|
|
Assessing Selected Indicators Using Statistical Methods
Hofmanová, Aneta ; Michalíková, Eva (referee) ; Doubravský, Karel (advisor)
Master's thesis deals with the assessment of selected financial indicators of the company through a financial analysis and statistical methods, on the basis of which then evaluates the current situation of the company. The thesis is divided into three parts. The theoretical part contains the issues necessary for the analytical part. The analytical part is focused on the analysis of selected indicators and the subsequent application of statistical methods to predict their future development and to detect dependencies between the indexes. The last part formulates possible solutions to problems caused by financial indicators that do not reach the required values.
|
|
|
Analysis and prognosis of elite male and female triathletes performance at the ITU World Triathlon Championships in 1989-2016 in Olympic Triathlon
Látová, Lenka ; Kovářová, Lenka (advisor) ; Suchý, Jiří (referee)
Title: Analysis and prognosis of elite male and female triathletes performance at the ITU World Triathlon Championships in 1989-2016 in Olympic triathlon Objectives: To analyse male and female performance in individual parts of the triathlon (swim, bike, run) as well as the whole race performance during the years 1989 - 2016. To determine the performance prediction of racers using the time series analysis for Olympic triathlon in ITU World Triathlon Championship in 2028. Methods: For statistical data processing we will apply the time series analysis using SPSS Statistics 22 software. We will then add the historical content and the actual conditions of the race to the final graphs. On the basis of the processed data, we will create a performance prediction for 2028 using Excel program. Results: In swimming, women are approaching men's performance and they are now on 92.2%. In the future, women will not come closer to men's times. Performance will improve slightly. In cycling, the gap between men and women is 10%. We do not expect any major change in the future. According to the trend of development, we find deterioration in both categories, especially in men. At the moment, the performance of women in running is 88.3% of men. We do not expect any change in the future. However, male and female times...
|
|
|
Analysis of criminality in regions of the Czech Republic
Marková, Markéta ; Procházka, Jiří (advisor) ; Bílková, Diana (referee)
This bachelor thesis deals with the analysis of criminality in regions of the Czech Republic. Data related to the issue was obtained from the mapakriminality.cz web site maintained by the Czech Police. The thesis is divided into 3 chapters. The first chapter focuses on the general introduction to the concept of criminality. The second chapter defines three regions which, according to the results of the investigation, should be more prone to commit offenses. The third chapter contains the used time series methodology applied in the other three subchapters, which deal with the detailed analysis of three subjectively selected offenses. The aim is to obtain basic information of criminality in the form of selected offenses, to identify problematic regions and to create predictions of criminality in individual regions for the year 2017.
|
|
|
Population viability analysis of endangered species in Czech Republic
Šťastná, Andrea ; Helman, Karel (advisor) ; Bašta, Milan (referee)
Diploma thesis analyzes the viability of the selected species populations in the Czech Republic. The thesis is divided into two main parts. The first part contains a stochastic model simulating possible scenarios of the Eurasian lynx population size in the Czech Republic. For this model program Vortex was used. The second part is focused on Time series analysis of the Grey Partridge and the Common Kingfisher population, where data was obtained from the Czech Society for Ornithology. This analysis aims on identification of factors that may affect the viability of the two bird species.
|
|
|
Strategies for Spread Trading using Futures Contracts
Gottlieb, Oskar ; Krištoufek, Ladislav (advisor) ; Čech, František (referee)
The focus of this thesis are futures spreads, more specifically trading strategies based on two approaches - cointegration tested on inter-commodity spreads and seasonality observed amongst calendar spreads. Commodity pairs which we identify to be cointegrated are tested for four mean reversion strategies, three of them being based on fair value approach, the fourth on the relative value approach. Similarly calendar spreads exhibiting seasonality are optimized for naive buy and hold trading strategies. Both approaches are tested on in-sample and out-of-sample data. Amongst seasonal strategies we have not found a pattern yielding sufficiently profitable signals in both in-sample and out-of-sample periods. Inter-commodity spreads on the other returned profitable strategies on cointegrated spreads which were also similar in physical nature. The exception to that rule were spreads known well in the industry, which failed to deliver positive results in the out-of-sample period.
|
|
|
Performance prognosis and comparison male and female race performance in long distance Triathlon Ironman Hawaii.
Látová, Lenka ; Kovářová, Lenka (advisor) ; Horčic, Josef (referee)
Title: Performance prognosis and comparison of male and female race performance in long distance Triathlon Ironman Hawaii. Objectives: To analyze male and female performance in each part of triathlon (swim, bike, run) and whole race performance at 1979-2014. To find performance prediction of racers using time series analyses for race Ironman Hawaii in years 2028. It means fiftieth anniversary establishment of the race. Methods: For statistical data processing we shall use time series analysis using SPSS statistic 22 software. We add the final graphs to the historical content and the actual conditions of the race. And then we create the performance prediction in the year 2028 based on the processed data. Results: The swimming part will not significantly improve either men or women in the future. We shall see a slight improvement in the cycling part, as in men and women. In the running section, the performance will improve the most from all the parts of the race . Women will be much closer to the performance of men in the running part. Men finish the swimming part in 2028, in the time of 0:51:00 and women will be around the time 0:54:00 . In the cycling part the times will be around 4:10:00 for men and for women around the times of 4:39:30 . The running part men complete in 2:36:30 and women in...
|
|
|
Trust in Political Institutions in the Czech Republic
Čermák, Daniel ; Kostelecký, Tomáš (advisor) ; Sedláčková, Markéta (referee) ; Müller, Karel (referee)
The aim of the PhD dissertation is to research political trust, specifically to describe trends in political trust and to identify factors which are related to reported trust. Political trust is vertical trust oriented to selected political institutions which are grounded in the Constitution of the Czech Republic. Following political institutions are analyzed in this study: the Government of the Czech Republic, the Chamber of Deputies, the Senate, regional councils and municipal councils. Life-time learning model proposed by Mishler and Rose, which combines cultural and institutional approaches to explanation of trust in political institutions, is used as a theoretical framework in this study. All conducted analyses make use of data from surveys carried out by CVVM and other departments of the Institute of Sociology of the Academy of Sciences of the Czech Republic. The key finding of the study is the fact that the level of trust in political institutions is mainly determined by factors associated with 1) institutional performance which is related to political situation and the perception of own economic situation or the economic situation of the state; 2) party preferences (presence of so called "the winner effect"). The level of trust in political institutions on national, regional, and local...
|
|
|
Multifractal Analysis of Stock Market Prices
Čechová, Kristýna ; Krištoufek, Ladislav (advisor) ; Vošvrda, Miloslav (referee)
The aim of this thesis is to provide an empirical evidence of multifractality in financial time series and to discuss the relevance of this concept for the current financial theory. We have applied two methods, the Multifractal Detrended Fluctuation analysis and the Generalized Hurst exponent method, on components of the Dow Jones Industrial Average. We analyzed daily data of 30 companies traded on U.S. stock markets from 2002 to 2012. We present results supporting presence of multiscaling in open-close returns. Contrary to published literature, we were not able to find any significant multiscaling in volatility. Moreover based on our analysis, multiscaling is not present in standardized returns and as multifractality requires relatively complicated models, this is our most valuable result. 1
|
|
|
Assessing Selected Indicators Using Time Series Analysis
Turisová, Alena ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
Master's thesis deals with the assessment of selected financial indicators of the production company X in order to evaluate its performance and financial situation. Based on the results of the analyzes for the period 2008 to 2015 and the application of statistical methods of time series analysis and regression analysis, prognosis of future development of monitored indicators are obtained. Subsequently, the prognosis are used for the final formulating of proposals to improve future business efficiency of the company.
|
|
| |
guest ::
