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Návrh řešení studeného startu doporučovacího systému
MAŠTALÍŘ, Jakub
The main topic of the bacholor´s thesis is design and implementation of the recommender system´s module in the field of tourism and travelling. In the theoretical part the goal is mapping out an environment of the recommender system, their types and approaches. Furthermore there is described the problem of cold start and the theory of Bayes networks on the basis of which the data for the recommendation will be processed and presented. In the practical part we are programming and testing the recommender module. There is a description of the used technologies and individual functionalities of the recommender system aimed at the acommodation in České Budějovice are dismembered.
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Comparison of tractors of power range over 200 kW
Maštalíř, Jakub ; Šařec, Ondřej (advisor) ; Kavka, Miroslav (referee)
The aim of this work is to compare tractors with power over 200 kW, according to selected criteria. The first part deals with the construction of tractors and explanation of the function principle of technologies used in them.
The second part is devoted to the presentation of several selected international tractor manufacturers.
The third part is focused on the comparison of tractors according to specified criteria. There is presented comparative method, description of chosen tractors and the result of my comparison.
In the final part is explanation of the result of comparison and summary of the bachelor thesis.
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The construction of the risk surcharges for the imbalances trading on OTE market
Maštalíř, Jakub ; Brada, Jaroslav (advisor) ; Blaheta, Petr (referee)
This master thesis approaches the energy markets from the point of view of an electricity trader acting on the retail markets, in particular an electricity supplier to the end customers. The first part introduces the reader into the basic practices applied in the management process of the portfolio of end customers, which includes metering and evaluation of the real take-off, planning and prediction and, of course, final evaluation of the imbalances. Second part explains the principles of balance management in case of the entire ČEPS electrical grid, mechanics of the imbalances settlement and describes its actual setting with focus on the way it motivates the market participants for minimization of their own imbalances and therefore improvement of the overall electrical grid balance. The final part describes the basic construction of the risk surcharges, which the supplier adds to the commodity price to cover the costs caused by the existence of his end customers' imbalances. Furthermore, it is shown how the dependence on the system imbalance influences the size of the risk surcharge and the basic model is extended to include even this factor. Because the supplier does not set the surcharge at the level of individual end customer but for the entire portfolio, the functioning and power of the portfolio effect, which brings an extra savings in the imbalances settlement costs, is also explored in the final part. The possibility of dependence presence in the imbalances of individual end customers is also accounted for. For the first time in the Czech academic literature the economic problems that are faced by the electricity supplier to the end customers are examined and the analysis and solution of one important problem is provided in the full picture. However, the most important contribution of this master thesis lays in the opening of this topic to further examination on the academic ground.
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Structure and properties of GARCH(1,1) model
Maštalíř, Jakub ; Pígl, Jan (advisor)
The aim of this thesis is to introduce the reader an econometric approach to financial time series volatility modeling and scrutinize construction, properties and constraints of the popular GARCH(1,1) model when applying it on real market data and in wider sense than it's usually presented in reference literature. In the section 1 we'll repeat some important statistical terms of time series econometrics, which will be needed in next sections. We'll talk a little bit more generally about volatility of an asset, its modeling and measuring at all, because the true values are actually unknown and we observe just its demonstration on the markets. We'll mention some important statistical tools operating as an irreplaceable component of the GARCH(1,1) model, which will be introduce in the section 2. We'll scrutinize its specific properties, advantages, constraints and indeed the statistical inference. Because it's considered as a flexible model with rather general structure we'll also discuss some complications which can occur during its applications and convenient ways to solve them. Implementation of the model will be presented in the section 3. We'll use real market data and show clear demonstration of the scrutinized properties. At the end we'll verify how the model is significant when explaining the volatility of an asset.
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