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Evaluation of the effectiveness of marketing campaigns
HOUŠKOVÁ, Šárka
The goal of the dissertation called "Evaluation of the effectiveness of marketing cam-paigns" is to describe, analyze, and with usage of Data Envelopment Analyst (DEA) to evaluate certain campaigns. The dissertation describes political election campaigns of certain political party.
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Data Envelopment Analysis with financial application
Marcinek, Daniel ; Branda, Martin (advisor) ; Zichová, Jitka (referee)
This thesis deals with various methods of Data Envelopment Analysis and their use in finance. Efficiency is measured by a ratio of weighted outputs to weighted inputs. From this model, a fractional programming problem is formed, which is then transformed into a linear programming problem. We derive a dual problem for that one. We also introduce another methods of Data Envelopment Analysis. We explain difference between a constant return to scale and a variable return to scale. We deal with a risk measures, which are considered as the inputs together with the management fees. We use gross returns as the single input. We apply these models to 15 mutual funds, determine efficiency of these mutual funds and compare these methods with another one. At the end we determine how the efficiency changes if we use only the risk measures as the inputs.
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Analysis of Fire Rescue Service of the Czech Republic effectiveness with DEA models
Milnerová, Karolína ; Jablonský, Josef (advisor) ; Dlouhý, Martin (referee)
This thesis deals with DEA models (Data envelopment analysis), which are models for measuring the efficiency of peer decision making units (DMUs). First part focus on basic DEA models (CCR model, BCC model) and this part is extended by new CH-CCR model, which considering that the variables (inputs or outputs) are usually strongly correlated. In second part is included description of network-based models, which are afterwards applicated on data of FRS CR (Fire Rescue Service of the Czech Republic). Using this models is solved efficiency of FRS CR through the regions.
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Evaluating the quality of life in district in Czech republic
KOSTIHOVÁ, Lenka
Bachelor thesis aims to identify strengths and weaknesses in the districts of the Czech republic and compare the quality of life based on selected criteria. Method DEA defines efficiency of evaluated districts, which presents the level of quality of life in the district. DEA method recommends inefficient districts a way to increase their efficiency. In this work, unemployment, criminality range, air pollution and flat prices are seen as inputs, whereas number of doctors, road density and economic activity present the outputs. Using those indicators, the advantages and disadvantages of each individual district are identified. The assessment itself is carried out via software Frontier Analyst and all data relates to the year 2012.
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Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products
Havránek, Tomáš ; Iršová, Zuzana ; Lešanovská, Jitka
An important component of monetary policy transmission is the pass-through from financial market interest rates, directly influenced or targeted by central banks, to the rates that banks charge firms and households. Yet the available evidence on the strength and speed of the pass-through is mixed and varies across countries, time periods, and even individual banks. We examine the pass-through mechanism using a unique data set of Czech loan and deposit products and focus on bank-level determinants of pricing policies, especially cost efficiency, which we estimate employing both stochastic frontier and data envelopment analysis. Our main results are threefold: First, the long-term pass-through was close to complete for most products before the financial crisis, but has weakened considerably afterward. Second, banks that provide high rates for deposits usually charge high loan markups. Third, cost-efficient banks tend to delay responses to changes in the market rate, smoothing loan rates for their clients.
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DEA models and their application in the measurement of the effectiveness of emergency medical services in different regions of the Czech Republic
Bártíková, Ivana ; Borovička, Adam (advisor) ; Kobzareva, Maria (referee)
Data envelopment analysis (DEA) is a new method of multi-criteria decisions and is used to measurement effectiveness of various processes. This method will be also main subject of this thesis. There will be introduced functional principle of this method including formulations of all mathematical models in first part of thesis. Main differences between measurement of effectiveness in public and private sector will be also described. Analysis of the effectiveness of emergency medical services in different regions of the Czech Republic will be done in second part of this thesis. The data will be applied to both classic and modified models. At the end of the thesis the final results will be compared with indicators of living standard in Czech Republic and optimal solution in different regions will be proposed.
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Using DEA models to assess efficiency of public transport
Hanousek, Jakub ; Borovička, Adam (advisor) ; Soldatyuk, Nataliya (referee)
This thesis deals with using DEA models to assess efficiency of the bus public transport in the Czech Republic regions. It is a method based on linear programming used to measuring efficiency of units. The main problem of public transport is the constant pressure to increase subsidies into this sector whilst the efficiency decreases. In the theoretical part of thesis, there will be explained the term 'efficiency' and will be introduced the basic principles of data envelopment analysis method including the mathematical formulations of the classic and modified DEA models, which will be then used in the practical part. The analysis of the resulting efficiency rates of all the different regions will be carried out with respect to the regions' specific characteristics. In the conclusion the optimal values will be proposed.
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Alternativní přístup k řízení rizik v bankovnictví za použití analýzy obalu dat
Fialová, Zuzana ; Jablonský, Josef (advisor) ; Lukáš, Ladislav (referee) ; Brezina, Ivan (referee)
The implementation of the Basel II capital adequacy framework promoted internally modelled risk parameters and allowed banks to build their own models. The recent crisis pointed at the gaps in the Basel II Accord, seeing banks having trouble to deal with lack of liquidity and higher default rates. The minimum regulatory capital held by the banks turned out to be insufficient and banks started looking for other techniques to better quantify the risks they are exposed to. Model accuracy is a key objective to meet the capital adequacy requirements while facing severe economic conditions. The purpose of this thesis is to suggest a new approach to credit modelling. Data envelopment analysis (DEA) can overcome some the difficulties that the banks deal with. The key opportunity in using DEA and its modifications is in the fact that this method does not require prior information about the classification between good and bad units and only requires financial and other data about the client in question. This thesis analyses the performance of DEA applied on a real world portfolio of corporate loans compared to the two standard methods used in the banking sector. Logistic regression is the most popular method, having few restrictions and providing output in the form of a probability of default. The second method is the discriminant analysis giving similar results to the logistic regression but being based on more assumptions. The model is validated by comparing the model output with the actual status and its predictive power evaluated.
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Quality of life assessment in the selected regions by the Data Envelopment Analysis (DEA)
CHROMÁ, Vendula
The diploma thesis aims to do a research into quality of life of the selected regions in the Czech Republic and so to identify strengths and weaknesses of the individual regions. The research is done by means of DEA method on the basis of chosen criterions. The DEA method determines the effectiveness of individual districts and so it shows the living standard. Moreover, the DEA method also suggests the way how to raise effectiveness in the case of inefficient regions. The thesis also focuses on strengths and weaknesses of production units, which comes out from the assessment itself. For the application of the model, economic and uneconomic indicators such as unemployment, work inability, criminality, air pollution and the apartments' costs were chosen. These indicators represent inputs. In outputs, there are density of the road network and average wages included. All data relates to the year 2010. The assessment itself is carried out via a special software Frontier Analyst.
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Data envelopment analysis and their application in chosen branch
BANDÍK, Tomáš
Data envelopment analysis is one of methods how to compare the efficiency of transformation of the inputs to the outputs among production units. It helps to improve the efficiency and to identify weak points in production systems. The target of DEA is to divide focused subjects to efficiency and non-efficiency groups, comparing the amount of used sources as inputs and the amount of outputs. At first there are described some important conceptions in theory part. Then explanation of principes DEA follow and basic models analysis description too. The desription supposes constant returns to scale and variable returns to scale. There is contain a chapter devoting to description of using software. The practical part of my bachelor thesis is focused on using DEA to compare different countries by HDI ( human developmet index) The solution of this case work with characteristics used by calculating HDI.
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