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Distributed Processing of IP flow Data
Krobot, Pavel ; Kořenek, Jan (referee) ; Žádník, Martin (advisor)
This thesis deals with the subject of distributed processing of IP flow. Main goal is to provide an implementation of a software collector which allows storing and processing huge amount of a network data in particular. There was studied an open-source implementation of a framework for the distributed processing of large data sets called Hadoop, which is based on MapReduce paradigm. There were made some experiments with this system which provided the comparison with the current systems and shown weaknesses of this framework. Based on this knowledge there was created a specification and scheme for an extension of current software collector within this work. In terms of the created scheme there was created an implementation of query framework for formed collector, which is considered as most critical in the field of distributed processing of IP flow data. Results of experiments with created implementation show significant performance growth and ability of linear scalability with some types of queries.
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Modelling and forecasting seasonal time series
Jantoš, Milan ; Bašta, Milan (advisor) ; Helman, Karel (referee)
In this Master Thesis there are summarized basic methods for modelling time series, such as linear regression with seasonal dummy variables, exponential smoothing and SARIMA processes. The thesis is aimed on modelling and forecasting seasonal time series using these methods. Goals of the Thesis are to introduce and compare these methods using a set of 2184 seasonal time series followed by evaluation their prediction abilities. The main benefit of this Master Thesis is understanding of different aspects of forecasting time series and empirical verification of advantages and disadvantages these methods in field of creating predictions.
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Testing for the weak form of the efficient market hypothesis on the Czech stock market by linear and nonlinear methods
Tran, Van Quang ; Musílek, Petr (advisor) ; Arlt, Josef (referee) ; Vošvrda, Miloslav (referee)
Hypotéza efektivního trhu postuluje, že ceny akcií na efektivním trhu reflektují všechny informace a jsou dobrými odhady jejich hodnot. Platnost této hypotézy byla testována na řadách denních a hodinových výnosností indexu PX a dalších 3 nejlikvidnějších titulů na českém akciovém trhu lineárními a nelineárními metodami. Ověřovaly se také přítomnost deterministického chaosu v těchto řadách a možnost predikovat výnosnosti různými ekonometrickými modely. Bylo zjištěno, že výnosnosti nejsou nezávislé a lze je predikovat zvolenými modely přesněji než modelem náhodné procházky. Přítomnost chaosu nelze jednoznačně prokázat. Přes tato zjištění se však český akciový trh nechová neefektivně.
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To what extent are financial statements applicable for settlement among the owners?
Radová, Karolína ; Skálová, Jana (advisor)
This thesis is focused on settlement with shareholders leaving a limited liability company. The process of dealing with leaving shareholder is based on determination of so-called settlement amount, which expresses the reward belonging to the shareholder for his business share. Settlement amount is defined by czech law and there are also several precedents issued by courts, which help to specify interpretation of the law. The aim is to define how a company should settle with a shareholder in order to do it fairly and honestly.
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Analysis of impact of Fundamental news on movement of index VIX
Koráb, Pavel ; Fičura, Milan (advisor) ; Vacek, Vladislav (referee)
The thesis investigates the impact of the fundamental news announcements on the movements of the VIX volatility index and the VIX Futures prices. The theoretical part of the thesis explains the construction of the VIX Index and the VIX Futures, describes the most important fundamental news for the US economy and presents a methodology for the modelling of the relationship between the news announcements and the VIX index movements with a simple linear regression model. In the empirical part of the thesis, we analyze the impact of 105 US fundamental news, from the Reuters Eikon database, on the VIX Index movements on theday of the news announcements as well as on the subsequent day. We find a strong relationship between the surprise component of the news and the VIX Index movements on the day of the news announcement, with the statistically significant news explaining 5-10% of the total return variance (for news with small number of observations up to 30-50%) on the announcement day. In the second part of the empirical study, simple trading system is proposed in order to utilize the possible impact of the economic news on the next-day (after announcement) returns of VIX futures in order to achieve speculative profits. Although the models seem to possess some limited out-sample profitability for some of the news, the results are for most of the cases statistically insignificant and the potential profits from the news trading seem to be relatively low.
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Verification of diagnostic device using NEWS methods
Chlada, Milan ; Krofta, Josef ; Kober, Jan
Within the framework of the project „Verification of diagnostic device using NEWS methods“ supported by SIC, several calibration tests of newly developed apparatus for non-destructive testing of materials by NEWS (Non-linear Elastic Wave Spectroscopy) methods were realized. The report summarizes the results of characteristics measuring for case of particular components of the device and the demonstration tests of defect detection in selected structure parts.
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Effective Strategies of Forming Legal Consciousness of Upper-Secondary School Students
Urban, Michal ; Gerloch, Aleš (advisor) ; Maršálek, Pavel (referee) ; Večeřa, Miloš (referee)
The presented PhD. thesis deals with effective strategies of forming legal consciousness of upper-secondary school students, and with methods that can be used for developing it. So far, legal scholars have paid only insufficient attention to this topic, even though many law experts have repeatedly pointed out its importance. Moreover, they stress the fact that a more detailed understanding of legal consciousness of citizens and of ways of influencing it can help us better understand how law works within the society. The thesis opens with the theoretical part, which defines the concept of legal consciousness, describes its level captured by the available empirical research and identifies effective strategies, which possess the potential to cultivate legal consciousness of the youth. In the following practical part, the author seeks to verify effectiveness of these strategies by means of student questionnaires, interviews with teachers and observations of their lessons. The theoretical part firstly introduces legal consciousness as the basic concept of the whole thesis. The first chapter presents the understanding of legal consciousness as one of the key terms of every law because it connects the world of law in books with the world of law actually experienced by people on day to day basis. Legal...
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Uncertainty associated with survey design in species distribution models
Vrabeľ, Matej ; Moudrý, Vítězslav (advisor) ; Barták, Vojtěch (referee)
Properly choosen input data, their form, way of the collection an the following correction as well, are the key factors affecting the accuracy of the more and more popular models of the species model distribution (SDM). A design unfluence of the data to the choosen distribution model of the virtual species has been tested. The General Linear Model (GLM) has been used. Four types of the present-absent collection designs have been tested for a virtual species on the area of the Czech Republic as follows: accidental, systematic, points on the easy accessible areas (near the communications) and the points with the higher concentration of the scientists (an area of CHKO).The TSS (True skills statistics), KAPPA and AUC (Area under curve) have been used to compare the accuracy of the prediction of the models .The points being choosen from the easy to access areas and CHKO had worse results in all of the monitored values than the accidental or the systematic choice of the points from the whole area of the Czech Republic.It results that the data collection mode affects the final accuracy of the species distribution models.
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Influence of sorbents on retention curve of contaminated fluvisol
Hnatajková, Eva ; Jačka, Lukáš (advisor) ; Pavlásek, Jiří (referee)
The thesis deals with the influence of sorbents on the retention curve of the contaminated alluvial soil (fluvisol). The retention curves of soil without sorbents (reference soil) are compared with the soils enriched by the following sorbents. Biochar (BC), amorphous manganese oxide (AMO) and combination of (AMO + BC). Soils sample were collected is specific uncultivated area in the valley of Litavka river (located in the central part of the Czech republic).
Two different types of samples were used for measurement of retention curves. First type of the samples were collected from the column experiments and second type were the samples collected in the field. All samples were extracted using in Kopecky rings (100 cm3). The measurement of the retention curves was performed by a direct method in the laboratory. For laboratory determination of the retention curves classical set of instruments were used (sandbox, sand-kaolin box and pressure apparatuses). The measured data were fitted using van Genuchten. Values compared are the bulk density, parameters of van Genuchten model (Thétas, ThétaR, Alfa, n), and values pF (0; 1.0; 2.0; 2.7; 3.0; 3.7; 4.18). The comparison of retention curves of differently treated soil was based on the average, standard deviation and the difference and ratio of the avarages.
According to presented findings sorbents affected shapes of the retention curves. Especially biochar influence water content for high pF values. We confirmed the hypothesis according to VERHEIJEN et al. (2010), that biochar tincrase the total retention of soil water, but does not increase the amoust of water avaible plants.
The influence of AMO on retention curve was negligible. Therefore sorbent AMO has a small influence on change of water retention in the tested soil. The effect of combined sorbent (AMO + BC) on the retention more significant than effect of using AMO sorbent only. This combination of sorbents affects the water retention depending on applied pF.
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