|
|
Valuation of goodwill of construction company
Ondrejčík, Matúš ; Budíková, Michaela (referee) ; Dohnal, Radek (advisor)
The diploma thesis is focused on the comparison of goodwill values of two construction companies. The theoretical part describes the basic knowledge and principles they are required to terminated the value of goodwill. Furthermore, terms such as marketing planning and questionnaire creation are explained. In the practical part, selected methods are used to terminate the value of goodwill. Subsequently, five questions are set and the questions are tested. Based on the analysis results is proposed marketing strategy at the end of the thesis.
|
|
|
Segmentation of the cord canal and intervertebral discs in MRI data
Koban, Martin ; Odstrčilík, Jan (referee) ; Jakubíček, Roman (advisor)
The concern of this thesis is development of the method for the spinal canal and intervertebral discs segmentation in volume MRI data. The primary aim is to achieve the highest possible level of automation and accuracy allowing for reliable quantitative evaluation of the results. The algorithm is based on the random walk model in combination with a specific active contour method formulated through level set concept. The proposed approach is tested using a database of three-dimensional T2-weighted MR images, which also contains referential manual segmentation of intervertebral discs.
|
|
|
Determining the size of the state space
Rybanský, Marian ; Krček, Petr (referee) ; Roupec, Jan (advisor)
Objective of the thesis is to describe and evaluate the appropriate methods to determine the size of the state space. State space will be created by using a program (generator) which generates a state space, from the input values and regulations (model). To objectively assess the state space we classifies according to their parameters. Classified state space will be added to a class, in which the demarcation perform evaluation methods will be done.
|
|
|
Financial market efficiency
HORKÁ, Petra
The aim of this thesis is to assess the behavior of prices of chosen financial assets and to verify the hypothesis of random walk on the financial market of cryptocurrencies. Testing of the effective market hypothesis was applied to chosen cryptocurrencies Bitcoin, Ethereum, Litecoin compared to the US dollar. The essence of random walk is a non-existent relation between historical and future prices. The model says that price changes are random and cannot be predicted. The random walk analysis was performed using chosen statistical tests, namely the run test, the scattering ratio test, the autocorrelation tests and the unit root test. Data for testing was obtained from the online website for the period from 1 January 2016 to 30 September 2019 and the EViews program was chosen for testing both daily and weekly price changes. In this thesis, based on all statistical tests was shown inefficiency of all chosen cryptocurrencies in the chosen period. Cryptomania, which occurred at the end of 2017 and the subsequent drop in the price of all cryptocurrencies to almost the minimum value at the beginning of 2018, explains ineffective behavior.
|
|
|
Symmetric random walk
Marešová, Linda ; Seidler, Jan (advisor) ; Koubek, Antonín (referee)
This thesis discusses symmetric random walk, its definition and basic properties. The outset is focused on the probabilistic model and subsequently on basic properties, such as the final position at time n, its mean value and variance. Furthermore, we will see what the scaling must be for the walk to converge to zero, precisely what is the consequence of the strong law of large numbers. In the second chapter we will examine the distribution of the maximum of the symmetric random walk. In chapter 3 we will define stopping time and Markov property of random walks. Then we proof many auxiliary lemmas using basic knowledge of combinatorics. The final part is devoted to the proof of the arcsine distribution, which shows great persistence of the symmetric random walk. Powered by TCPDF (www.tcpdf.org)
|
|
|
Random walk
Baňasová, Barbora ; Omelka, Marek (advisor) ; Dostál, Petr (referee)
Random walk is a well-known mathematical model used in various scientific fields. The aim of this thesis is to explain and to show the relation between the basic characteristics of simple random walk. The paper summarizes theoretical knowledge concerning this mathematical model in terms of its symmetrical or asymmetrical version. It deals with the derivation of absorbing probabilities, probability of the first and repeated return to origin and clasification of simple random walk states. The final part presents random walk in a wider perspective as a martingale. The conditions under which a random walk equals a martingale are established as well. It is also shown how it is possible to apply this more general mathematical structure on the model of random walk.
|
|
|
Applications of random walk in queueing theory
Uhliar, Miroslav ; Hlubinka, Daniel (advisor) ; Antoch, Jaromír (referee)
The bachelor thesis "Applications of random walk in queueing theory" is about an approach functioning queueing theory, in other words, system where the costumers are served by a server. We describe kinds of queues, services, with different number of servers. In the first chapter, the attention is devoted searching for stationary distributions. Subsequently, in the second chapter, there is described the relation random walk with waiting time for service. We use for that Lindley process. It includes also the most important statement of all thesis describing that relation. In the section "Chosen problems and their solutions" we may find the application of the theory.
|
|
|
Selected topics of random walks
Filipová, Anna ; Hlubinka, Daniel (advisor) ; Beneš, Viktor (referee)
The theme of this thesis are symmetric random walks. We define different types of paths and prove the reflection principle. Then, based on the paths, we define random walks. The thesis also deals with probabilities of returns to the origin and first returns to the origin, further with probabilities of number of changes of sign or returns to the origin up to a certain time. We also define the maximum of the random walk and the first passage through a certain point. In the second chapter, we solve several problems, which form the proofs of some theorems from the first chapter or complement the first chapter in a different way. For example, we prove geometrically that the number of paths of one type equals the number of paths of another type or we compute the probability that there occurs a certain number of changes of sign up to a given time.
|
|
|
Valuation of goodwill of construction company
Ondrejčík, Matúš ; Budíková, Michaela (referee) ; Dohnal, Radek (advisor)
The diploma thesis is focused on the comparison of goodwill values of two construction companies. The theoretical part describes the basic knowledge and principles they are required to terminated the value of goodwill. Furthermore, terms such as marketing planning and questionnaire creation are explained. In the practical part, selected methods are used to terminate the value of goodwill. Subsequently, five questions are set and the questions are tested. Based on the analysis results is proposed marketing strategy at the end of the thesis.
|
|
|
Essential problems of random walks
Michálek, Matěj ; Hlubinka, Daniel (advisor) ; Pawlas, Zbyněk (referee)
In this paper, we cover some essential problems of (simple) random walks in one, two and three dimensions. At the begining, we work only in one dimension. We find the probability of a position on a line at particular time. Then we study returns to origin and examine if return to origin is certain. Also, we look into a theorem called the arc sine law. Furthermore, we generalise some of those problems into two and three dimensions. We investigate a probability of a position in time and space and returns to origin. 1
|
guest ::
