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Variant Approaches to Economic Evaluation of Transport Constructions in the City Centers
Jíšová, Jana ; Filip, Josef ; Tichý, Tomáš
Concerning the economic evaluation of transport constructions, there are problems with appraisal and parametrization of benefits and costs, especially for the complex constructions or modified areas in the city center. Some of the current methods are difficult to apply appropriately to city constructions or technical constructions. The article is focused on finding alternative ways to evaluate selected constructions. The methods are often connected to multi-criteria analysis, which leads to the assessment of parameters and methods of determining the weight of them for the evaluation.
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The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth
Vitali, Sebastiano ; Tichý, Tomáš ; Kopa, Miloš
Options are often priced by Black and Scholes model by using artificial (and unobserved) volatility implied by option market prices. Since many options do not have their traded counterparts with the same maturity and moneyness, it is often needed to interpolate the volatility values. The general procedure of implied volatility extraction from market prices and subsequent smoothing can, however, lead to inconsistent values or even arbitrage opportunities. In this paper, a potential arbitrage area is studied in connection with the calendar bandwidth construction.
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Approximation and Online Algorithms
Tichý, Tomáš ; Sgall, Jiří (advisor) ; Kolman, Petr (referee) ; van Stee, Rob (referee)
This thesis presents results of our research in the area of optimization problems with incomplete information-our research is focused on the online scheduling problems. Our research is based on the worst-case analysis of studied problems and algorithms; thus we use methods of the competitive analysis during our research. Althrough there are many "real-world" industrial and theoretical applications of the online scheduling problems there are still so many open problems with so simple description. Therefore it is important, interesting and also challenging to study the online scheduling problems and their simplified variants as well. In this thesis we have shown the following our results of our research on the online scheduling problems: A 1.58-competitive online algorithm for the problem of randomized scheduling of unit jobs on a single processor, where the jobs are arriving over time and the total weight of processed jobs ismaximized. A lower bound 1.172 on the competitive ratio for the problem of randomized scheduling of 2-uniform unit jobs on a single processor, where the jobs are arriving over time andthe totalweight of processed jobs is maximized. A lower bound 1.25 on the competitive ratio for the problem of randomized scheduling of s-uniform unit jobs on a single processor where s is tending to...
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Phytodiversity in old fields of different age and management history on agricultural land adjacent to Czech villages in Romanian Banat area
Veselý, Adam ; Kovář, Pavel (advisor) ; Tichý, Tomáš (referee)
The main aim of this thesis was to identify the main factors influencing development and diversity of vegetation on old fields around village Svatá Helena in Romania. I evaluated the influence of age of an old field, its management (mowing, pasture, burning and fallowing), soil chemical properties, topography and surrounding vegetation. Using phytosociological relevés I collected data about species composition and coverage of species of the old field vegetation. With the assistance of local inhabitants I found out the age of the old fields and the type of applied management. I performed chemical analysis of soil properties, determined amount of available phosphorus, total carbon and nitrogen and pH. I also performed floristic survey of surrounding vegetation. The data showed a unimodal trend in plant diversity during succession. The maximal diversity was recorded on 12 years old old fields. The diversity was also influenced by C/N ratio of soils. Growing C/N ratio had a negative effect on plant diversity. Analysis also showed some interesting connections between soil properties and topographic factors. Organic C and N in soils were rising with age of old field, rate of accumulation is higher on slopes. The results showed that soil chemical properties have the highest influence on species...
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Three Essays on Credit Risk Quantification
Gapko, Petr ; Šmíd, Martin (advisor) ; Witzany, Jiří (referee) ; Tichý, Tomáš (referee) ; D'Ecclesia, Rita Laura (referee)
The dissertation thesis deals with modeling and estimating credit risk. In the thesis we particularly focus on the credit risk of retail, and more exactly mortgage, debtors. The thesis is organized into three separate papers with a common theme, which is a development of a credit risk measurement methodology from simpler enhancements of the current research to a model able to capture such details as e.g. the duration structure of the mortgage portfolio. All three papers use the same underlying dataset, a time series of the national US mortgage portfolio delinquency and foreclosure rates. As the research was done during several years, the latter parts of the thesis work with additional observations. In the first paper, we demonstrate that the current regulatory standards for credit risk quantification are based on assumptions that do not necessarily match the reality. Generalizing the well-known Vasicek's model, standing behind the Basel II, we build a model of a credit risk of a loan portfolio. The model, similarly to the Vasicek's model, decomposes the credit risk (expressed as the portfolio probability of default) into two risk factors, one common for all borrowers in the portfolio, and one individual for each single borrower. Our model involves dynamics of the common factor, which influences the...
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The influence of environmental factors on abundance of conservation important species in Tetínské skály Nature Reserve
Augustinová, Šárka ; Tichý, Tomáš (advisor) ; Křenová, Zdeňka (referee)
Tetínské skály Nature Reserve is one of the major sites for the presence of protected species, which are Dianthus gratianopolitanus, Saxifraga rosacea subsp. Sponhemica and Saxifraga paniculata. My goal was a field survey and data collection about the incidence of these species on the surfaces of rock walls, followed by identification of key environmental factors and description of their impact on the species. Such survey has not been conduncted so far. I used mainly multivariate analysis, PCA and RDA and One-way ANOVA to determine the interrelationships. The analysis results showed significant differences in species abundances influenced by different combinations of environmental factors. The factors with significant influence include cardinal direction. The highest proportion of species abundances showed areas of eastern orientation. Another important factor was shading from vegetation, which proved to have strong negative impact on abundace, especially for species S.rosacea subsp. sponhemica and D. gratianopolitanus. These two variables indicate a preference for sunny areas. Other factors with a significant influence on the occurrence of species are also a presence of soil surface rock wall and a presence of gardens in the area over the rock wall, which greatly increased the proportion of...
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Source code analyser
Andr, Tomáš ; Galamboš, Leo (referee) ; Tichý, Tomáš (advisor)
The aim of the work is an implementation of a UML diagram tool. The tool provides user with functions for source code generation from diagrams and diagram creation from source codes written in Java programming language. Generated diagrams are tightly bonded to source codes thereby allowing the tool to analyze relations between classes. The tool contains three different kinds of diagrams for examining source code on different levels of abstraction. The editor was created as a standard CASE tool so it provides means of saving the resulting diagram as a picture or printing the diagram. Part of the work is a description of used solutions and problems of diagrams.
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