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The Volatility Patterns and Correlation of Cryptocurrencies: Overcoming the Bitcoin's primacy
Šembera, Tomáš ; Čech, František (advisor) ; Kočenda, Evžen (referee)
The thesis focuses at the evolution of cryptocurrencies or more precisely at the competition process between them in expanding to broader usage. The first main goal of the work is to find out, whether Bitcoin, as the first and still most capitalized cryptocurrency, has an advantage of higher maturity than alternative cryptocurrencies. The second goal is to analyze whether the individual cryptocurrencies are perceived individually by market participants, which could grant the alternative cryptocurrencies an option to compete with Bitcoin by offering better features as safer technology or faster transaction. The analysis of volatility patterns in their exchange rates via various GARCH models suggests that Bitcoin still has advantage in higher maturity. The analysis of the correlation between various alternative cryptocurrencies and Bitcoin finds positive correlation and thus suggests that the cryptocurrencies are rather perceived together. JEL Classification G17, G19, E40, E41 Keywords cryptocurrencies, volatility, GARCH, money, correlation Author's e-mail 79828843@fsv.cuni.cz Supervisor's e-mail frantisek.cech@fsv.cuni.cz
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Investment in Human Capital
HLINKA, Petr
The topic of my bachelor's theme is human capital and its comparison from the macroeconomic and microeconomic point of view. In its theoretical part there is presented the human capital theory, methods of its measurement, alternative theories and there is also described the importance of education. The human capital is further defined from the point of view of a company and of the whole national economy. The practical part of my thesis examines the influence of human capital on economic growth by means of the Pearson correlation coefficient. It is expected a positive correlation between the examined quantities. For the variables representing human capital there were chosen the share ratios of population with secondary and tertiary education, governmental expenditures on these levels of education and expenditures on research and development. Economic growth is expressed by means of real GDP per capita. Calculations are made for the Czech Republic and Slovakia. In the final part there are commented the results acquired.
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Evaluation of Methods of Stereo Image Processing
Juráček, Ivo ; Španěl, Michal (referee) ; Zemčík, Pavel (advisor)
This thesis addresses the correlation between two pictures and its application to a real example using a camera which is a part of a stereo camera. It suggests how to use correlation to find specific patterns in pictures whereas it is possible to calculate the movement between two scaled pictures which is done by resampling. The accuracy of correlation is then shown when pictures are compensated using affine transformation in order to verify the accuracy of correlation. To further increase the correlation accuracy, it is possible to use a corner detector, it finds main points in a shot and then it searches for a match in another shot using correlation. Final results using this method are also mentioned in this thesis.
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Comparison of racing performance and the results of laboratory tests as indicators prerequisites for top runners on the middle and long distance
VONDRUŠKOVÁ, Jana
In this Bachelor Thesis, the author is focused on the observation of top athletes in 800 m, 1,500 m and 3,000 m runs. The thesis was based on the comparison of racing performance with the results of laboratory tests. The purpose of the work was to predict the performance in certain disciplines based on predetermined tests. We used the content analysis, content synthesis, and measurement method to select the data. We used the measurement method to determine the results from the laboratory. The laboratory tests we used were spiroergometry, spirometry, body composition test, and Wingate test. Then we processed the data using material significance. For significance, we used the Sperman's correlation coefficient. We have defined materiality by Cohen´s d. In the end of the work, we determined the connection between the performance of athletes in 800 and their results from Wingate test, as well as some connection of performances at athletes in 1 500 m, 3 000 m and their results from the spiroergometry test.
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Analýza vybraných faktorů regionálního rozvoje
Kučera, David
The aim of this thesis is to analyze the impact of the companies, located in the de-fined area, on the development of this area (region), focusing on the factor of in-dustry structure and companies size. Impact of companies size is studied on socioeconomic indicators: GDP, unemployment and average salary. SMEs have been identified as an important factor for regional development. In order to make specific provision in terms of regional policies were created clusters based on the similarity of regions. Further was studied the development of sectors over time in terms of GDP and the number of people employed in South Moravian Region. Analysis of dependency and concentration were performed. The work includes assessment of business environment, which were evaluated by using the proposed model. An applied model showed that the best environment for business is in the Moravian-Silesian Region.
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Managerial decision making about external relationships of high school
Rampír, Vojtěch ; Černý, Jan (advisor) ; Pyrih, Pavel (referee)
Diploma thesis acquants reader about decision problems at Střední odborné škola informatika a spojů a Střední odborné učiliště Kolín. Chosen problem are desribed and analysed, but also variants of solution are created, so tehy can be used as an support to decision making for school manager. These problems are about getting new students, usage of unused rooms of dorm and school cafeteria. For creating variant of solutions Cobb-Douglas utility function is used, moreover the thesis teaches reader how to work with it, so a manager of school can use it for his own decision making proces. Diploma thesis was created by request of a principal Ing. Miloš Hölzl as he is awaiting the results.
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Representation of fat people in selected mediacontents
Martínková, Tereza ; Reifová, Irena (advisor) ; Hladík, Radim (referee)
Thesis Representation of fat people in chosen media content is audience research based on perception of thickness, related to characters from three selected czech television series. Fat Studies was primary science literarture source for thesis theory and practical research part is using both, quantitative and qualitative methodology. Quantitative method of data collection were self-serviced questionnaire shared throught internet. Qualitative method used half- structured personal interviews. Thesis is trying to answer, if there is existing correlation between thickness (body constitution) of character and popularity based on character personality. This correlation was statisticaly confirmed only for characters, which are considered strongly obese. Not for any other type of characters. Another findings confirmed, that there is strong positive correlation between popularity of personality and character attractiveness.
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Counterparty credit risk modelling
Volek, Mikoláš ; Teplý, Petr (advisor) ; Jakubík, Petr (referee)
Counterparty credit risk is an important type of financial risk. The importance of proper counterparty risk management became most apparent in the wake of the 2008 series of failures of several large banks. Correlation of market factors is an important issue in the calculation of CVA. A notable case of correlation is wrong-way risk which occurs whenever the probability of default of the counterparty is positively correlated with exposure. The basic formulas for CVA and basic counterparty credit risk models do not account for wrong-way risk because its modeling is nontrivial. This thesis aims to answer how well can the impact of wrong-way risk on CVA be approximated with an add-on which only depends on correlation between the price of the underlying asset and the credit spread of the counterparty. The thesis is supplemented by a fully documented implementation of the model in the Mathematica software.
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Patterns of the electoral behavior of voters in the Usti Region
Měska, Ondřej ; Švec, Kamil (advisor) ; Švec, Radek (referee)
The main goal of this bachelor thesis is to try to find out a formula of electoral behavior of voters in region Ústí nad Labem using a correlation analysis. In the first part of the thesis its author introduces regional differences related to specific variables or election results. In the second part a large dataset is made on a municipality level and applied to a disctricts' level subsequently. A goal of the thesis is to find out a correlation between election results of four chosen political parties (ČSSD, ODS, KSČM, DSSS) in elections to Parliament of the Czech Republic in years 2010 and 2013, and a voters' socioeconomic status using the obtained dataset. The conclusion of the thesis reveals whether we could expect any specific election results of selected political parties based on voters'socioeconomic status and also to find out a formula for voters' behavior.
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Blocking of westerly flow over Central Europe
Žáček, Ondřej ; Žák, Michal (advisor) ; Huszár, Peter (referee)
This bachelor thesis analyses atmospheric blocking and its influence on European weather, with focus on Czech Republic. Atmospheric blocking is a phenomenon when western flow is interrupted by high pressure centre. The research subjects are summarising information about blocking, its formation, detection, climatology, annual cycle and interannual variability. At stations Praha-Klementinum and Olomouc was made correlation analyses different strengths of blocking in sector 60 ř W - 60ř E (with step 15ř) and monthly mean daily average, minimum, maximum temperature. We find out, that blocking frequency has significant interannual variability and annual cycle for all strengths of blocking which we defined. Based on correlation analyses we found out for both stations significant negative correlation between average monthly temperature and frequency of blocking in winter, in spring and autumn negative correlation is less significant and in summer for some longitudes positive correlation was found. If we use for correlation analyses monthly mean of minimum or maximum temperature, differences are insignificant. Differences of correlations between Praha-Klementinum and Olomouc are slight, at Praha-Klementinum station is correlations slightly lower.
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