|
|
Wavelet transform
Valter, Boris ; Hlávka, Zdeněk (advisor) ; Dvořák, Jiří (referee)
Wavelet transform is a term from signal analysis. It is mostly used in physics, but also in finance, where we can use it to find a trend in different financial data. In the first chapter we will describe two older methods of signal analysis: Fourier transform and short-time Fourier transform. In the second chapter we show, how wavelet transform works, derive frequently used algorithm for calculating discrete wavelet transform and at the end we show several practical examples. This thesis was considered to deepen the knowledge of time-frequency analysis of signals, for better understanding of the principle, how wavelet transform works, and for potential extending its use. Powered by TCPDF (www.tcpdf.org)
|
|
|
Modelling mortality by causes of death
Valter, Boris ; Mazurová, Lucie (advisor) ; Hurt, Jan (referee)
The aim of this thesis is to provide an overview of methods used in cause-of-death mortality analysis and to demonstrate the application on real data. In Chapter 1 we present the continuous model based on the force of mortality and review the approach using copula functions. In Chapter 2 we focus on the multinomial logit model formulated for cause-specific mortality data, discuss life tables construction and derive life expectancy. In Chapter 3 we apply the multinomial logit model on the data from Czech Statistical Office. We identify the regression model, check its assumptions, present the outputs including the fitted life expectancy, and predicted mortality rates. Later in Chapter 3 we consider several stress scenarios in order to demonstrate the impact of shocked mortality rates on the life expectancy. In Chapter 4 we apply copula functions according to the methodology covered in Chapter 1 and consider cause-elimination stress scenario.
|
|
|
Modelling mortality by causes of death
Valter, Boris ; Mazurová, Lucie (advisor) ; Hurt, Jan (referee)
The aim of this thesis is to provide an overview of methods used in cause-of-death mortality analysis and to demonstrate the application on real data. In Chapter 1 we present the continuous model based on the force of mortality and review the approach using copula functions. In Chapter 2 we focus on the multinomial logit model formulated for cause-specific mortality data, discuss life tables construction and derive life expectancy. In Chapter 3 we apply the multinomial logit model on the data from Czech Statistical Office. We identify the regression model, check its assumptions, present the outputs including the fitted life expectancy, and predicted mortality rates. Later in Chapter 3 we consider several stress scenarios in order to demonstrate the impact of shocked mortality rates on the life expectancy.
|
|
|
Wavelet transform
Valter, Boris ; Hlávka, Zdeněk (advisor) ; Dvořák, Jiří (referee)
Wavelet transform is a term from signal analysis. It is mostly used in physics, but also in finance, where we can use it to find a trend in different financial data. In the first chapter we will describe two older methods of signal analysis: Fourier transform and short-time Fourier transform. In the second chapter we show, how wavelet transform works, derive frequently used algorithm for calculating discrete wavelet transform and at the end we show several practical examples. This thesis was considered to deepen the knowledge of time-frequency analysis of signals, for better understanding of the principle, how wavelet transform works, and for potential extending its use. Powered by TCPDF (www.tcpdf.org)
|
guest ::
