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Factors of economical freedom indices
Ondruš, Martin ; Vrabec, Michal (advisor) ; Hurt, Jan (referee)
This work discusses the detection of latent variables, which create indices of economic freedom. Firstly, we present the most well-known indices of economic freedom (IEF, EFW). Secondly, this work discusses multivariate statistical method - factor analysis, which we use to detect latent variables. We show different methods of estimates in factor analysis and we focus on principal factor method. Furthermore, we compare already defined methods by analysing the structure of EFW index. According to estimated models, we interpret detected latent variables. We use statistical software SPSS and R for factor analysis of EFW index.
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Realistic and Liberal Approach within the International Relations Theory: Case of US' Annexation of Texas (1845)
Vrabec, Michal ; Karlas, Jan (advisor) ; Drulák, Petr (referee)
Diploma thesis "Realistic and Liberal Approach within the International Relations Theory: Case of US' Annexation of Texas (1845)" deals with the testing of two chosen theories of international relations on this particular historic event. Balance of threat theory by Stephen Walt was chosen as a representative of realistic tradition. Moravcsik's liberal theory of international relations was chosen on behalf of liberal tradition. The main task of this paper is to test the explanatory power of both given theories. The field of interest in this particular case is American alliance behavior in 1840's. The theories will be tested separately and as the part of paper the author also delivers a brief introduction into both traditional approaches (realism and liberalism) within the international relations theory. The paper is divided into three chapters. After giving a brief historic introduction about the annexation itself both theories will be tested. The results of the research in the Texan archives during author's one year stay in Texas ware very important source of the information.
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Segmentation of business company customers using cluster analysis methods
Nesrstová, Markéta ; Řezanková, Hana (advisor) ; Vrabec, Michal (referee)
This thesis discusses the possibilities of using cluster analysis methods for customer segmentation. The theoretical part is focused on description of selected methods of cluster analysis and explanation of other concepts related to this topic, such as CRM, segmentation and targeted communication. In the practical part are applied cluster analysis methods to real data unnamed company with the aim of creating a default substrates useful for planning and implementation of targeted communication. For the main calculations is used program R, for data and output editing is used MS Excel. At the end of the work are evaluated applied methods and summarized lessons learned from the cluster analysis. For a company were created and characterized databases which could be useful for marketing decisions.
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Use of regression for analysis of attendance of individual teams from NHL
Turek, Tomáš ; Řezanková, Hana (advisor) ; Vrabec, Michal (referee)
This bachelor thesis focuses on an analysis of regression which is concerned with the average of the spectator attendance in home games of individual teams from National Hockey League in the 2014/2015 season. The aim of this thesis is to consider the selected factors which might have an influence over the increase and the decline of attendance and the comparison to the results of selected regression methods at the selection of the variables to the regression model. The main benefit of this bachelor thesis is in the practical application of the analysis of regression including the selection of the best set of the independent variables with the utilization of various regression methods. A part of thesis is also a factual interpretation of the obtained results. For the selection of independent variables was used the stepwise method, forward and backward method.
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Voting analysis of the Chamber of Deputies
Zubatý, Radek ; Vrabec, Michal (advisor) ; Řezanková, Hana (referee)
Objective of this thesis is cluster analysis of political parties and individual politicians in Chamber of Deputies of the Parliament of the Czech Republic. In theoretical part, legislative process in Czech Republic is explained and political situation in Chamber of Deputies is described. Also cluster analysis theory is explained. In practical part, firstly, cluster analysis of political parties was performed, than of individual members of parliament. The furthest neighbor and Ward's methods were used in this part. On the basis of discovered facts, it's possible to confirm compactness of coalition and also of conservative opposition. In specific political parties, as most united behave TOP 09 members and least ČSSD members of parliament.
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Analysis of factors influencing relative market stock valuation
Hanzl, Tobiáš ; Vrabec, Michal (advisor) ; Řezanková, Hana (referee)
The goal of this diploma thesis is to analyze P/S ratio using Gordon dividend discount model and also to prove hypothesis that assumes existing influence of margin, dividend payout ratio, future dividend growth and discount rate on P/S ratio value. The goal is also to find other factors that can influence relative market stock valuation. Multidimensional regression analysis and also factor analysis were used in order to get a proper knowledge of the factors. There are 781 stocks used in this work. This thesis proves influence of the mentioned variables and also other variables were found that help achieve deeper understanding of examined variable. Market valuation is a very complex matter and is influenced by numerous factors.
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Analysis of voting in the Chamber of Deputies
Ventruba, Štěpán ; Vrabec, Michal (advisor) ; Řezanková, Hana (referee)
This bachelor thesis investigates voting of members and political groups of the Parliament's Chamber of Deputies. Descriptive statistics, contingency analysis and chi-square tests were used to explore the existence and intensity of dependencies in voting patterns of deputies and political groups, their activity, intragroup agreement, intergroup agreement and accordance of their voting with the voting patterns of coalition government and opposition. The results reveal a significant effect of changes in rules of procedure on the perception of activity of individual members.
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Non-negative linear operators and their use in econometric and statistic models
Horský, Richard ; Arlt, Josef (advisor) ; Vrabec, Michal (referee) ; Klazar, Martin (referee)
Non-negative operators, in special case non-negative matrices, are an interesting topics for many scientists and scientific teams from the beginning of the 20th century. It is not suprising because there are a lot of applications in different areas of science like economy, statistics, linear programming, computer science and others. We can give as the particular example the theory of the Markov chains in which we deal with non-negative matrices, so called transition matrices. They are of the special form and we called them stochastic matrices. Another example is given by the non-negative operator on spaces of infinite dimension which is employed in the theory of stochastic processes. It is the backward shift operator called the lag operator as well. The non-negativity in these examples is considered as the piecewise non-negativity. Another type of non-negativity is that in the sense of inner products. In the case of matrices we talk about positive-definite or positive-semidefinite matrices. A typical example is the covariance matrix of a random vector or symmetrization of any linear operator, for instance the symmetrization of the difference operator. The terms inverse problem or ill-posed problem have been gaining popularity in modern science since the middle of the last century. The subjects of the first publications in this area were related to quantum scattering theory, geophysics, astronomy and others. Thanks to powerful computers the chances for applications of the theory of inverse and ill-posed problems has extended in almost all fields of science which use mathematical methods. Ill-posed problems bear the feature of instability and there is the need of regularization if we want to get some reasonable solution. A typical example of the regularization is the differencing of stochastic process with the purpose to obtain a stationary process. Another concept of regularization used for solving e.g. integral equations with compact operators consists in application of regularization method as truncated singular value decomposition, Tichonov regularization method or Landweber iteration method. Mathematical tools employed in this work are those of the functional analysis. It is the area of mathematics in which distinct mathematical structures meet each other. They are structures built within different mathematical disciplines as mathematical analysis, topology, theory of sets, algebra (mainly linear algebra) and theory of measure (probability). The functional analysis framework enables us to obtain right formulations of definitions and problems providing the general view on the notions and problems of the theory of stochastic processes.
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Analysis of Relations between Financial and Social Indicators in the Microfinance Sector
Kovář, Radoslav ; Řezanková, Hana (advisor) ; Vrabec, Michal (referee)
Quantitative reporting of both financial and social performance of microfinancial institutions has significantly progressed in the last decade. Compatibility of financial and social goals in this sector has been evaluated in a growing number of papers, including this bachelor thesis. Description of data and of statistical methods (linear regression analysis and ANOVA) is followed by a detailed presentation of each model. The central part of this thesis consists in fitting the corresponding regressions and interpreting the results. The influence of certain social indicators on a typical cost structure and financial sustainability as well as the influence of certain financial indicators on social targeting was verified. Investors and donors could base their decisions on these results provided a thorough cross-checking on larger data samples. The common origin of all linear regression tests in the Wald test is also proved in this thesis.
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