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Analyze and economic time series forecasting by using selected statistical methods
Skopal, Martin ; Charvát, Pavel (referee) ; Mauder, Tomáš (advisor)
V této diplomové práci se zaměřujeme na vytvoření plně automatizovaného algoritmu pro předpovědi finančních řad, který se snaží využít kombinační proceduru na dvou úrovních mezi dvěma rodinami předpovědních modelů, Box-Jenkins a Exponenciální stavové modely, které jsou schopny modelovat jak homoskedastické tak heteroskedastické časové řady. Pro tento účel jsme navrhli selekční proceduru v prostředí MATLAB pro modely ARIMA. Výsledný kombinovaný model je pak aplikován několik finančních časových řad a jeho výkonost je diskutována.
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Relationship between Changes in Betting Odds and Results of Football Matches
Jurkovič, Juraj ; Bartík, Vladimír (referee) ; Zendulka, Jaroslav (advisor)
The goal of this thesis is to demonstrate techniques for solving web scraping and knowledge discovery tasks. The case study is focused on the extraction of data from bookmaker websites and subsequent analysis of collected data. The thesis demonstrates the implementation of web scraping task in Python language. The thesis describes selected implementation details for developing such a system and proposes a database schema that can be used for this purpose. Collected data is analyzed using statistical methods and frequent patterns are discovered in odds movements using apriori algorithm. Discovered relationships and frequent patterns are presented to the end user.
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Mathematical and Statistical Methods as Support of the Development of Software Applications
Kinc, Petr ; Novotná, Veronika (referee) ; Šustrová, Tereza (advisor)
This diploma thesis focuses on the design and development of the software tool using C# programming language and his subsequent implementation into the Microsoft Dynamics NAV information system. The task of this tool is to analyze the development of selected indicators using statistical methods and to predict their future development. On the basis of these predicted data, is created an indicative budget to support decision making on the determination of key accounting parameters and coefficients for the next accounting period in the company Vodovody a kanalizace Hodonín, a.s.
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Assessing Selected Indicators Using Statistical Methods
Hofmanová, Aneta ; Michalíková, Eva (referee) ; Doubravský, Karel (advisor)
Master's thesis deals with the assessment of selected financial indicators of the company through a financial analysis and statistical methods, on the basis of which then evaluates the current situation of the company. The thesis is divided into three parts. The theoretical part contains the issues necessary for the analytical part. The analytical part is focused on the analysis of selected indicators and the subsequent application of statistical methods to predict their future development and to detect dependencies between the indexes. The last part formulates possible solutions to problems caused by financial indicators that do not reach the required values.
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Analysis of criminality in regions of the Czech Republic
Marková, Markéta ; Procházka, Jiří (advisor) ; Bílková, Diana (referee)
This bachelor thesis deals with the analysis of criminality in regions of the Czech Republic. Data related to the issue was obtained from the mapakriminality.cz web site maintained by the Czech Police. The thesis is divided into 3 chapters. The first chapter focuses on the general introduction to the concept of criminality. The second chapter defines three regions which, according to the results of the investigation, should be more prone to commit offenses. The third chapter contains the used time series methodology applied in the other three subchapters, which deal with the detailed analysis of three subjectively selected offenses. The aim is to obtain basic information of criminality in the form of selected offenses, to identify problematic regions and to create predictions of criminality in individual regions for the year 2017.
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Population viability analysis of endangered species in Czech Republic
Šťastná, Andrea ; Helman, Karel (advisor) ; Bašta, Milan (referee)
Diploma thesis analyzes the viability of the selected species populations in the Czech Republic. The thesis is divided into two main parts. The first part contains a stochastic model simulating possible scenarios of the Eurasian lynx population size in the Czech Republic. For this model program Vortex was used. The second part is focused on Time series analysis of the Grey Partridge and the Common Kingfisher population, where data was obtained from the Czech Society for Ornithology. This analysis aims on identification of factors that may affect the viability of the two bird species.
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Strategies for Spread Trading using Futures Contracts
Gottlieb, Oskar ; Krištoufek, Ladislav (advisor) ; Čech, František (referee)
The focus of this thesis are futures spreads, more specifically trading strategies based on two approaches - cointegration tested on inter-commodity spreads and seasonality observed amongst calendar spreads. Commodity pairs which we identify to be cointegrated are tested for four mean reversion strategies, three of them being based on fair value approach, the fourth on the relative value approach. Similarly calendar spreads exhibiting seasonality are optimized for naive buy and hold trading strategies. Both approaches are tested on in-sample and out-of-sample data. Amongst seasonal strategies we have not found a pattern yielding sufficiently profitable signals in both in-sample and out-of-sample periods. Inter-commodity spreads on the other returned profitable strategies on cointegrated spreads which were also similar in physical nature. The exception to that rule were spreads known well in the industry, which failed to deliver positive results in the out-of-sample period.
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Bank's Liquidity in Ukraine shortly before and during Political Instability of 2013-2015
Efros, Ganna ; Brushko, Iuliia (advisor) ; Chytilová, Julie (referee)
This thesis discusses causes of the liquidity crises in Ukraine. The topic is covered from both theoretical and practical point of view. The discussions on the policies implemented by Central Bank are presented as well as the analyses for three liquidity ratios, using time series data and ordinary least squares. The main hypotheses of the thesis are: there is a positive correlation between the liquidity level and proportion of foreign capital to total bank capital; higher capital adequacy ratio leads to better liquidity ratios; liquidity is procyclic and thus depends positively on the economic growth of the country and we presume negative correlation between discount rate and liquidity. In addition to the aforementioned hypotheses, we also examine the effect of additional explanatory variables such as inflation, total assets of banking sector, spread between loans and deposits, ratio of non-performing loans to capital, unemployment rate, returns on assets and equity, and investment in securities. The quick liquidity ratio, short-term liquidity ratio, and current ratio are used as dependent variables and separate model is constructed for each of them.
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Performance prognosis and comparison male and female race performance in long distance Triathlon Ironman Hawaii.
Látová, Lenka ; Kovářová, Lenka (advisor) ; Horčic, Josef (referee)
Title: Performance prognosis and comparison of male and female race performance in long distance Triathlon Ironman Hawaii. Objectives: To analyze male and female performance in each part of triathlon (swim, bike, run) and whole race performance at 1979-2014. To find performance prediction of racers using time series analyses for race Ironman Hawaii in years 2028. It means fiftieth anniversary establishment of the race. Methods: For statistical data processing we shall use time series analysis using SPSS statistic 22 software. We add the final graphs to the historical content and the actual conditions of the race. And then we create the performance prediction in the year 2028 based on the processed data. Results: The swimming part will not significantly improve either men or women in the future. We shall see a slight improvement in the cycling part, as in men and women. In the running section, the performance will improve the most from all the parts of the race . Women will be much closer to the performance of men in the running part. Men finish the swimming part in 2028, in the time of 0:51:00 and women will be around the time 0:54:00 . In the cycling part the times will be around 4:10:00 for men and for women around the times of 4:39:30 . The running part men complete in 2:36:30 and women in...
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Trust in Political Institutions in the Czech Republic
Čermák, Daniel ; Kostelecký, Tomáš (advisor) ; Sedláčková, Markéta (referee) ; Müller, Karel (referee)
The aim of the PhD dissertation is to research political trust, specifically to describe trends in political trust and to identify factors which are related to reported trust. Political trust is vertical trust oriented to selected political institutions which are grounded in the Constitution of the Czech Republic. Following political institutions are analyzed in this study: the Government of the Czech Republic, the Chamber of Deputies, the Senate, regional councils and municipal councils. Life-time learning model proposed by Mishler and Rose, which combines cultural and institutional approaches to explanation of trust in political institutions, is used as a theoretical framework in this study. All conducted analyses make use of data from surveys carried out by CVVM and other departments of the Institute of Sociology of the Academy of Sciences of the Czech Republic. The key finding of the study is the fact that the level of trust in political institutions is mainly determined by factors associated with 1) institutional performance which is related to political situation and the perception of own economic situation or the economic situation of the state; 2) party preferences (presence of so called "the winner effect"). The level of trust in political institutions on national, regional, and local...
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