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Multivariate ARCH and GARCH models
Šafránková, Jana ; Hurt, Jan (referee) ; Prášková, Zuzana (advisor)
We study multivariate ARCH and GARCH models and their subsequent application to simulated and real data. In discussed models the conditional variance matrix is considered to be a function of lagged data process which is the subject of study. In case of GARCH models the conditional variance matrix is dependent on own lagged values, too. First of all, we deal with univariate ARCH and GARCH models to get some theoretical basis. The subsequent study extends this basis to multivariate models. A survey of multivariate GARCH models is presented in the next part of this thesis. Further study is devoted to maximum likelihood estimators of these models and we deal with alternatives to multivariate normal distribution which is a standard assumption of this method. We occupy ourselves with tests of these models, too. We mention both preestimation tests and postestimation tests to verify the adequacy of models. In conclusion we give practical examples which show di±culties of applications of these models for real data.
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Antenna for in-car UWB communication
Špůrek, Jan ; Puskely, Jan (referee) ; Raida, Zbyněk (advisor)
This bachelor’s thesis is focused on the design of a wireless UWB network inside a car. The project is divided into three parts. In the first part, we describe the design of suitable antennas and feeding structures. The second part is focused on the simulation of a reciprocal communication for each type of the antenna in free space. In the third part, we investigate the effect of interference caused by near parts of the car for each type of the antenna. The results are then evaluated and the most suitable antenna is chosen for realization. The fourth part describes modifications of the antenna for SMA connector, which is necessary for measurement. In the fifth part we discuss measured results and compare them with assumptions from simulations. Results of the thesis are summarized in the conclusion.
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SPATIAL DATA IN ORACLE DATABASE
Hanuš, Ondřej ; Chlapek, Dušan (advisor) ; Krch, David (referee)
More and more applications work with digital geographical data is occurring in the present era. Users of these applications are more and more ambitious and are looking for applications that are able to assist them and give them information as simply as possible. One example of this typical information is: the shortest way to work. There are still more causes when we lose paper data because of natural disasters such as floods or hurricanes and these press us to consider data digitalization, saving and archiving data. This work describes one of the themes that should help us to solve this problem. This theme is storing and the manipulation of geographical data. Geographical data involves the problems of geographical information systems which are very often requested in the present digital era. There are many applications that are able to navigate us to a target on the internet. This problematic is not only about to find the shortest way to a target but also a lot of companies use these applications for planning and developing industrial networks, house development and they are also useful in connection with applications for facility management. Spatial data uses geographical data, and thus it is very easy to imagine that the amount of this data could very quickly reach size in hundreds of terabytes. For this size of data it is necessary to find an appropriate warehouse and mainly efficient management. This functionality is offered by the most extended database ORACLE with Oracle Spatial extension.
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Credit Risk Valuation
Pleška, Martin ; Benková, Markéta (referee) ; Charamza, Pavel (advisor)
According to the rules stated in the Basel II document banks are obliged to calculate risk capital on the basis of expected value of credit risk and in particular on the basis of some of its characteristics among which is Value at Risk (VaR) also ranked. It can be calculated for example by the method stated in Creditmetrics paper. In this thesis we will focus on this method of calculation of VaR which is considered to be a measure of credit risk. Determination of expected value of portfolio which credit risk we are concerned about is in this paper demonstrated by two methods. First one is the method of discounted cash řow and the second one is the method of risk costs. Estimations of VaR are being performed through the use of simulation of distribution of the value of the portfolio. The work is amended by a particular calculation with real data.
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Ion-Protein Interactions
Heyda, Jan
Title: Ion-Protein Interactions Author: Mgr. et Mgr. Jan Heyda Department: Physical and Macromoleculer Chemistry Advisor: Prof. Pavel Jungwirth, DSc., IOCB AS CR, v.v.i. Advisor's e-mail address: pavel.jungwirth@uochb.cas.cz Abstract: Conventional molecular dynamics simulations in combination with ad- vanced methods of analyses were used to improve the understanding of the interac- tion between ions and proteins in salt solutions. Thus systems of diverse complexity and size were investigated, starting with simple (and molecular) salt solutions with small fragments that mimic the various functional groups of amino acids such as N-methylacetamide representing the peptide bond or alkylated ammonium cations. Continuing with individual positively charged amino acids (arginine, histidine, ly- sine) a strong binding interaction with small fluoride anion that is significantly weak- ened for larger halides (Cl− , Br− , I− ) was described. This observation was extended by detecting the strong sensitivity of fluoride to charge distribution on ammonium, lysine side chain, and the N-terminal of glycine while sensitivity of iodide was found to be low. Later it was shown that the attractive side chain-side chain interactions are significant for short positively charged peptide fragments in polyarginine and dihistidine, while...
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Project Management: Implementation of computer networks in the building
VOBOŘIL, Ondřej
This thesis deals the general project management, but also to solve a specific real project in MS Project 2007. In the theoretical introduction to project management includes among other things, an explanation of basic concepts, an overview of the characteristics used for assessing and monitoring the project, description of methods and general familiarization with MS Project. Application part of the work will be based on actual data and focuses on project implementation the computer network in a particular object. After closer inspection of the project is done time analysis, resource and cost analysis.
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Tester of photovoltaic cells and modules
Pavlík, Stanislav ; Šimonová, Lucie (referee) ; Vaněk, Jiří (advisor)
This semestral thesis introduces basics of function of the photovoltaic panels and cells. In this thesis I introduce methods for detection of defect and characteristics of the solar cells. Main diagnostics method introduced in this work is method called FLASH. Next thing is to create for solar simulator PASAN SunSim 3C holder for testing of the photovoltaic cells and calibrate older continual simulator.
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Network attached storages
Laciný, Jakub ; Vokoun, Tomáš (advisor) ; Pavlík, Jan (referee)
Bachelor thesis follows up the possibilities of using NAS in small companies and households. Theoretical part is devoted to the definition of basic concepts, introduction of device, analysis of basic and extending functions. It focuses primaly on analysis of suported comunication protocols, commonly used file systems and principles of function disk arrays. One section is dedicated to data backup and NAS server protection, marginally to wireless security, which is closely related with the theme, especially in terms of data misuse. In practical part, the basic services and setings are described at the first. In further steps, the applications and functions are introduced for their subsequent use as common user as small company.
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