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The Contemporary Compillation of Body Anomalies Drawings
Jochimová, Aneta ; Houf, Václav (referee) ; Ruller, Tomáš (advisor)
In my practical diploma thesis, I’m extending on its theoretical part named Androgyn / The mysterium of completeness, particularly the chapter Bodily construction of the androgynous character (transformations of the body and character, metamorphosis and other deformations). I will explore the theme as a complex using multiple media I was using throughout my studies. These are: A. fragmented drawings, that will eventually be the basis for a graphical novel. In my drawings, I’ll capture the appearance and detailed transformation of bizarre anomalies of an animated body. Another output will be B. an installation of drawings in space. Using monumental digitally printed wallpapers, I’ll create a installation in space, that will represent the “cabinet of body representation”. In my thesis, I’ll also use C. a program for generating the shape of human body out of its basic parameters – I’ll create “real” bodies I’ll use later on in my graphical collection. The last part will be D. photographs of details of human body enlarged to a billboard size.
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Statistical anomaly detection methods of data communication
Woidig, Eduard ; Mangová, Marie (referee) ; Slavíček, Karel (advisor)
This thesis serves as a theoretical basis for a practical solution to the issue of the use of statistical methods for detecting anomalies in data traffic. The basic focus of anomaly detection data traffic is on the data attacks. Therefore, the main focus is the analysis of data attacks. Within the solving are data attacks sorted by protocols that attackers exploit for their own activities. Each section describes the protocol itself, its usage and behavior. For each protocol is gradually solved description of the attacks, including the methodology leading to the attack and penalties on an already compromised system or station. For the most serious attacks are outlined procedures for the detection and the potential defenses against them. These findings are summarized in the theoretical analysis, which should serve as a starting point for the practical part, which will be the analysis of real data traffic. The practical part is divided into several sections. The first of these describes the procedures for obtaining and preparing the samples to allow them to carry out further analysis. Further described herein are created scripts that are used for obtaining needed data from the recorded samples. These data are were analyzed in detail, using statistical methods such as time series and descriptive statistics. Subsequently acquired properties and monitored behavior is verified using artificial and real attacks, which is the original clean operation modified. Using a new analysis of the modified traffics compared with the original samples and an evaluation of whether it has been some kind of anomaly detected. The results and tracking are collectively summarized and evaluated in a separate chapter with a description of possible further attacks, which were not directly part of the test analysis.
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Anomalies of financial markets
Máčayová, Miroslava ; Stádník, Bohumil (advisor) ; Vacek, Vladislav (referee)
Theory of efficient markets generally describes financial market as a place with perfect rationality and awareness. According to this theory, the price of each instrument fully reflects all available information, therefore denies the existence of poorly rated stocks. Against this doctrine stands the theory of behavioral finance, which describes, that individuals on financial markets do not always act in rational way, and their behavior is affected with emotions. This psychological phenomenon has the consequence that on the financial market are visible certain anomalies. There are a lot of explanations of these abnormalities. One of the assumptions is that the prices of instruments tend to rise more slowly than fall. This different is in my work explained by the theory of black swan - the existence of unexpected, but the price-setting information. Another psychological theory causing the abnormalities is called the round number effect, which describes that investors consciously or subconsciously tend to perceive the rounded amounts differently than others. Empirical results of my thesis largely demonstrated that the two psychological effects mentioned to some extend contribute to the existence of deviations from normal, and confirm the occurrence of irrationality on financial market.
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The Influence of Weather and Calendar Cycles on Trading Volumes at World Stock Exchanges
Kovaľová, Andrea ; Vozárová, Pavla (advisor) ; Slaný, Martin (referee)
Studies investigating stock-exchange anomalies -- mainly with respect to returns and volatility -- have been emerging in recent years and decades. This work explores whether weather conditions, days of the week, length of daylight, seasonal affective disorder, holidays, and lunar phase affect trading volume. Segmented into two parts, the work primarily analyses time-series cross-sectional data covering 12 major stock exchanges and spanning from January 2010 to March 2015. The other part of the work focuses on a detailed analysis of the New York Stock Exchange using only time-series data obtained for the time period from January 2001 to December 2009. Additionally, this period is further split to two time spans as the NYSE fundamentally changed its trading system during the period in question. We find strong evidence of the Monday effect -- manifested in low trading volume on Mondays -- recognizable in the time-series cross-sectional part of the analysis, as well as in the time-series part. Other aforementioned anomalies either do not affect the trading volume significantly or their effect is statistically significant only in one of the two parts of the analysis.
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Detekce anomálií v datech výzkumu PROSO
Šormová, Hana
The thesis deals with algorithms for detecting anomalies in the data collected by the Problem Solving Tutor research. In the theoretical part, the author introduces the term of anomaly, the ideas of the PROSO research and a detailed overview of existing algorithms to detect anomalies. In the practical part, selected algorithms are implemented. Real outputs and results as well as recommendations to a user are presented in this part, and the chapter is supplemented by a number of graphs. The implemented algorithms are also compared to existing data mining software. An example of working with the data mining tools, applied to the data coming from PROSO, and explanation of their outputs is also part of the thesis. In the summary, the appropriate methodology for behavior analysis and anomaly detection is determinied.
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Financial market anomalies
ŠAFÁŘOVÁ, Michaela
This bachelor thesis is focused on two types of anomalies which occur on financial markets. The theoretical part mainly focuses on the efficient markets theory, and on the topic of behavioural finance which also include individual theories associated with them. Furthermore, theoretical part analyses different kinds of anomalies, focusing primarily on the Monday and the January effect. Analytical part tests both the January and the Monday effects in selected companies, trading with its shares on the Prague Stock Exchange. The influence of the January and the Monday effect wasn´t proved in this bachelor thesis.
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Financial market anomalies
Uherek, Jiří ; Havlíček, David (advisor) ; Janda, Karel (referee)
The bachelor thesis is focused on the most known financial markets anomalies. In the first part the efficient market hypothesis is described as traditional theory of finance. The most known financial markets anomalies are listed and analyzed in the second part of this thesis. In this part is also offered an explanation of these anomalies from the point of view of behavioral finance. The final section analyses particular anomaly -- the weekend effect. The analysis confirmed the occurrence of weekend effect on different markets. The conclusion based on research of several trading strategies is that there is not possible to gain excess return from knowledge of weekend effect. The analysis also confirmed the change of return patterns in last decade.
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Stock Portfolio Construction and Fundamentals
Bastin, Jan ; Musílek, Petr (advisor) ; Witzany, Jiří (referee)
The final thesis deals with the construction of a stock portfolio. The traditional portfolio theory models of Markowitz and Sharpe and anomalies based on fundamentals are shown and applied in Germany. In the first part, portfolio theory and fundamentals are explained. The mathematical model is demonstrated in the second part. Empirical results are shown in the last part.
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Analysis of calendar effects on the Prague Stock Exchange
Janek, Libor ; Havlíček, David (advisor)
This bachelor thesis is focus on the efficient market theory, the behavioral finance and on the testing of various calendar effects in the capital markets. In the first chapter the efficient market theory is described, followed by the explanation of the behavioral finance in chapter two. In the analytical part, effect of day in week (the Monday effect or week effect), effect day in month and effect month in year (the January effect) are examined on the PX index using data from the Prague Stock Exchange.
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Financial market anomalies
Gavrylyuk, Zinayida ; Havlíček, David (advisor)
This bachelor thesis is focused on the analysis of some well-known financial market anomalies. The first part deals with the efficient market theory which is confronted with the basic ideas of behavioral finance. It is followed by the more-detailed description and analysis of three selected anomalies: the December effect, the momentum effect, and the underpricing of IPO. Analytical part tests the occurrence of anomalies on selected equity markets and deals with the possibilities to exploit them. There was not found any statistically significant evidence of influence of the December effect and the momentum effect on stock returns. But there were found significant differences in underpricing of IPO across sectors of the U. S. industry. The thesis provides an overview of the characteristics and occurrence of selected market abnormalities and opens the door to a more detailed analysis.
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