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Predictors of current economic issues
Mlýnek, Jonáš ; Sirůček, Pavel (advisor) ; Nečadová, Marta (referee)
In 2007, the U.S. economy plunged into the deepest recession since 1930's. Later on problems poured into the rest of the world, which just as the U.S. lived in illusion that any slowdown is impossible. Despite widespread optimism, a few harbingers drew attention to unhealthy fundamentals. This thesis deals with the phenomenon of economic crises forecasting, focusing on the aforementioned recession. It aims at analyzing of the most discussed predictions and introducing their authors who were not only highly respected figures, but also less well-known economists. Nouriel Roubini, who became a symbol of economic forecasting, is discussed in closer detail. The analysis of his work focuses on the development, consistency and verification of his views. It also draws general conclusions on Roubini's predicting.
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Analýza státní podpory stavebního spoření.
Fries, Jonáš ; Půlpánová, Stanislava (advisor) ; Hradil, Dušan (referee)
The thesis deals with the determination and analysis of government support for building savings in the Czech republic between 2001 and 2009. The general section describes the legal framework of building savings system and the main products offered by building societies. The application section examines the progression of government support for building savings and delas with its forecasts.
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Methods of prediction of currency courses
Pour, Jiří ; Brůna, Karel (advisor) ; Langer, Miroslav (referee)
The bachelor thesis deals with two methods of prediction of currency courses - the Power Price Parity theory and the Balance of Payments theory. At the begining there is a description of a currency course in general and basic methods of its prediction - fundamental and technical analysis. The main part of the thesis deals with the two methods of prediction mentioned above. Each theory is described, criticised and empirically compared with historical data from years 1999-2010 in separated chapters. The chapter about the balace of payments includes lots of charts illustrating the structures of balances of payments of the United States, the European Monetary Union and the Czech Republic.
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Evaluation of selected companies using predictive models
Horák, Jan ; Špička, Jindřich (advisor) ; Krause, Josef (referee)
The main objective of this Bachelor thesis is to predict the financial situation of selected companies and to assess the explanatory power of prediction models in practice. To achieve this objective, four companies are selected. Oděvní podnik, a.s. and Veba, textilní závody a.s. are representatives of the textile industry. Olšanské papírny a.s and Duropack Bupak Papírna s.r.o. are representatives of the paper industry. One of each pair is considered to be failed and the other one to be a successful company with a financial health. The first part of this Bachelor thesis is aimed at providing a theoretical basis connected with prediction models. In the second part the full of theoretical knowledge is used and there is a practical use of predictive models. In the final part the results are evaluated, compared and the recommendations for the future use of prediction models are summarized.
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Currency pairs and their development
Kotrba, Lukáš ; Soukup, Jindřich (advisor) ; Makovský, Petr (referee)
The main objective of this work is to estimate and determinate methods to use when analyzing future development of exchange rate. The main goals have been achieved by a summary of past developements and listing of important elements that shaped the past and are shaping the present and also the future. Than followed the theoretical part, without that knowledge, we could not get through. I started from the definition of a currency pair, forex, macroeconomic effects, which are shapping the exchange rate more or less influence over the definitions of the market. This was followed by theoretical models of fundamental analysis, which aim to determine the exchange rate. I also added a technical analysis to fundamental analysis and in practical part. I fill real data in theoretical background and I try to determine the future exchange rate.
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Gold investment - IT support
ZAHOŘ, Zdeněk
This thesis is about the investigation of the prediction with help of artificial neural networks. It contrasts other papers considering similar topic. This work is focused on the data collected to predict future outcomes. The data specifically deals with gold capital. It is possible to buy gold via the internet in a form of gold bars. The dealers themselves state that the price of gold is derived via the global prize index of gold and from the current value converted to the Czech Koruna rate of exchange. The aim of this work is to consider price forecast correlating input data. To achieve the desired outcome a system for the data collection, processing, and visualization has been designed. A system dealing with price prediction has been developed to show the accuracy of the results obtained.
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Comparison of methods for calculating water erosion.
MURČO, Tomáš
Bachelor thesis presents a comparison of methods for calculating water erosion. The aim is to summarize available evidence concerning the problems of water erosion. There are presented some methods how to calculate average annual erosion of soils, and selected models for calculating the erosion immediately. There are also listed possible erosion control measures through which we can at least slow the effects of erosion, rather than stop completely.
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Chaotic time-series prediction
Dědič, Martin ; Tichý, Vladimír (advisor) ; Smrčka, Pavel (referee)
This thesis focuses on possibility of chaotic (specially economic) time-series prediction. Chaotic time-series are unpredictable in long-term due to their high sensitivity on initial conditions. Nevertheless, their behavior should be more or less predictable in short-term. Goal of this thesis is to show, how much and if any prediction, is possible by non-linear prediction method, and try to reveal or to reject presence of chaotic behavior in them. Work is split into three chapters. Chapter One briefly introduces chosen important concepts and methods from this area. In addition, to describe some prediction methods, there are outlined which indicators and methods are possible to use in order to find possibilities and boundaries of this prediction. Chapter Two is focused on modifications of FracLab software, which is used for create this prediction. Last chapter is experimental. Besides the description of examined time-series and methods, it includes discussion of results.
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Principles of trading on betting exchanges
Karásek, Michal ; Málek, Jiří (advisor) ; Moravec, Lukáš (referee)
Unlike traditional stock exchanges, where bonds, shares and financial derivatives are traded, on the betting exchanges there are traded probabilistic estimates of the results of sporting or social events. The market price of bets, namely the market implied probability is influenced by estimate of the outcome. The specificity of betting exchanges is also a short period to maturity of contracts, and the possibility to trade with the estimated result of one real world event in several sub-markets simultaneously. In theoretical analysis, we have defined the bet, the underlying asset, and the binary betting contract, which is traded on betting exchanges. We have described some practical aspects of trading. Properties of the probabilistic contracts are demonstrated on several examples. Finally, we constructed the mathematical model of a tennis match, which is based on a binomial valuation model. This allows us to compare the market price of a contract with the price recommended by the model.
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Exchange rate prediction using fundamental analysis
Parmová, Jana ; Brůna, Karel (advisor) ; Čermáková, Daniela (referee)
Bachelor project is focused on forecasting of exchange rate development. There are used basic economic fundamentals for this prediction: price level, inflation, interest rate and balance of payments. Models of exchange rate determination, based on these fundamentals, are introduced in the project. There are described concretely: purchasing power parity, interest rate parity, international Fisher effect and balance of payments theory. Validity of these theories is analyzed in practical part of this project. There are used economic dates from Czech Republic, Poland and Hungary. Analysis is processed according to methods described in theoretical part. Results show, that using of methods based on inflation or interest rate is incorrect. Balance of payment theory seems to hold, but prediction of exchange rate development through this method is very complicated. Central banks of analysed countries present in financial stability reports, that exchange rate is determined by a lot of factors. So it is very difficult to comprise the factors into one model.
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