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Free-Space Optics data link
Šála, Jakub ; Číž, Radim (referee) ; Šporik, Jan (advisor)
In this thesis, shows a current issue for free space optics, limiting their use in practice with regard to the availability and reliability. They conducted measurements on wireless optical links and the observed values is calculated by the availability of the connection. Subsequently, measurements are performed on alternate versions of wireless and copper connections. Observed values were compared with a wireless optical link. It is made of optical design of wireless connections at home.
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Taylor Rule and Its Macroeconomics Relations
Mičúch, Marek ; Chytil, Zdeněk (advisor) ; Kupka, Martin (referee) ; Sedláček, Petr (referee)
Despite considerable research on the monetary policy rules, little is known about internal relation between policy rules targets. Research approach frequently consists in estimating parameters or identifying variables to make the rule operate accurately. The overall image that emerges from the literature is that there is no contradiction in attaining the targets once set properly. Dissertation switches attention to mutual feasibility of incorporated targets. To contribute to this strikingly overlooked fact hypothesis is tested. Analyzed are variances of inflation and output representing policy rule targets. Time regression processed throughout OLS technique, gap analysis and calculation of variances are applied as principal analytical tools. Examined are data for 14 countries. Countries are divided into two groups according to size of their economy: small economies (Austria, Belgium, Czech Republic, Hungary, Ireland, The Nederlands and Slovak Republic); large economies (Euro zone, France, Germany, Italy, Spain, Sweden and USA). Results of the analysis show that once monetary authority follows policy rule with multiple targets it faces restriction. Rather than achieving both targets at one time it must respect trade off between them. According to data for selected countries hypothesis is accepted. Variances of output consistently proved to be higher than variances of inflation. Whence it follows that authority need to solve constrained optimization problem. It needs to pick out combination of differently large variances contrary to wining with all reaching low levels.
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Optimization of investment decisions in international trade
Gondeková, Tatiana ; Taušer, Josef (advisor) ; Kopa, Miloš (referee)
In this thesis, a portfolio optimization with integer variables which influence optimal assets allocation in domestic as well as in international environment, is studied. At the beginning with basic terms, assets and portfolio background, incentives of portfolio creation, fields of portfolio application and portfolio management is dealt. Following the characteristics of assets and portfolios (expected return, risk, liquidity), which are used by investors to value their properties, are introduced. Next the mean-risk models are derived for the measures of risk - variance, Value at Risk, Conditional Value at Risk and prepared for a practical application. Heuristics implemented in Matlab and standard algorithms of software GAMS are used for solving problems of the portfolio optimization. At the end optimization methods are applied on real financial data and an outputs are compared.
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