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A Generalized Limited-Memory BNS Method Based on the Block BFGS Update
Vlček, Jan ; Lukšan, Ladislav
A block version of the BFGS variable metric update formula is investigated. It satisfies the quasi-Newton conditions with all used difference vectors and gives the best improvement of convergence in some sense for quadratic objective functions, but it does not guarantee that the direction vectors are descent for general functions. To overcome this difficulty and utilize the advantageous properties of the block BFGS update, a block version of the limited-memory BNS method for large scale unconstrained optimization is proposed. The algorithm is globally convergent for convex sufficiently smooth functions and our numerical experiments indicate its efficiency.
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A DSGE Model with Financial Dollarization: the Case of Serbia
Djukić, Mirko ; Hlédik, Tibor ; Polanský, Jiří ; Trajčev, Ljubica ; Vlček, Jan
We amend a DSGE model of a small open economy by adding financial euroization in order to capture the main channels of the monetary transmission mechanism in match the Serbian data. In contrast to the standard DSGE workhorse, the model encompasses commercial banks and foreign-exchange-denominated deposits and loans. Given these features, the model is well suited to evaluating effects of the nominal exchange rate on the financial wealth and consumption of households. The model structure, including optimization problems and first-order conditions, is provided in the paper. The model properties are tested to match the stylized facts of dollarized economies. Specifically, the model is calibrated to the Serbian data, and a model-consistent multivariate filter is used to identify unobserved trends and gaps.
Fulltext:  PDF
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The Iconography of Late Roman Coins (364 - 498 AD)
Vlček, Jan ; Musil, Jiří (advisor) ; Marek, Václav (referee)
(in English) The work deals with the latest development in a period of Roman coinage, which stands off the general interest. The purpose of this work is to define and describe the motives used on Roman coins in the early period defined at the beginning of the government of Valentinian I in 364 and coinage reform of Anastasius I in 498; to classify the individual image groups and explain their importance in terms of state propaganda. The work also notes the relationship between the coin images and legends; use of mint marks as a part of the image content, and describes the relationships among the coin images and contemporary sociopolitical phenomena and events. An important part of the work will be integration of the field of late Roman coins into historical context. The aim will be to determine how the late Roman coins in character were based on previous coinage and then on the contrary how they influenced Byzantine coins.
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Iconography of Roman Coins during the Age of Constantinian Dynasty
Vlček, Jan ; Musil, Jiří (advisor) ; Marek, Václav (referee)
(in English) The Roman coins minted during the reign of Constantinian Dynasty form remarkable and unique group by their motives. The aim of this work is to define and describe the motifs used on Roman coins in this period, classify the individual image groups and interpret their significance in terms of state propaganda. This work also notes the relationship between the coin images and transcriptions, the use of the mint marks as a part of the image content, and describes the relations between the coin images and contemporary sociopolitical phenomena and events.
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Information Strategy
Vlček, Jan ; Novák, Lukáš (referee) ; Koch, Miloš (advisor)
This diploma thesis is focused on the information strategy of midsize firm. The first part summarizes theoretical principles. The practical part contains analysis of the current state focused on ICT and proposal for implementation of information strategy. For a more detailed description, the CRM module was selected.
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Analysis of Economic Indicators Using Statistical Methods
Vlček, Jan ; Kopřiva, Vojtěch (referee) ; Novotná, Veronika (advisor)
The bachelor thesis describes the analysis of chosen economic indicator dealing with the customer exit of a bank ABC. The first part of the bachelor thesis defines the theoretical bases needed for better understanding of the analyzed issue. The second part is focused on the present state of the customer exit in the bank ABC and it is designed a predictive model of the trial version in a real environment of the bank. Finally, the thesis processes the estimates of the prognoses from the predictive model with the use of basic statistic methods, the time series. There are proposed final adjustments of the model and conclusions of the work based on the modeled predictions.
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A Test Site of Spacewalk XML-RPC Interface
Vlček, Jan ; Letko, Zdeněk (referee) ; Smrčka, Aleš (advisor)
This thesis covers the creation of test suite for Spacewalk XML-RPC interface. It focuses on library which is intended to simplify such a creation. The solution is based on analysis of Spacewalk from the perspective of XML-RPC communication. The thesis also presents several methods which could be used for quality of tests evaluation. Implementation of the method of branch-code coverage is demonstrated.
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