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Financial analysis Crystalex, a.s.
Matušková, Petra ; Synek, Miloslav (advisor) ; Lejsková, Linda (referee)
The Financial analysis Crystalex a.s. examines a general financial situation of the company. I use classical methods for financial analysis. The significant part of my project is the application of creditworthy and bankruptcy models. The aim of my thesis is to find out if these models were able to predict the current situation for management in the past.
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Nonlinear modelling of meteorological data
Pop, Lukáš ; Raidl, Aleš (advisor) ; Mikšovský, Jiří (referee)
Thesis deals with possibilities of application of nonlinear methods based on the theory of dynamical systems, for meteorological problems. In the first part there is explored description of the dynamical systems, namely deterministic chaotic systems, for them this methods were introduced. There is described the concept of attractor and its typical invariants. In the next part there are summarized different ways of reconstruction of phase space of system by means of time series produced by it. A modification of Cao's method is proposed here. Possibilities of prediction of meteorological quantities are proposed here. In the next part there is described influence of different sorts of signal noise and inaccuracies of measuring to the dynamical system that is described by logistic equation. That is a simple example of deterministic chaotic system. In the last part there are analysed single types of errors, of them nonlinear methods of prediction are encumbered. There are described typical properties and specialities of meteorological data. There are tried modifications of local linear models also, what is applied to data of NCEP/NCAR reanalysis.
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Variability of meteorological processes in stratosphere in relation to vertical ozone profile
Motl, Martin ; Kalvová, Jaroslava (advisor) ; Halenka, Tomáš (referee)
There is studied an influence of dynamical processes in atmosphere on the total ozone and its vertical profile in this work. There are described known atmospherical processes with influence on ozone variability and statistical methods used in the work at first. Then is studied connection between ozone and tropopause height. There are also monitored time trends of ozone and tropopauzse height. There are computed modes of variability for the field of the geopotential in pressure levels from 500 to 10 hPa in the next part of the work and there is studied a statistical connection between computed modes and ozone. There is constructed linear regression model from time trend and computed modes. This model describes considerable part of the ozone variability and there are discussed possibilities of use some similar model for prediction of the total ozone in the resume.
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Theoretical predictions of the impact of a noisy channel on interpreters' performance in simultaneous interpretation and their empirical verification
Volenová, Eva ; Čeňková, Ivana (advisor) ; Ďoubalová, Jana (referee)
This thesis explores the issue of noise in the simultaneous interpreting process, using the concept of noise as defined in information theory and the model of communication developed by Claude Shannon. The theoretical section of this thesis first offers a brief explanation of the basic concepts involved in information theory, followed by a description of Shannon's model. Selected models of interpreting are then introduced based on this model of communication. A list of potential types of noise is then presented based on the literature examined that may have an impact on the interpreter during simultaneous interpreting. The empirical section of this thesis consists of a questionnaire and an experiment. The questionnaire determines to what extent interpreters find the potential types of noise from the list created in the theoretical section disruptive in their work. The list of types of noise is also expanded based on respondents' answers. The questionnaire also determines what strategies respondents employ to overcome adverse factors. The new types of noise and strategies employed are described in this thesis using open-ended answers from the respondents. The experiment tests the impact of a burst-noise channel on simultaneous interpreting. A total of 13 respondents took part in the experiment,...
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The Role of Heterogeneous Households in the DSGE model: Application to the Czech Republic
Palas, Michal ; Bobková, Božena (advisor) ; Kukačka, Jiří (referee)
In this thesis, we study the role of non-Ricardian households in an open economy dynamic stochastic general equilibrium model calibrated for the Czech Republic. We show that the presence of non-Ricardian households induces a short-term raise in aggregate consumption in response to a government spending shock. The combination of price and wage rigidities, habit formation, and the open economy design enables a low share of non-Ricardian consumers to be sufficient to predict the positive comovement of government spending and aggregate consumption. We estimate the sensitivity of consumption to changes in disposable income in the Czech Republic, and our results suggest that a significant share of income goes to non- Ricardian households. If the nominal-wage stickiness is assumed, the inclusion of non- Ricardian households does not considerably alter the determinacy of the model, and an interest rate rule satisfying the Taylor principle is sufficient to get a unique stable solution. The overall performance of the model is studied through the analysis of impulse responses to various shocks.
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Principles of Lean logistics in supply chain of new model from Škoda company
Trejbal, Michal ; Pernica, Petr (advisor) ; Cee, Jiří (referee)
Graduation theses is dealing New logistic concept, which is in these days implemented in concern Volkswagen. Author, employee of Škoda company, describes New logistic concept at all in its five moduls and he is evaluating its principles with the modernest logistic theory. In practical part he analyses factuality of concrete Milkrun establishing in order of New logistic concept principles. Work results with confirmation of funcionality of new principles through concrete exam of Milkrun. It containes also common recomendation for successful realisation the whole concept.
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An Analysis of Formulae for Capital Adequacy of Non-Life Insurance Companies
Hůdová, Klára ; Justová, Iva (referee) ; Mandl, Petr (advisor)
This diploma thesis compares methods for capital adequacy of non-life insurance companies and shows their possible improving. The thesis denotes determining capital requirement according to Schnieper due to the ruin probability. The Schnieper's model uses covariances between total risk and individual risks, that threatend the insurance company, to describe dependences between the risks. This model is extended by using knowled ge recited at MFF UK. We use logarithm-linear model for prediction of claims. The method of determining the whole capital requirement and the capital alocated for individual risks is applied to coucrete data. We briefiy describe the Risk Based Capital formula .
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Měnová politika a ECB
Strejc, Daniel ; Klosová, Anna (advisor) ; Coniglio, Nicola (referee)
The thesis evaluates the ECB's monetary policy during the past decade by using policy rules and compares the suitability to particular members of the Eurozone. It examines the central bank's reaction function regarding the output and inflation. The work is divided into two main parts. First, gives the theoretical introduction of monetary policy and evaluation of the Eurozone regarding the theory of optimal currency area. In the second part it provides the econometric models and estimates. As a conclusion the results of two different OLS models show that, we cannot precisely decide to which variable the ECB reacted, as obtained two statistically significant models but with different results. For two models is used different variables GDP gap and IPI gap. The results have also shown that the ECB's monetary policy mostly suits to biggest economies within the Eurozone.
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Applications credibility and bankruptcy models to compare the financial health of breweries
Varkalová, Světlana ; Holečková, Jaroslava (advisor) ; Staňková, Anna (referee)
This thesis deals with selected credit scoring and bankruptcy models and their ability to pre-dict financial problems in a company. Among the models included in the paper are the Altman bankruptcy model Z - Score, Index of credibility of the Neumaier (IN95, IN05) Taffler mod-el, Kralicek Quick test, Grünwald creditworthiness model. The methodological part focuses on the detailed description of each individual model. The practical part includes a customised application of the models on the selected breweries and subsequent assessment of the ability of the models to predict financial distress.
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