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Assessing Selected Indicators Using Statistical Methods
Vašková, Helena ; Blaháček, Libor (referee) ; Doubravský, Karel (advisor)
This bachelor thesis deals with an evaluation of economic situation of a company Vašíček – bakery and confectionery, Ltd. Provided data are processed by selected financial analysis indicators, time series and regression analysis. Applying regression analysis, the text provides predictions for selected indicators in the following two years. Furthermore, there is computational and graphical comparison with the performance of a competitor. At the end of the thesis, I provide my own improvement proposals for the company’s current state using the previously ascertained data and its analysis.
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Rozdíly ve výši příjmů a starobních důchodů u mužů a žen v ČR
Slanařová, Barbora
This diploma thesis deals with differences in income and pension between men and women in the Czech Republic. The target was to evaluate time series and panel data of income and pension of both sexes and to evaluate the existence of differences by using econometrics methods. From the performed analysis was forecast the future development for next three years and then was created the marketing recommendation for retail store regarding the focus on consumers in the pension in the end.
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Faktory ovlivňující ceny mléčných výrobků v České republice
Slanařová, Barbora
This bachelor thesis deals with effects influencing prices of milk and dairy products. Using the VAR models are investigated relations between the average monthly purchase price for milk from producers and the average monthly customers prices for milk, yoghurt and butter. The influence of the average monthly customer price for milk in the Czech Republic and Slovakia is also rated. Using the ARIMA model are made forecasts of purchase price for milk for next two years.
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Entropy as a Measure of Predictability in Financial Time Series
Nahodil, Vladimír ; Krištoufek, Ladislav (advisor) ; Wang, Yao (referee)
This work studies stock markets efficiency and predictability using the information-theoretic concepts of approximate entropy (ApEn) and sample entropy (SampEn) and compares them to the estimates of the Hurst exponent. This is assessed together with the property of distinguishing between developing and developed markets. Moreover, an investment strategy based on the value of the sample entropy is tested. ApEn shows very weak relationship with other measures and performs poorly as a measure of efficiency. SampEn and the Hurst exponent clearly confirm lower overall efficiency of developing markets. The sample entropy also forms quite strong downward linear relationship with hit-rates of forecasting models. ARMA shows highest hit-rates in periods with SampEn values around 1.6 - 1.7. This could be considered as an investment strategy with lower risk; however, also as one with potentially lower accumulated returns due to smaller investing windows.
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Assessing Selected Indicators Using Statistical Methods
Vašková, Helena ; Blaháček, Libor (referee) ; Doubravský, Karel (advisor)
This bachelor thesis deals with an evaluation of economic situation of a company Vašíček – bakery and confectionery, Ltd. Provided data are processed by selected financial analysis indicators, time series and regression analysis. Applying regression analysis, the text provides predictions for selected indicators in the following two years. Furthermore, there is computational and graphical comparison with the performance of a competitor. At the end of the thesis, I provide my own improvement proposals for the company’s current state using the previously ascertained data and its analysis.
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Vliv společného zemědělského trhu EU na český trh s mlékem a mléčnými produkty
Konvalinová, Vendula
This bachelor thesis deals with the effects of the EU's Common Agricultural Policy on Czech market in milk and milk products. Causal relations between agricultural producer prices of raw cow's milk in the Czech Republic, in Bavaria and in the Slovak Republic are investigated by using a VAR model. The Granger causality is also verified between different kinds of milk and butter prices in the Czech Republic. For the amount of purchased milk into the dairies in the Czech Republic are created forecasts based on a SARIMA model. All the time series are processed for the period from January 2008 to December 2013 and properly characterized.
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