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Ising model in finance: from microscopic rules to macroscopic phenomena
Dvořák, Pavel ; Krištoufek, Ladislav (advisor) ; Kukačka, Jiří (referee)
The main objective of this thesis is to inspect the abilities of the Ising model to exhibit selected statistical properties, or stylized facts, that are common to a wide range of financial assets. The investigated properties are heteroskedasticity of returns, rapidly decaying linear autocorrelation, volatility clustering, heavy tails, negative skewness and non-Gaussianity of the return distribution. In the first part of the thesis, we test the presence of these stylized facts in S&P 500 daily returns over the last 30 years. The main part of the thesis is dedicated to the Ising model-based simulations and to discussion of the results. New features such as Poisson process governed lag or magnetisation dependent trading activity are incorporated in the model. We conclude that the Ising model is able to convincingly replicate most of the examined statistical properties while even more satisfactory results can be obtained with appropriate tuning. 1
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Electronic properties and structure of selected rare earth and uranium compounds: influence of impurities
Pospíšil, Jiří ; Sechovský, Vladimír (advisor) ; Schneeweiss, Oldřich (referee) ; Sedmidubský, David (referee)
Title: Electronic properties and structure of selected rare earth and uranium compounds; influence of impurities Author: Jiří Pospíšil Abstract: This thesis is devoted to studies of influence of impurities and/or chemical varieties on magnetic and superconducting properties of selected metallic materials containing rare earth and uranium. The research generally consisted of the defined preparation of studied materials, detailed composition and structure characterisation, experiments focussed on determination of mutually related magnetic, transport and thermal properties followed by data analysis of relations between material composition/quality and material properties. The technology phase was carried out in two ways - 1) preparation of the best pure materials as possible and 2) controlled doping of pure materials. Three main study cases have been chosen: SmPd2Al3 - the representative of the complex magnetism of the Sm3+ ion, the so far unexplored superconductor YPd2Al3 were selected as the RE materials candidates and the controversial ferromagnetic superconductor UCoGe. The key ingredient of the initial technology phase was the refining the commercially available best element metals to the laboratory best achievable purity grade by the unique Solid State Electrotransport (SSE) method. SSE has been also...
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Magnetic separation
Balatý, Tomáš ; Brožek, Milan (advisor) ; Hrabě, Petr (referee)
The aim of the thesis was to gather information about magnetism, magnets and principles used in magnetic separation. The key point of this thesis was to assess the efficacy of an experimental magnetic separation operation. The first chapter is devoted to the introduction, which is a brief description of the problems of magnetic separation. The second chapter describes the current state of the problem, which explains the basic definitions and phenomena arising from the use of permanent magnets or electromagnets. Furthermore, this chapter describes in detail the magnetic separation. The third chapter is devoted to the work goals and methods of processing. The fourth chapter describes an experiment that was conducted to determine the effectiveness of a magnetic separator during the trial operation of transport technology to transport clinker. The last chapter is devoted to conclusions and contribution of this thesis.
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