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Creation of equity portfolio under unusual market conditions by using the methods of decision making
Čižmař, Adam ; Borovička, Adam (advisor) ; Sokol, Ondřej (referee)
This bachelor thesis deals with problems of investing in stock market. There are plenty of different approaches to investing into stocks, however methods used in this thesis belong among multi-criteria decision making methods. Such an aproach is not commonly used which provides an interesting point of view that differs from widely used methods. This thesis consists of theoretical background to market environment and stocks themselves and also of theoretical description of multi-criteria evaluation and multi-criteria programming. Specifically I use ELECTRE I method as multi-criteria evaluation and aggregation of linear functions as multi-criteria programming method. By using these two methods I create two different portfolios based on two separate strategies. First of them aims to maximize capital gains whereas the second one aims to maximize dividend profits and to minimize risk, as well.
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Vehicle financing choice through decision making methods
Dubnová, Jindřiška ; Borovička, Adam (advisor) ; Kuncová, Martina (referee)
The subject of this thesis is to find the right choice of vehicle financing possibilities that are offered by a company named ŠkoFIN s.r.o. The first chapter analyses the behaviour of customers on the market of vehicle financing in the past 10 years and their current preferences based on a statistics given by ŠkoFIN s.r.o. The possibilities of a vehicle purchase are described and also their pros and cons. In the second chapter there are explained basic concepts and methods of a multi-criteria decision making with focus on methods based on a utility function and an evaluation according to preference intensity. The last part focuses on the analysis of ŠkoFIN´s customers that are distributed into characteristic subgroups based on their preferences and choices in the previous year 2016. Multi-criteria decision making methods described in the theoretical part of this thesis are then applied to those subgroups of customers. The aim of the thesis is to pick the best choice of a vehicle financing for different groups of customers.
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Inventory routing problem
Špolc, Miroslav ; Fábry, Jan (advisor) ; Borovička, Adam (referee)
Inventory routing problem is a mathematical method of operations research, consisting of two basic models (vehicle routing problem and inventory allocation). The goal of this master thesis is to introduce the reader to what exactly inventory routing is, why and how it was created and how it evolved over the course of years. Also, some examples of actual real-life applications of the problem will be shown together with the results of their implementation. Researches and papers of the last almost 40 years, written by experts on the subject are used as the source for this master thesis. From these works, the summarizing thesis was written, putting together the most important knowledge on how to solve the problem. Its contribution is not just the explanation of the theory and its development, but also introduction of some real applications of Inventory routing. Applicability of the model and its positive results in the form of cost savings is shown on real examples.
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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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Sensitivity analysis for the Markowitz model of portfolio
Sommer, Tadeáš ; Borovička, Adam (advisor) ; Pieter, Michal (referee)
The thesis mainly deals with sensitivity analysis of risk and return of portfolio in dependence on outer parameters during generating a stock portfolio. The theoretical section consist of description of risk in context of shares, the definition of characteristics of shares and portfolio, and the assumptions for modern theory of portfolio. Also the specifications of mathematical model, the model of quadratic programming and modified model are parts of this section. The modified model adds condition for maximal weight of shares. The practical section begins with statistical description of data, while the data consist of shares which are included in FTSEurofirst 100 index. Sensitivity analysis is made for two approches where we allow or disallow the short-selling. Consecutive part propose final portfolios for three types of investors.
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Optimization of a a route for collecting waste with Traveling Salesman Problem
Trnka, Zdeněk ; Borovička, Adam (advisor) ; Pelikán, Jan (referee)
The Bachelor's dissertation deals with optimization of route designed for collecting communal waste of a company FCC Czech Republic, Ltd. Dissertation search for the most suitable method to solve the real-life example. So formed economic model is to be solved via Traveling Salesman Problem method, whose mathematical model, modifications and solutions options are described in detail in theoretical sections of the dissertation. Exact methods, which are suitable for smaller problem, and heuristic methods, which did not have to give optimal solution, can be used for solving the Traveling Salesman Problem. The Traveling Salesman Problem will be solved here with help of modeling software MPL for Windows. There will be also used two heuristic approaches - Nearest Neighbor algorithm and Savings method. Due to increasing efficiency, a modified Traveling Salesman Problem with Time Windows will be used and solved also through MPL for Windows. To close the dissertation, the result will be summarized and compare firstly among each other and secondly against current company route.
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Use of project management in the construction of a concrete skatepark
Koňařík, David ; Borovička, Adam (advisor) ; Melechovský, Jan (referee)
This bachelors thesis focuses on an application of project management methods in one specific project which is a construction of a concrete skatepark. The aim of this thesis is to plan the project, so that it would be in accordance with time, cost and resources restrictions. Another goal is to analyse risks, which might appear during the project. The theoretical part of the thesis contains description of chosen terms, procedures and methods which are used in project management. A solution of the construction is presented by using the MS Project software in the practical part. Time schedule is described in detail by using Gantt chart. Further, costs and resources which are needed in the course of the project are analysed. For analysing the risks, the decision tree and the decision matrix are used.
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Composition of the banking projects portfolio using the multi-criteria decision methods
Bozděchová, Slávka ; Borovička, Adam (advisor) ; Šindelář, Martin (referee)
Bachelor thesis deals with a multi-criteria analysis of the bank's portfolio of projects. In the ?rst part, projects that meet aspirational levels through bivalent programming are selected into project portfolios. This is followed by the weighting using the Saaty's method and ranking of the projects from best to worst using TOPSIS method. An integral component of the theoretical part is to get acquainted with the methods of multi-criteria assessment of the options and, also with the methods that determine the weight of the individual criteria. There is also a description of the company and the summary of the projects that are present in the work. The Conclusion contains a summary of the results and recommendations of the IT Credits & Consumer Finance Team which portfolio to choose.
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Using a container traffic problem whíle planing concrete delivery
Zimová, Lucie ; Borovička, Adam (advisor) ; Dlouhý, Martin (referee)
This bachelor thesis applies linear programming methods to specific data of the company Českomoravský beton a. s. The aim of the thesis is to plan the distribution of concrete from two concrete plants in order to maximize the profit. Mathematical modeling, namely a modified mathematical model of a container transport problem, is used for this purpose. Mathematical modeling, linear programming, transport problem, container transport problem as well as integer programming are theoretically described in the text. Another part is devoted to the real problem of the company Českomoravský beton a. s. Here is a detailed description of the situation that the company is struggling with and then a mathematical model. The work offers several modifications of this problem and a detailed description of all the results achieved. The conclusion of the thesis is the comparison of the achieved results with the current situation in the company Českomoravský beton a. s.
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Project management Support the teaching of pupils in gastronomy
Šmejkalová, Adéla ; Dlouhý, Martin (advisor) ; Borovička, Adam (referee)
The aim of this bachelor thesis is to evaluate the realised project "Endorsement of comprehensive, executive and practical teaching in gastronomy" using project management methods. The project is being realised by IREAS, Institute for Structural Policy and 12 schools from all over the Czech Republic participate in it. The project is being realised in cooperation with the Association of Chefs and Confectioners of the Czech Republic and by Jules and Jim. The project will be prepared using MS Project 2010. The thesis is divided into theoretical and practical part. The theoretical part describes basic concepts of project management and methods of project management. The practical part deals with the project itself, starting with the request for support to the actual implementation of the project. The necessary data for the evaluation of the progress and implementation of the project were provided by IREAS, Institute for Structural Policy with which I cooperate in the implementation of the project.
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