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Dynamic Model of Medium Voltage Vacuum Circuit Breaker and Induction Motor for Switching Transients Simulation using Clarke Transformation
Pígl, Jan ; Bernat,, Petr (referee) ; Ferková, Želmíra (referee) ; Cipín, Radoslav (advisor)
Derivation of the dynamic model of medium voltage vacuum circuit breaker and induction motor in space vectors in coordinates 0 allow us to model switching transients in various dynamic states of the motor. In the case of the Clarke transformation, the corresponding numerical integration technique can be selected including variable time-step integration techniques to avoid numerical instabilities due to the stiffness of the system. Assymetrical operations such as switching cause that power system becomes unbalanced and the transformed equations , and 0 are not uncoupled. Therefore it is necessary to derive a coupling matrix between circuit breaker voltages and currents in the coordinate system 0. The behavior of the dynamic model was experimentally verified on a laboratory model during the transition between balanced and unbalanced states of the system. The subject of our interest are switching overvoltages that arise when turning off small inductive currents by a vacuum circuit breaker. When deriving the model of a vacuum circuit breaker, all its properties encountered during this action were taken into account, i.e. current chop, virtual current chop, dielectric barrier in the circuit breaker and its recovery rate and the ability of the vacuum circuit breaker to extinguish high frequency currents. Dynamic model is further extended by overvoltage protections and frequency-dependent line model. Simulation results are compared with the measured results on a medium voltage motor and as well as with the simulation results of the mathematical model of the test circuit according to IEC 62271-110 resolved using nodal method (EMTP algorithm). Models are implemented in the MATLAB/Simulink programming environment.
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The Application of Technical Analysis to the Czech Capital Market in the Period of Economic Recession
Špringer, Milan ; Pígl, Jan (advisor)
These lines deal with both theoretical and analytical view of real usability of individual methods and techniques in the Czech capital market in the period of economic crisis (2008-2009). The document introduces the basic technical analysis methodology (the technique based on graphics outputs of specific data files and the technique based on the mathematical indicators) in the theoretical chapters. An introduction and subsequent description of the mentioned methodology in the sphere of price predication of shares and funds is the main tendency in this theoretical chapter, not the profound interpretation. The work attends to concrete analysing of some basic hypothesises of common usability of our main theme, technical analysis. Price development of the selected titles and the endeavour to apply the techniques described in the theoretical chapter to these data series are included in the analytical chapter. The reader wants to make his own idea of how is the real usage of such an analysis difficult. Very helpful is also a demonstration of a big measure of subjective level in production and calculation of some indicators. Final part shows us the most interesting results for the practical usability of the mentioned methods and indicators in the sphere of the Czech Capital Market.
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Spekulace s komoditními deriváty
Kovaľ, Matúš ; Pígl, Jan (advisor)
In my work Speculation with commodity derivatives – case study I wrote about my personal experience with commodity trading The work itself is divided into two parts; first part explains the theoretical background needed for my work. It defines terms like finance market, exchange, different types of exchanges, and it also explains what commodity and commodity exchange is, furthermore it defines derivate I did trade, futures. Moreover, first part of my work describes different methods that are used for prediction of price movements, like fundamental, technical and psychological analyses. During my trading, I mostly used technical analysis, therefore I'm talking about this method more deeply and I describe few procedures more in detail. In the second part, I'm writing about my actual commodity trading. I was able to do that thankfully to CTS system, since the company allows its prospective customer, to use company's software and trade with virtual money, but with real time data from Chicago commodity exchange. Very fast did I understand that it's quite simple to learn how to use technical analysis. But what troubled me the most was the psychology of trader. I was unable to keep up with my trading plan, since my decisions were influenced by emotions like fear, stubbornness and impatience. And that was the reason why I focused on this in my work. I can divide my actual trading into three periods. In first, I was so inexperienced and shocked by how my emotions influenced my decisions that I was not able to keep up with any trading plan I prepared before start. In second period, I was able to make a plan and hold onto it. I was aware of problems that can be caused by emotional decisions, and I paid attention to them. In third period, I improved my trading system, and I was able to successfully trade commodities.
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Maastrichtská konvergenční kritéria a nové země EU
Varga, Dušan ; Pígl, Jan (advisor)
Bakalárska práca sa zameriava na európskou úniou vyžadované kritéria pre vstup do eurozóny. V teoretickej časti popisuje proces formovania európskej menovej únie, konkretizuje jednotlivé maastrichtské konvergenčné kritéria a zaoberá sa výhodami a nevýhodami vstupu do eurozóny. V analytickej časti sa kladie dôraz na hodnotenie nominálnej konvergencie Českej a Slovenskej republiky v rozmedzí rokov 2004-2007 a to konkrétne pre každý rok a každé kritérium samostatne.
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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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Empirická verifikácia Black-Scholesovho modelu na oceňovanie opcií
Bartoň, Ľuboš ; Pígl, Jan (advisor)
Práca sa zaoberá Black-Scholesovým modelom na oceňovanie opcií, na začiatku sú vysvetlené pre odvodenie doležité matematické pojmy,potom je odvodená Black-Scholesova parciálna diferenciálna rovnica a uvedený jej výsledok: Black-Scholesov vzorec. Tento je potom testovaný na reálnych údajoch z trhu (porovnanie vypočítaných a skutočných cien opcií). Na záver je prediskutovaná vhodnosť jeho použitia.
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Špekulácia s komoditnými derivátmi - prípadová štúdia
Trúchly, Marek ; Pígl, Jan (advisor)
Táto bakalárska práca sa zaoberá obchodovaním na komoditnom trhu. V teoretickej časti rozoberá princíp obchodovania, subjekty pôsobiace na trhu, vysvetľuje grafy vývoja cien komodít a niektoré vybrané ukazovatele technickej analýzy. V analytickej časti sú uvedené skutočné možné prípady obchodovania na trhu kde autor špekuloval na raste poprípade poklese ceny komodity. V závere autor hodnotí výsledok analytickej časti a poukazuje na citlivosť komoditného trhu.
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Centrální registr úvěrů, jeho účel a užití v bankovní praxi ČR
Grimová, Alena ; Pígl, Jan (advisor)
Tématem této bakalářské práce je Centrální registr úvěrů (dále jen CRÚ), informační systém provozovaný a vyvíjený Českou národní bankou. V úvodní části se věnuji obecné klasifikací úvěrových registrů a existenci úvěrových registrů v ČR. Následuje zařazení CRÚ podle uvedené klasifikace, popis bezpečnosti, struktury a činnosti CRÚ. V analytické části se zabývám současným a možným budoucím využitím CRÚ v komerčních bankách a v ČNB pro potřeby statistiky a bankovního dohledu.
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Spekulace s komoditními futures
Ševčík, Václav ; Pígl, Jan (advisor)
Hlavním posláním práce je seznámení čtenáře se základními pojmy, specifickými znaky a analytickými metodami souvisejícími s obchodováním na trzích komoditních futures. Některé typy analýz jsou rozvedeny v praktických případových studiích.
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