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Models of Analysis and Forecasting of the insolvency of Czech companies
Kuchina, Elena ; Hušek, Roman (advisor) ; Řičař, Michal (referee)
Different scenarios of the financial situation can take place before the company's bankruptcy. There may be long-term trends in the deteriorating financial situation that indicate the impending corporate bankruptcy, or the bankruptcy may occur unexpectedly, even though the company was ranked among prosperous business units. If the economic situation of the company followed the second scenario, when insolvency was quite predictable, static model, i.e. the model which does not take into account the dynamics of changes in the financial indicators, is a good option to capture the probability of bankruptcy. However, the situation becomes different when the financial indicators fail to show a positive trend throughout some years before the insolvency. In this case, the predictive accuracy of the static model could be increased by a dynamic model by taking into account the fact that the development of the financial indicators in the past periods may affect the company's financial health for the period under consideration.
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Protection of water supply focused on terrorist attack by selective contaminants in the district of Žatec
HRUŠKOVÁ, Hana
In my bachelor thesis, I concentrated primarily to issues inclusive to water management and terrorism. The main aim of my thesis is to analyze protection of water supply against possible terrorist attack with using of selective contaminants. The district of Žatec is defined by administrative area municipality with extended competence Žatec that includes 18 villages and their parts. Over 91 % from the 26 thousand inhabitants are supplied a potable water by public water supply from several surface and groundwater water sources. In this region has been built over 20 water tanks, more than 200 km water mains, several pump stations, water treatment plant and another equipment. Water supply network of the district Žatec is controlled by regional dispatch center, located in Most. In partial analyse of security system water supply, I focused on issue of the protection against external disruption by terrorists on selective objects or equipment. I visited some of them, specifically selected water tanks and dispatching by excursion with expert consultation. I founded that the most vulnerable components are water tanks which are not connected to dispatching. That´s means that dispatchers haven´t continuous information about monitored parameters of water tanks and that these water tanks are not secured by infrared sensor which points out a break-in. These water tanks aren´t connected to large distributional systems. They supply individual town or group of municipalities by local or group water mains. Their further disadvantage is small capacity too. Water tank at Třeskonice has two chamber each with capacity of 25 m3. I defined suitable contaminant of water supply system by analysis potentially hazardous water contaminants. I compared required properties of suitable contaminant with available informations concerning to selective biological weapons and toxins. Although, at first I supposed that I will define by analysis more suitable contaminants than one, so I could determine only bacillus anthracis as potentially highly hazardous water contaminant due to limited access of available informations about agens. Spores of this bacterium which cause anthrax are e.g. resistant to chlorine, stable in water enviroment, relatively easy cultivation on selected culture medium. There is probably posibility to be infected by cutaneous and intestinal forms of anthrax through effective and sufficient contamination. In the final analysis, the potential of a terrorist attack on the water supply network of the district Žatec, I concentrated mainly on evaluation posibilities of ways performance terrorist attack from the point of view of efectivity and difficulty performance such terrorist attack and on evaluation of total and general potencial terrorist attack. The easiest and the most likely ways of performance terrorist attack is direct aplication of suitable contaminant into water tanks´s reservoir. Simultaneously the easiest and the most effective is contamination into selective water tanks that I specified in analysis security of water supply network. Nevertheless is undoubted that even ineffective contamination would mean really significant intervention towards activities of all relevant institutions and serious disruption of inhabitants´s daily life. Due to my achieved results is neccesary to raise level of protection water supply network for some parts of this system. It concerns primarily improvement security for individual water tanks. It is also desirable to determine security level of water tanks by legislative law. For verification of preparedness for such crisis situation is needed to perform a demonstration training with model situation for possible contamination of the water network by hazardous substances.Concurrently it is important to implement available and actual data from adequate foreing sources which are concerning to a research potentional water contaminants, especially biological and chemical weapons.
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The role and influence of public economic predictions to the real economic progress
Sequens, Jan ; Hudík, Marek (advisor) ; Jaklín, Jiří (referee)
This paper explores the question of the existence of economic forecasts in three main areas. Firstly, why we need economic predictions and forecasts of economic indicators, secondly whether the predictions match the future real conditions and thirdly whether the forecast can change future progress or value of indicator they predict. The first question can be answered very easily. Economically, philosophically or psychologically, but clearly, we can say that economic predictions, at least in some points, are for our society necessary. For the second question we find ambiguous answer, when we know that predictions can not always predict the future accurately. But predictions can synthesize a large amount of information in a graph and formula, can offer different scenarios for the future with a certain probability, and under certain assumptions, can predict very accurately. Last question - the impact of the prediction on reality and predicted indicators, is based on empirical analysis of the impact of the indicators on reality in shape of collected theoretical background. The conclusion clearly says that predictions really affect reality, but the prediction impact on the actual value of predicted indicators is inconclusive.
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Text Dependent Speaker Verification
Fux, Jan ; Glembek, Ondřej (referee) ; Matějka, Pavel (advisor)
The goal of this Bachelor's thesis was to design text dependent speaker recognition system. There were few systems tested for MIT database. This database contains recordings of 0.46s average length. Best case for recognition is to use a combination of DTW system using posterior probability estimation (posteriograms) as an output of Phoneme recognizer and acoustic SID system based on iVectors and PLDA (Probabilistic Linear Component Analysis). Fusion with Neural network gives the best results (EER). These are 17.84% EER for women and 16.38% for men. It's 49.9% relative improvement for women and 54.2% for men against acoustic recognition alone.
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The Analysis of Fish and Seafood Market in Czech Republic
Šáchová, Lucie ; Mlejnková, Lena (advisor) ; Čáp, Petr (referee)
Diploma thesis describes the composition of fish meat and its inventions in the diet, shows the development of global fish consumption and the development of fish consumption in the country. Examines the current product portfolio and provides an overview of entities operating in the CR market. Based on the questionnaire provides a forecast likely future trends and anticipated developments.
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Forecast of deflationary forces in economy and impact on asset values
Kaška, Jan ; Mařík, Miloš (advisor) ; Krabec, Tomáš (referee)
In current valuation and economics disciplines, it is a commonly held belief that financial crisis is over and a big threat to world economic system is inflation. While many assumptions of these claims are of certain significance indeed, this thesis proves a non-trivial chance of outright deflation. Author of this work also shows that attempts of governments and central banks aimed at avoiding deflationary scenarios ultimately cause slower growth and elevated variance in economic activity. Due to existence of such causality, a new variable "tau" entering into CAPM model's risk premium was developed as the original model had previously not captured for impacts of monetary and government policies. In order to quantify a probability and strength of deflationary forces in developed world, three distinct approaches were utilized -- quantitative assessment, historical comparisons, and a pure economic theory based reasoning. Value of variable tau was determined by regressing relationship between implied risk premium and changes in monetary policy while testing for different time lags. Results of the work point to a 10-20% chance of deflation in developed world. Extremely loose monetary policy worldwide than warrants augmenting additional 1-2% risk premium to current implied risk premium of US stock market. Although newly defined models would certainly need more work and refining, author believes that the augmented CAPM version does a good job capturing the "irrational exuberance" mentality attached to policies of major central banks around the world. The three year lead of model-based risk premium compared to the implied one is perceived as one more contribution to current valuation process and understanding of risk.
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OUTDOOR GAMES
Mareš, David ; Přibyl, Ivan (advisor) ; Jahodová, Gabriela (referee)
Topic of thesis discusses the general nature of physical games outdoors, especially their importance from an educational, pedagogical and development point of view. It also focuses in detail on the use of physical games outdoors in the activities of special interest groups, sorting and dividing, their importance in the areas of leisure and recovery activities of the organism, which is probably most natural for children, which is a game. Thesis also deals with their significant contribution in the areas of personal and social development, the integration of individuals, but also in the areas of prevention of socially pathological phenomena. The thesis Further details the methodology of compiling the relay outdoor games, and its usage in practice. The thesis is based on detailed literature review, person experience and investigation, and is divided into chapters. After the introduction the next section contains general theoretical knowledge of the complex nature of outdoor games, their types, importance, as well as their differences and diversity. The third chapter is devoted to a detailed methodology for compiling appropriate relay games in an actual outdoor environment. The fourth chapter describes the practical part, which is the preparation and implementation of relay games, and its verification,...
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Utilization of Radar Echo Extrapolation for Quantitative Precipitation Forecast
Frolík, Petr ; Novák, Petr (advisor) ; Žák, Michal (referee)
Title: Utilization of radar echo extrapolation for quantitative precipitation forecast Author: Petr Frolík Department: Department of Meteorology and Enviroment Protection Supervisor: RNDr. Petr Novák, PhD., ČHMÚ Supervisor's e-mail address: petr_novak@chmi.cz Abstract: At present time weather radar data are essential for national meteorological services. Utilization of this data for quantitative precipitation forecast and severe weather prediction for short period (nowcasting) becomes more and more common. Increasing interest for quantitative precipitation forecasts can be noticed in hydrological applications, where it can give early warning on flash floods and can improve large scale precipitation forecasts. This paper verifies usability of COTREC nowcasting method based on extrapolation of radar echo for quantitative precipitation forecast. Quality of COTREC forecast up to 3 hours was investigated on data from 1.4.2006 to 30.9.2006. Comparison of COTREC method with Aladin NWP model forecasts was also made. Hourly mean precipitation estimates on catchments were chosen for comparison because of verification focused mainly on utilization of the forecasts in hydrological applications. Forecasted precipitation estimates were compared with optimal operationally available precipitation estimate - adjusted radar...
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Forecasting System for Truck Parking Based on Statistical Modeling of Indirect Data
Brabec, Marek ; Konár, Ondřej ; Kasanický, Ivan ; Pelikán, Emil ; Malý, Marek ; Lokaj, Z. ; Zelinka, T.
In this paper, we describe briefly ongoing work on a project devoted to development and pilot verification of a system for highway truck parking detection and forecasting. The project has been funded by the Technological Agency of the Czech Republic (TACR) during 2012-2014 as the project number TA02031411: “Increasing the usage of parking capacity on highways using prediction models”. It is based on a unique collaboration of Faculty of Transportation Sciences, Czech Technical University in Prague, Institute of Computer Science, Academy of Sciences of the Czech Republic, Inoxive Ltd. and Kapsch Telematic Services Ltd.
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Utilization of Radar Echo Extrapolation for Quantitative Precipitation Forecast
Frolík, Petr ; Novák, Petr (advisor) ; Žák, Michal (referee)
At present time weather radar data are essential for national meteorological services. Utilization of this data for quantitative precipitation forecast and severe weather prediction for short period (nowcasting) becomes more and more common. Increasing interest for quantitative precipitation forecasts can be noticed in hydrological applications, where it can give early warning on flash floods and can improve large scale precipitation forecasts. This paper verifies usability of COTREC nowcasting method based on extrapolation of radar echo for quantitative precipitation forecast. Quality of COTREC forecast up to 3 hours was investigated on data from 1.4.2006 to 30.9.2006. Comparison of COTREC method with Aladin NWP model forecasts was also made. Hourly mean precipitation estimates on catchments were chosen for comparison because of verification focused mainly on utilization of the forecasts in hydrological applications. Forecasted precipitation estimates were compared with optimal operationally available precipitation estimate - adjusted radar estimate combined with available raingauge measurements.
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