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Securities portfolio optimization
Pinkava, Ondřej ; Bartošek, Vladimír (referee) ; Sojka, Zdeněk (advisor)
This dissertation deals with the securities portfolio optimization. After introducing the definitions, I try to explain the particular investment instruments with regard to returns and risks. The following part provides a theory which tells more about different market risks and returns on the final securities portfolio. Concerning these models the effective portfolio has been set up.
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Identification of pauses in noisy speech signal
Kepák, Petr ; Míča, Ivan (referee) ; Smékal, Zdeněk (advisor)
The basic problem of speech is a complete separation of the natural noise which arise from correct articulation of voiced and unvoiced consonants from noise and disturbance environment. Objective of this master’s thesis is to find an effective method that could identify the pauses without speech activity, which can identify the properties of noise and disturbance. Once the noise is correctly identified, it is already possible to use different methods for its removal. The master’s thesis describes two methods of pauses identification. These methods are programmed in Matlab and tested on nine speech recordings. Methods analysis of the results was performed using the ROC (Receiver Operating Characteristic) curves. In the end are summarized results analysis of created methods.
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Data reconciliation and gross error detection
Nováček, Adam ; Šomplák, Radovan (referee) ; Touš, Michal (advisor)
Operational data are used for control and optimization of a process in industrial and energy plants are used. Data provided from measurement are affected by errors arising from uncertainty of measurement (imprecision of measuring instruments). Data reconciliation provides us more precise variables which give us the opportunity to better optimize and achieve higher economic gains. The objective of this bachelor's thesis was to study the issue of data reconciliation of measurement and gross error detection in measurement variables. This work is divided into two parts. The first part is theoretical, describing measurement errors, solution methods for data reconciliation and statistical tests for gross error detection. The second part is a practical demonstration of data reconciliation on two examples. The results of reconciliation and the solution procedure are included. Complete procedure can be found in the Annex.
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Definition optimal parameters for purposes rigiceity of bonded connections.
Janečko, Ondřej ; Marková, Petra (referee) ; Pernikář, Jiří (advisor)
In Project is motion methodology optimal of the number of metering given test standard FINAT FTM/2 for adhesive tape, to method was reliable and reproducable. Accent has to be laying on exact progress and fundamentals metering, that are inevitable testing specifications. Metering they are executive on special testing machine, what be calculated for exams tear. V our case with acts about take-off us election adhesive tape, that is of sticking on stainless steel laminae, definite by force. important factor for us they are standard deviation and variation coefficient.
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Utilization of inverse reliability analysis tools for probability based design of selected structural parameters
Lipowczan, Martin ; Novák, Drahomír (referee) ; Lehký, David (advisor)
This bachelor thesis deals with the application of methodology and tools of inverse analysis in regards to probabilistic design of selected design parameters of structure. The first step was to get familiar with the probabilistic design and analysis, then understanding of the inverse analysis methodology itself which is based on artificial neural networks. After researching the topic we could get to the actual issue. To put the theory in practice easier examples were used at first. These were mathematical functions and one practical-based example, whereas the results were known in advance. This simplified a process of checking achieved values. Using software tools and especially DLNNET software allowed us to take on practical exercises. Used exercises are chosen from earlier undergraduate studies at the Faculty of Civil Engineering, Brno. The first of these was a design of reinforced concrete slab, where desired parameters were slab’s height and area of reinforcement. The second one was a design of a diagonal truss screw connection, aimed to size the screw diameter and its quantity.
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Portfolio performance measurement
Csörgö, Tomáš ; Radová, Jarmila (advisor) ; Málek, Jiří (referee)
The goal of the master thesis is to analyze portfolio performance. The theoretical part of the thesis describes risk, portfolio performance measurement, investment funds, theory of portfolio. The analysis of portfolio performance is measured by different portfolio measurement tools.
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The study of the relationship between average realized stock returns and the risk of stock investment
Řípa, Daniel ; Bašta, Milan (advisor) ; Cícha, Martin (referee)
Bachelor thesis deals with the topic of average return rates of stock investments and assessment of their risk. The aim of this work is a comparison of two alternative approaches of risk measurement. Twenty years long time series of 30 stocks' returns from 1991 to 2010 are first used to analyze a relationship between average realized returns and standard deviations of the returns. Variety of computational algorithms is used in attempt to generalize this relationship. Analysis of the full length time series does not seem to discover a significant mutual relationship in the analyzed dataset. However, by analogically employing the algorithm of the CAPM analysis a significant and positive linear relationship between standard deviations and realized returns was found. Furthermore, two-step regression algorithm introduced by Fama & MacBeth is used to test the validity of CAPM model. This method led to the conclusion that CAPM cannot be rejected within the analyzed dataset. Moreover, strong positive linear relationship was found between the estimates of standard deviation and beta coefficients, which may be explained by the lack of variability in correlation between individual assets' and market portfolio's returns.
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Surveying measurement in the capital construction.
PÁLENÍKOVÁ, Lenka
The accuracy appraisal and its evaluation with what the results of geodetic work are being achieved will be shown in this graduation thesis. As well as the related legislation and economic point of view of the price setting in comparison to other geodetic companies. One of the major surveyed area is testing of the used instruments - confrontation of achieved values with the values stated by manufacturer, accuracy analysis of the used methods and allignment of independent measurements of equal magnitude.
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Optimální portfolio
Menčík, Tomáš ; Musílek, Petr (advisor)
Tato práce si dává za úkol stanovit optimální týdenní portfolio složené z burzovních indexů s přihlédnutím k měnovému riziku a zpracovává data vývoje jednotlivých indexů i směnných kurzů od roku 1999. Optimální portfolio jsem zkoumal z hlediska investora v amerických dolarech, eurech a českých korunách. Na základě analýzy výsledků jsou stanoveny faktory, které rozhodujícím způsobem ovlivňují složení portfolia.
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