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Applications of Multivariate Time Series Models in Finanacial Analysis
Hrba, Martin ; Cipra, Tomáš (referee) ; Zichová, Jitka (advisor)
The thesis deals with the applications of multivariate ARMA models for particular time series from nancial markets; it consists of a theoretical part and a practical part. The former refers to the theory of multivariate ARMA models and methods of their applications. In the latter two time series are solved by system Mathematica 5.0, one currency courses series and one stock exchange index series. The data and programme source code are enclosed on a CD.
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Multifunctional house in Karlovy Vary
Růžička, Jiří ; Vlček, Ing Karel (referee) ; Vlček, Milan (advisor)
The project solves a multifunctional Duma building in a vacant lot, contemplated the construction site is located in Carlsbad, in the street Vyhlíce. This is a protected site spa. Part of the project's layout and structural design of the house. It is a six-storey house with an attic and a basement floor. It is designed as a free-standing in the gap as the final house. The layout is divided into two complete units with their own input. There are spaces for business and residential units for permanent housing. Part of the living area are also room house equipment. Inputs to both parts are wheelchair accessible. The house is not wheelchair The house is designed as a brick building of brick masonry Porotherm the module dimensions of 250 (125) mm with reinforced concrete ceilings. Roofed by a hipped roof. The house is located on a private plot of 519 m2 built-up area of 221 m2. The land is gently sloping. The main orientation of the building to the cardinal's east and west. The south wall is adjacent to the neighboring house.
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Office building in Karvina
Bogocz, Adam ; Dohnal, Jakub (referee) ; Fuciman, Ondřej (advisor)
Diplom thesis is about design of an office building. Building floor plan is designed as a rectangle. The building consists of four floors. Roofing the object is solved by a flat roof with strips of m-PVC. The purpose of the internal arrangement is to be able to lease office space to individual firms on the floor. On the first floor is situated an entrance hall with space for the doorman and staircase area. At the hall is also a personal elevator and utility room. These spaces are common to all tenants. In the space for offices are located toilets for women, for men and one toilet for the disabled. Kitchen with lounge and six offices. These spaces are connected with single corridor. The other floors are connected to administrative with hall, which houses a staircase and an elevator. In office spaces 2.NP. 3.NP and 4.NP are located toilets for women, for men and one toilet for the disabled. Kitchen with lounge, utility room and nine offices. These spaces are connected with single corridor. From these levels, there is also access to the evacuation staircase, which is designed according to the requirements for fire protection. On the 4.NP in the utility room is located auditing roof ascent. The project was developed in the educational version of ArchiCAD 17 and processed in accordance with the requirements of a layout, architectural design, structural design, proper and safe use of the building.
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Modeling of Elastic Mechanisms
Slaný, Jan ; Keršner, Zbyněk (referee) ; Frantík, Petr (advisor)
The thesis deals with constructing and solving a discrete mechanical model from the point of view of dynamics. As an example of a real-world problem which can be approximated in this way, the dynamical behaviour of a bow and arrow during loose have been chosen. In order to solve this particular type of model, a specialized piece of software has been developed. This method and software have been deployed to simulate shooting a straight bow of specific parametres. Two variants for the shape of the bowstaff have been evaluated.
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Solver of Mathematical Equations for Android
Janičko, Adam ; Herout, Adam (referee) ; Zachariáš, Michal (advisor)
This thesis aims at creating equation solver application for Android platform. The thesis includes graphical user interface (GUI), save and edit options for equations, the actual equation solving and widget for quickly evaluating already stored equations. When creating equations, user is able to use selected mathematical functions, constants and custom variables that user can define right before evaluation. The equation in the standard infix notation inappropriate for further processing is transferred to the prefix notation using modified Shunting Yard algorithm. Final expression is put together once. That means the evaluation is faster, when the values of user-defined variables changes.
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Synchronization of DNS Records between LDAP Database and DNS Server
Bašti, Martin ; Matoušek, Petr (referee) ; Čejka, Rudolf (advisor)
Cílem této práce je prozkoumat možnosti uložení DNS dat v LDAP databázi a jejich oboustranné synchronizace s DNS serverem s využitím standardních technologií, paralelizace a jednoduché rozšiřitelnosti o podporu různých DNS a LDAP serverů s různými DNS schématy. Práce dále popisuje různa schémata pro uložení dat v LDAP databázi a analyzuje problémy spojené se synchronizací a navrhuje jejich řešení. Výsledkem je prototyp synchronizační aplikace s doporučenými nastaveními pro DNS server a LDAP databázi, která je schopna efektivně synchronizovat DNS data.
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Optimizing the distribution of participants in summer camps
Hlavenka, Vojtěch ; Kuncová, Martina (advisor) ; Skočdopolová, Veronika (referee)
The aim of the thesis is the mathematical model, which is capable to divide participants of large summer camps into groups, according to specific limitations. The first part describes the economics model and all valid conditions. The second part is devoted to theoretical description. There are mentioned the basics of mathematical programming and the basic of working with Excel and VBA. The thesis describes only actually used methods. The following third part shows the final form of the model. So the reader doesn´t have to go through the whole process, described in the fourth part. There is a model testing in the fourth part, especially with the help of the Excel Solver. The problems are sold immediately. That is the reason why the fifth part can be used for implementation of working environment, which allows the end user to run the model without any significant knowledge of the issue. The app uses the wide possibilities of VBA. The sixth part briefly describes other add-ins, that are able to solve mathematical problem. The conclusion summarizes all the previous parts and offeres solution, that would be used in real application of the thesis.
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ELECTRE methods: theory and applications
Pieter, Michal ; Jablonský, Josef (advisor) ; Fiala, Petr (referee)
Multiple-criteria decision-making (MCDM) is a field of decision theory concerned with analyzing discrete sets of variables evaluated by multiple criteria. Facilitating decisions in such situations are several methods, among them a family known as ELECTRE. Using threshold values and the concept of outranking, they allow for improved modeling of the uncertain nature of real systems. This thesis sets out to describe all of the basic ELECTRE methods, as well as several of their modifications and further extensions and aims to do so with a sufficient level of detail and using precise mathematical language. It also presents key applications of said methods and reviews their implementation in software. Lastly, it introduces a brand new software, ELIA, developed as a part of the thesis. It allows users to solve practical problems using four of the basic ELECTRE methods.
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Mathematical Programs for Dynamic Pricing - Demand Based Management
Hrabec, Dušan ; Karpíšek, Zdeněk (referee) ; Hoff, Arild (referee) ; Haugen, Kjetil Kare (advisor)
Tato disertační práce se zabývá vývojem, modelováním a analýzou poptávkově orientovaných úloh, které zahrnují marketingová, operační a logistická rozhodnutí. Úlohy jsou zvoleny tak, aby mohly být dále rozšířeny o koncept tzv. dynamického oceňování a jiných dynamických marketingových rozhodnutí. V práci jsou využity dvě základní poptávkově orientované úlohy: a) úloha kolportéra novin, která je zvolena pro její jednoduchou formu a která tak slouží jako nástroj pro ilustrativní ukázky rozhodovacích procesů v podobných typech úloh, a b) úloha návrhu dopravní sítě, kde jsou využity některé výsledky a znalosti získané při řešení úlohy kolportéra novin. Kolportér (či obecně maloobchodník) čelí náhodné poptávce, která může být postupně ovlivněna oceňováním, marketingovými (tj. reklamními) rozhodnutími a nakonec jejich kombinací. Poptávka obsahuje tedy náhodnou složku, která je pomocí přístupů stochastické optimalizace modelována ve specifickém tvaru (tj. aditivní či multiplikativní tvar). Závislost cena-poptávka je zachycena pomocí nelineární klesající poptávkové funkce, zatímco (vhodná) reklama vede ke zvýšení poptávky (běžně rostoucí s-křivka či konkávní funkce). Výsledky získané při řešení úlohy kolportéra novin s oceňováním jsou následně využity v úloze návrhu dopravní sítě. Tato stochastická úloha je modelována (reformulována) pomocí dvou přístupů stochastické optimalizace: wait-and-see přístup a here-and-now přístup. Jelikož tato implementace vede na lineární či nelineární celočíselnou (navíc scénářovou) úlohu, jsou v práci zmíněny taky výpočetní nástroje. Autor pro řešení používá (původní) tzv. hybridní algoritmus, což je kombinace heuristického (genetického) algoritmu a nástroje optimalizačního softwaru. Potenciální aplikace sestavených modelů, obzvláště v oblasti odpadového hospodářství, jsou diskutovány v závěrečné části disertační práce.
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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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