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Reaction of retail investors to financial market movements and sentiment changes
Hromčík, Jakub ; Schwarz, Jiří (advisor) ; Petrásek, Lukáš (referee)
This bachelor thesis investigates two areas. First, we study the impact of sociodemographic attributes on retail ivnestors following robo-advice in the choices of ready-made portfolios of passive ETFs with unique risk levels by employing a logistic regression model. Second, we investigate the impact of sociodemographic attributes on retail investors' trading volume adjustments in periods of high expected market volatility as proxied by the VIX index, for which we employ panel data regression methods over 18 consecutive months during a relatively stable period from January 1st 2021 to the end of 2022. We find, in agreement with reasearch on human financial advice, that women are more likely than men to follow risk level recommended by a robo-advisor, while being a man is associated with assuming more risk than recommended. Due to model assumption issues, our results are rather inconclusive in whether men tend to react differently to periods of high expected market volatility. JEL Classification D90, D91, G40, G41, J16 Keywords ETFs, VIX, Robo-advisor, Ready-made portfo- lio Title Reaction of retail investors to financial market movements and sentiment changes Author's e-mail kubahromcik@gmail.com Supervisor's e-mail jiri.schwarz@fsv.cuni.cz
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Web Page Segmentation Methods
Grnáč, Martin ; Rychlý, Marek (referee) ; Burget, Radek (advisor)
This thesis focuses on segmentation methods. It discusses them at a theoretical level, describes their properties, advantages, and disadvantages. Within the scope of this work, the segmentation method Block-o-Matic was ultimately chosen and implemented within the FitLayout framework. After the implementation, it was evaluated and compared to its reference implementation.
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Cognitive errors in mass media communication
Zíka, Vojtěch ; Křeček, Jan (advisor) ; Hladík, Radim (referee)
This work is based on an assumption that human decision-making process is following several approximate rules (heuristics) that causes predictable and systematic errors in judgement (cognitive biases). Although this stand point is typical for fields like behavioural economics or behavioural law and economics, there is no reason to not apply this logic also on other discipline like a mass media communication studies. This work offers an analysis of the information market where supply side is represented by producers of information (e.g. media organizations) and demand side is represented by consumers of those information (audience). The analysis is focused on factors that cause perceived description of a particular event can vastly differ from this event. One of those cognitive biases which cause different perception of the same media content is called hostile media effect. In respect to this effect, sympathizers with a socially controversial topic tend to perceive information in the mass media as hostile to their own opinion. Previous research concluded that hostile perception is mainly caused by a reach of information which is explained by the selective categorization - although individuals with different worldview can see the same content, they perceive it with a different valence. The valence of the...
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Bidirectional heuristic search
Hřebejk, Tomáš ; Vyskočil, Tomáš (advisor) ; Zajíček, Ondřej (referee)
The purpose of this bachelor thesis is to summarize the most important results on bidirectional heuristic search and to bring some new thoughts. Two algorithms are described which attempt to improve the best algorithms in this field. The algorithms were experimentally compared with a unidirectional algorithm. According to the result of the comparison, we can state that bidirectional heuristic algorithms can be much faster than unidirectional heuristic algorithms. The text also describes how to solve some problems by shortest-path algorithms and how to make a good heuristic. A program which can solve a generalized puzzle was created as a demonstration.
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Attack Techniques on ELF/PE Files and Detection
Brunai, Adam ; Jurnečka, Peter (referee) ; Barabas, Maroš (advisor)
This thesis deals with the attack techniques on executable files in Windows OS. Its main goal is to analyze the file infection techniques in terms of their implementation and detection. Before the analysis, the reader will become familiar with executable files. Part of the thesis is demonstration tool named "pein" that solves implementation of infection. In conclusion, the work deals with the malware analysis and detection techniques.
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The determination of the route for running footraces by a modification Travelling Salesman Problem
Havel, Filip ; Borovička, Adam (advisor) ; Fábry, Jan (referee)
This diploma thesis deals with finding the optimal route for running footraces. This work seeks to find a link that determines a lap with a predetermined beginning and a goal at the same time, given the possibility of 251 intersections. This model is derived from the travelling salesman problem, whose primary task is to pass the specified set of places according to the shortest route or in the shortest possible time and to return back to the starting point while visiting each place only once. Of course, the routes searched for in this work may be differentiated in several aspects. First of all, it is not necessary to include all of the places you can visit multiple times. The resulting route does not have to be the shortest, but it should have a certain span of distance, as the height metrics obtained are the key factor for optimization. A solution with the exact methods will be demonstrated by the LINGO optimization software, but only for a higher computational difficulty with a limited range of tasks, 21 junctions in the city center. Determining a longer route on a larger set of intersections will allow for derived heuristics with working names: the furthest neighbor with the smallest ascent and a minimal profile change. Part of the thesis is a detailed description of the mathematical model used, the general procedure, along with both a demonstration and an analysis of the applied heuristics.
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Cognitive errors in mass media communication
Zíka, Vojtěch ; Křeček, Jan (advisor) ; Hladík, Radim (referee)
This work is based on an assumption that human decision-making process is following several approximate rules (heuristics) that causes predictable and systematic errors in judgement (cognitive biases). Although this stand point is typical for fields like behavioural economics or behavioural law and economics, there is no reason to not apply this logic also on other discipline like a mass media communication studies. This work offers an analysis of the information market where supply side is represented by producers of information (e.g. media organizations) and demand side is represented by consumers of those information (audience). The analysis is focused on factors that cause perceived description of a particular event can vastly differ from this event. One of those cognitive biases which cause different perception of the same media content is called hostile media effect. In respect to this effect, sympathizers with a socially controversial topic tend to perceive information in the mass media as hostile to their own opinion. Previous research concluded that hostile perception is mainly caused by a reach of information which is explained by the selective categorization - although individuals with different worldview can see the same content, they perceive it with a different valence. The valence of the...
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Problem solving method in mathematics teaching
JORDÁNOVÁ, Dagmar
This master's thesis deals with unusual applications tasks and problem tasks in teaching mathematics at the upper primary school as well as with their solving strategies. The whole work is build around an analysis of pupils' solutions of selected problem tasks. It was found that solving the tasks caused considerable troubles to a significant part of the pupils. The final part of the thesis contains a collection of problem tasks along with their solutions that is focused on teaching heuristic problem solving strategies and based on the analysis results.
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Bidirectional heuristic search
Hřebejk, Tomáš ; Vyskočil, Tomáš (advisor) ; Zajíček, Ondřej (referee)
The purpose of this bachelor thesis is to summarize the most important results on bidirectional heuristic search and to bring some new thoughts. Two algorithms are described which attempt to improve the best algorithms in this field. The algorithms were experimentally compared with a unidirectional algorithm. According to the result of the comparison, we can state that bidirectional heuristic algorithms can be much faster than unidirectional heuristic algorithms. The text also describes how to solve some problems by shortest-path algorithms and how to make a good heuristic. A program which can solve a generalized puzzle was created as a demonstration.
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