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Software tool for factory acceptance test
Dostál, Adam ; Blažek, Petr (referee) ; Martinásek, Zdeněk (advisor)
This work is focused on the implementation of functional tests within the software project in the field of energy in the company Unicorn. The theoretical part describes in general the project methodology of software development and the methodology Rational Unified Process (RUP). In addition, the test methods are included, and the quality management model FURPS+. The last section introduces functional tests, including a description of those that are used to test the developed application. The practical part consists of description of the energy project Nemo Link, developed application Nemo Link Dispatch System (NDS), individial application modules, test enviroment, used tools and designed test methodology. Based on this methodology, individual selected tests are performed and evaluated.
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Reliability of a load-carrying test by military personnel
Kubák, David ; Oláh, Vladan (advisor) ; Michalička, Vladimír (referee)
Title: Reliability of a load-carrying test by military personnel. Objectives: This study aims to determine the reliability of carrying a load of 15kg test designed for occupational testing of military personnel of the Czech Army. Methods: This theoretical-empirical work tested a deliberate set of students from the Military Branch at the Faculty of Physical Education and Sport of Charles University. The research population consisted of 17 probands with an average age of 22.1 years, an average height of 179.4 cm and an average weight of 78.9 kg. It uses the reliability test-retest method. The probands underwent 8 timed trials, then recorded in Microsoft Excel. The recorded results in Microsoft Excel were converted to txt format and then descriptively and statistically analyzed in Jasp (0.17.1.0). An intraclass correlation coefficient of the ICC type of 3.1 was used to statistically assess the consistency of performance, accompanied by 95% confidence intervals [LL, UL]. Results: Performance across test trials showed a moderate level of consistency with ICC (3,1) = 0,725, [0,567, 0,866]. ICC values ≥ 0.5 were considered sufficiently consistent. Keywords: Stress test, occupational testing, reliability, load carriage, military, test-retest
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Experimental models of increased physical activity for cardiovascular research
Ševčíková, Anežka ; Kolář, František (advisor) ; Kašík, Petr (referee)
This thesis provides a critical review of experimental models and protocols of increased physical activity that have been used for various purposes in cardiovascular research in small laboratory rodents. The thesis describes their physiological and pathophysiological effects and evaluates the advantages and disadvantages of using each model to study the adaptive mechanisms and beneficial effects of physical activity on cardiovascular disease. The use of physical activity in cardiovascular patients or people with cardiovascular risk factors is also mentioned. A review of exercise stress tests used to detect the degree of experimental heart failure of various etiologies and specific examples are also included. Key words physical activity, endurance training, stress test, small laboratory animals, heart, hypertrophy, therapeutic effects
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Macroeconomic stress-testing of banking systems: survey of methodologies and empirical application
Šimečková, Jana ; Geršl, Adam (advisor) ; Pečená, Magda (referee)
This thesis deals with stress testing as a process that helps to assess the impact of potential adverse shocks on the soundness of a financial system. First section is dedicated to non-technical discussion about stress testing and to some methodological issues. The main focus lies on the system-wide macroeconomic stress testing. The empirical part of the thesis is a contribution to macroprudential analysis of the quality of the aggregate loan portfolio in the Czech Republic. This study adopts a vector autoregression model applied to the Czech banking sector in order to judge its stability and present some evidence on macroeconomic variables affecting the Czech banking system. As a measure of the strength of the loan portfolio is used the stock of non-performing loans vis-à-vis total loans in the sector. The thesis follows the widely used methodology and seeks to identify significant macroeconomic risk factors affecting the loan portfolio quality. The latter part aims also to forecast the most likely development of the loan portfolio.
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Mechanism of Negative Interest Rate's Influence on Bank Net Interest Margin
Fan, Yingxuan ; Holub, Tomáš (advisor) ; Jakubík, Petr (referee)
Net interest margin (NIM) is an important indicator of a bank's operational efficiency. Based on the balance sheet data of 189 major listed banks in Europe from 2010 to 2019, this thesis studies the bank's NIM mechanism in a negative interest rate environment. This thesis focuses on the system GMM method and the results show that the policy interest rate is positively related to NIM in the long run and negatively related in the short run, but the relationship between the two is not significant in the short run. Moreover, in a negative interest rate environment, bank NIM's sensitivity to policy interest rates has greatly increased, especially the policy of interest rate cuts. In addition, the sensitivity of NIMs of different banks to policy interest rates also differs significantly. Generally, the NIMs of banks with a high degree of internationalization and larger size are less sensitive to changes in policy interest rates, while the NIMs of banks with a higher share of retail business in their total business are more sensitive to changes in policy interest rates. Finally, through the value-at-risk analysis and stress test, this thesis concludes that the policy interest rate, net loan-to-asset ratio, non-performing loan ratio and inflation rate are sensitive factors of NIM. When NIM is subject to a...
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Stochastic Programming Problems in Asset-Liability Management
Rusý, Tomáš ; Kopa, Miloš (advisor)
The main objective of this thesis is to build a multi-stage stochastic pro- gram within an asset-liability management problem of a leasing company. At the beginning, the business model of such a company is introduced and the stochastic programming formulation is derived. Thereafter, three various risk constraints, namely the chance constraint, the Value-at-Risk constraint and the conditional Value-at-Risk constraint along with the second-order stochastic dominance constraint are applied to the model to control for riski- ness of the optimal strategy. Their properties and their effects on the optimal decisions are thoroughly investigated, while various risk limits are considered. In order to obtain solutions of the problems, random elements in the model formulation had to be approximated by scenarios. The Hull - White model calibrated by a newly proposed method based on maximum likelihood esti- mation has been used to generate scenarios of future interest rates. In the end, the performances of the optimal solutions of the problems for unconsid- ered and unfavourable crisis scenarios were inspected. The used methodology of such a stress test has not yet been implemented in stochastic programming problems within an asset-liability management. 1
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Stochastic Programming Problems in Asset-Liability Management
Rusý, Tomáš ; Kopa, Miloš (advisor)
The main objective of this thesis is to build a multi-stage stochastic pro- gram within an asset-liability management problem of a leasing company. At the beginning, the business model of such a company is introduced and the stochastic programming formulation is derived. Thereafter, three various risk constraints, namely the chance constraint, the Value-at-Risk constraint and the conditional Value-at-Risk constraint along with the second-order stochastic dominance constraint are applied to the model to control for riski- ness of the optimal strategy. Their properties and their effects on the optimal decisions are thoroughly investigated, while various risk limits are considered. In order to obtain solutions of the problems, random elements in the model formulation had to be approximated by scenarios. The Hull - White model calibrated by a newly proposed method based on maximum likelihood esti- mation has been used to generate scenarios of future interest rates. In the end, the performances of the optimal solutions of the problems for unconsid- ered and unfavourable crisis scenarios were inspected. The used methodology of such a stress test has not yet been implemented in stochastic programming problems within an asset-liability management. 1
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Sports medicine evaluation in paralympic athletes with physical handicap
Průdková, Barbora ; Daďová, Klára (advisor) ; Majorová, Simona (referee)
Title: Exercise testing of paralympic athletes with physical disabilities Objectives: The aim of this thesis is to find out if paralympic athletes undergo exercise testing regularly, what is involved in this testing and whether the result are being followed or eventually consulted with the coach. Methods: The work is based on qualitative research. The information is obtained using the query method. As a method of data collection, the questionnaire of own construction and informal interview were used. The questionnaire was handed out to ten paralympic athletes. Six of them suffer from inborn malformations in the form of cerebral palsy, four of them have trauma caused by an accident. Two of them have limb amputation, two of them have spinal lesion and the last one has multiple sclerosis. The interview was conducted with a representative coach, sports physician and two elite athletes with physical disabilities. Results: Based on the questionnaire and an informal interview, I have found out that only 2 out of 10 paralympic athletes regularly perform stress tests and sports evaluation. The remaining 8 athletes undergo evaluation irregularly. 80 % of respondents follow the advice and recommendation of a physician, and 20 % of them do not. Based on the interview, we can say that in current paralympic...
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Software tool for factory acceptance test
Dostál, Adam ; Blažek, Petr (referee) ; Martinásek, Zdeněk (advisor)
This work is focused on the implementation of functional tests within the software project in the field of energy in the company Unicorn. The theoretical part describes in general the project methodology of software development and the methodology Rational Unified Process (RUP). In addition, the test methods are included, and the quality management model FURPS+. The last section introduces functional tests, including a description of those that are used to test the developed application. The practical part consists of description of the energy project Nemo Link, developed application Nemo Link Dispatch System (NDS), individial application modules, test enviroment, used tools and designed test methodology. Based on this methodology, individual selected tests are performed and evaluated.
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Stochastic Programming Problems in Asset-Liability Management
Rusý, Tomáš ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
The main objective of this thesis is to build a multi-stage stochastic pro- gram within an asset-liability management problem of a leasing company. At the beginning, the business model of such a company is introduced and the stochastic programming formulation is derived. Thereafter, three various risk constraints, namely the chance constraint, the Value-at-Risk constraint and the conditional Value-at-Risk constraint along with the second-order stochastic dominance constraint are applied to the model to control for riski- ness of the optimal strategy. Their properties and their effects on the optimal decisions are thoroughly investigated, while various risk limits are considered. In order to obtain solutions of the problems, random elements in the model formulation had to be approximated by scenarios. The Hull - White model calibrated by a newly proposed method based on maximum likelihood esti- mation has been used to generate scenarios of future interest rates. In the end, the performances of the optimal solutions of the problems for unconsid- ered and unfavourable crisis scenarios were inspected. The used methodology of such a stress test has not yet been implemented in stochastic programming problems within an asset-liability management. 1
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