|
|
Sparsity and regularization in portfolio selection problems
Kaľatová, Monika ; Branda, Martin (advisor) ; Šmíd, Martin (referee)
This thesis focuses on a problem which decision vector has limited number of non- zero elements. This limitation is ensured by adding cardinality constraint, but solving the mixed-integer reformulation of the problem is difficult. This mixed-integer problem is relaxed and then regularized or the exact penalty function is added. These two apporaches are described and applied on the portfolio theory. For this special type of problems we show relations between these two approaches. Basic summary of the theory of risk measures is used in numerical study, in which we compare penalization functions for few types of problems. 1
|
|
|
Analysis of portfolio optimization models with probability constraints
Kaľatová, Monika ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
K ú ové slová: optimalizácia portfólia, pravdepodobnostné obmedzenie, anal˝za citlivosti Title: Analysis of portfolio optimization models with probability constraints Author: Monika Ka atová Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Ing. Miloö Kopa, Ph.D., Department of Probability and Mathematical Statistics Abstract: This thesis focuses on analysis of optimization problems with proba- bility constraints which are used in the portfolio theory. Firstly, the notion of probability constraint, fundamental to this thesis, is established. Afterwards, we present assumptions describing situations, in which the feasible set with probabi- lity constraint is convex. We focus mainly on Telser's and Kataoka's models with individual probability constraint. Furthermore, we derive both of these models using the assumption of a given probabilistic distribution. In the empirical part Telser's and Kataoka's models are applied to financial data obtained from the Prague Stock Exchange. Keywords: portfolio optimization, chance constraints, sensitivity analysis iii
|
|
|
Customer satisfaction with Kia cars
Kalátová, Monika ; Pilař, Ladislav (advisor) ; Zuzana, Zuzana (referee)
The main subject of the thesis is to determine customer satisfaction with the Kia Motors Czech company cars. In the theoretical part of the thesis is explained the issues of the situational analysis, which is primary used to profit from information, needed for the correct application of the decision-making process of the company's senior management. Part of the situational analysis is market research, which includes the area of market segmentation and the definition of the concepts of targeting and positioning. The situational analysis is in the theoretical part of the work mainly focused on the analysis of the customers, where is defined loyalty and customer satisfaction, customer expectations, fidelity and designed ways of long-term care for the customers of the company. The practical part of the thesis is focused on the monitoring of customer satisfaction and customer loyalty in the selected company. Part of the work is to select the appropriate system for the measurement of results, which is applied to the selected company. By using a half structured questionnaire is collected data to identify customers, their preferences and requirements for the product, and the evaluation carried out the strengths and weaknesses of the product according to the opinion of the customers of the company. Using the comparison of internal company data and research is carried out a survey of current situation on the market. The conclusion is made a summary of the results achieved and making recommendations for the improvement of the marketing activities of the company and for the streamlining of the company's communication with the customers.
|
guest ::
RSS feed.