conductcd with a description of possible irradiation and pain according to a basic surv y. We fO llnd a higher rate 01' pain in a group of 4 pat ients with a gynaecological affection in c mparison to a control grollp of the same size. There was a bilate1'al finding with irradiation in all 4 gynaecological patients, whi cb they described as bothering Ol' lInbearable. Conc rning tbe women in the control group, th re wa ' a positive fi nding in 2 out of 4. The degr e of pain was described f1'om slight to bothering sorcness. These outcomes indicate that gynaecological affections as a supposed source of nociceptive irr...
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Mathematics on Internet
Dózsa, Martin ; Holub, Viliam (advisor) ; Eckhardt, Alan (referee)
The aim of this work is to create an easy-to-use mathematical tool, mainly for students specialized at mathematical education. UniMaxima focuses on calculations within the frame of mathematical analysis and (especially linear) algebra. It calculates derivatives, definite and indefinite integrals, decomposition to partial fractions, Taylor-series, sums, limits, matrices, eigenvalues, eigenvectors and determinants. It is also possible to plot functions of one or two variables. The advantage of UniMaxima is simple use, there is no need to install: it is enough to visit the project's website (with Firefox 3.0+) and input the formulae.
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Modely finančních časových řad a jejich aplikace
Kladívko, Kamil ; Arlt, Josef (advisor) ; Witzany, Jiří (referee) ; Cipra, Tomáš (referee)
I study, develop and implement selected interest rate models. I begin with a simple categorization of interest rate models and with an explanation why interest rate models are useful. I explain and discuss the notion of arbitrage. I use Oldrich Vasicek's seminal model (Vasicek; 1977) to develop the idea of no-arbitrage term structure modeling. I introduce both the partial di erential equation and the risk-neutral approach to zero-coupon bond pricing. I briefly comment on affine term structure models, a general equilibrium term structure model, and HJM framework. I present the Czech Treasury yield curve estimates at a daily frequency from 1999 to the present. I use the parsimonious Nelson-Siegel model (Nelson and Siegel; 1987), for which I suggest a parameter restriction that avoids abrupt changes in parameter estimates and thus allows for the economic interpretation of the model to hold. The Nelson-Siegel model is shown to fit the Czech bond price data well without being over-parameterized. Thus, the model provides an accurate and consistent picture of the Czech Treasury yield curve evolution. The estimated parameters can be used to calculate spot rates and hence par rates, forward rates or discount function for practically any maturity. To my knowledge, consistent time series of spot rates are not available for the Czech economy. I introduce two estimation techniques of the short-rate process. I begin with the maximum likelihood estimator of a square root diff usion. A square root di usion serves as the short rate process in the famous CIR model (Cox, Ingersoll and Ross; 1985b). I develop and analyze two Matlab implementations of the estimation routine and test them on a three-month PRIBOR time series. A square root diff usion is a restricted version of, so called, CKLS di ffusion (Chan, Karolyi, Longsta and Sanders; 1992). I use the CKLS short-rate process to introduce the General Method of Moments as the second estimation technique. I discuss the numerical implementation of this method. I show the importance of the estimator of the GMM weighting matrix and question the famous empirical result about the volatility speci cation of the short-rate process. Finally, I develop a novel yield curve model, which is based on principal component analysis and nonlinear stochastic di erential equations. The model, which is not a no-arbitrage model, can be used in areas, where quantification of interest rate dynamics is needed. Examples, of such areas, are interest rate risk management, or the pro tability and risk evaluation of interest rate contingent claims, or di erent investment strategies. The model is validated by Monte Carlo simulations.
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Automatic Extraction of Lexico-Syntactic Information from Corpora
Bojar, Ondřej
The presented work investigates methods for semi-automatic extraction of lexico-syntactic information from corpora, particularly the information on subcategorization and valency frames. We document that at present time, PDT and CNC corpora are not sufficient for this task. We describe a simple method for a selective extension of corpora based on texts from Internet. We evaluate three parsers available for Czech with respect to the task of extracting verb frames. We have implemented a linguistically motivated ltration of input sentences to identify "very simple sentences", which helps the parsers to achieve better accuracy. The system AX designed in this work is more generic, any kind of linguistic fi ltration can be employed. The system is also suitable for creating partial or full parsers of natural languages. The thesis also presents a user's guide to the system AX. Furthermore, we compare methods for extraction of subcategorization frames from observed frames. We classify observed frames into a hierarchy suitable for human anotators. Finally, several problems of automatic extraction of valency frames are discussed.
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