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On possible approaches to detecting robotic activity of botnets
Prajer, Richard ; Palovský, Radomír (advisor) ; Pavlíček, Luboš (referee)
This thesis explores possible approaches to detecting robotic activity of botnets on network. Initially, the detection based on full packet analysis in consideration of DNS, HTTP and IRC communication, is described. However, this detection is found inapplicable for technical and ethical reasons. Then it focuses on the analysis based on network flow metadata, compiling them to be processable in machine learning. It creates detection models using different machine learning methods, to compare them with each other. Bayes net method is found to be acceptable for detecting robotic activity of botnets. The Bayesian model is only able to identify the botnet that already executes the commands sent by its C&C server. "Sleeping" botnets are not reliably detectable by this model.
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Strategic analysis of Plzeňský Prazdroj, a. s.
Jirásková, Žaneta ; Dvořáček, Jiří (advisor) ; Mareš, David (referee)
The aim of this thesis is to do strategic analysis of Plzeňský Prazdroj, a. s. and to provide some recommendations for the further development of company. To achieve this goal, it is necessary to conduct external and internal analysis, which will provide a comprehensive view of the environment, in which the company operates. The work is divided into theoretical and practical part. The theoretical part defines the basic methods and techniques that are then applied to an analyzed company.
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Support of marketing through social networks
Vaněk, Jiří ; Pavlíček, Antonín (advisor) ; Čermák, Radim (referee)
The goal of the diploma thesis "Support of marketing through social networks" is to pro-vide an overall series of recommendations for editorial staff of magazines and similar journals how to proceed in communication on social networks. Afterwards, these recom-mendations are applied to a specific title, Exclusive magazine. The practical part contains an introduction and analysis of communication on social networks. Based on the analysis of communication magazine Exclusive, and an analysis of the competition is designed a proposal of how to improve the use of social networks in the communication mix of the mentioned journal. The theoretical part describes the possibilities of online marketing and online PR with a focus on social media and networks.
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Usage of the IONIC framework for development cross-platform mobile application
Gruda, Pavel ; Buchalcevová, Alena (advisor) ; Zapadlo, Jaroslav (referee)
The aim of the thesis is to analyse framework IONIC and determine the suitability of this framework for cross-platform mobile development. The intent of the theoretical part is to analyse the current market, introduction to the mobile development and a description of the framework IONIC and related technologies. The practical part deals with the analysis and design mobile application PowerFLOW, describing the implemented mobile application and sample code. The last part is about framework IONIC evaluation based on set criteria. The evaluation rating was determined on the experience gained during the implementation of mobile application PowerFLOW. There are also listed personal experience of the implementation. Based on this thesis the IONIC can be recommended as the framework for cross-platform mobile development.
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Analysis and design of intranet structure
Novák, Miroslav ; Pour, Jan (advisor) ; Šedivá, Zuzana (referee)
Nowadays, Intranet is an inseparable part of every company, notwithstanding of their size or field of activity. Both, in my work and personal life, I often come across different intranets that usually do not get a positive response. But they usually have the same source of the problem, which is based on their wrong structure. This is why is chose this topic for my thesis. The goal of my thesis is to perform an analysis of an existing intranet of a particular company and subsequently create a design of the intranet new structure using the card-sorting method. This thesis primarily represents a generalized method of how to proceed during such realization and which areas to look into. Theoretical part of this thesis covers the topics of information architecture and also the term intranet itself, where the most frequent issues I came across in the intranets are pointed out. Practical part covers the analysis itself, where I focus on the structure of the existing intranet, categorization of its content, connections with other systems, customization, permission management, surveys of contentment, and intranet usage. The analysis is performed manually by scanning through the existing intranet of the company, since other methods or approaches could not be applied due to technical limitations or insufficient permis-sions. Based on the outputs of the analysis, web categorizations and the card-sorting method, a design of a structure of the new intranet has been proposed. The design itself is a demonstration of the method how to approach the new intranet design.
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Doing business while studying
Kopecká, Adéla ; Kašparová, Eva (advisor) ; Novák, Pavel (referee)
This thesis is written about factors, which leads people doing business while studiing. It is more actual then ever and it is more and more popular between people. This thesis tries to find out which factors are important, that student starts his/her own business. This thesis is devided to two parts. the first one is teoretical and second one is practical. Teoretical part is about business and motivation. The aim of second part is to identifie and examine factors of motivation doing business, analysis of current situation in Czech republic and analysis of business support also in Czech republic and abroad.
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Comparison of accounting programs from the point of view of the use of information for management companies
Loušová, Petra ; Stejskalová, Irena (advisor) ; Pevná, Jana (referee)
The aim of the thesis is to compare accounting programs from the point of view of the use of information that are important for management companies. The theoretical part deals with the general approach to processing business information in the accounting. Next there is explained an overview of what information in the field of accounting are important and necessary for the job of financial manager. The practical part contains an analysis of at least three accounting programs, with the main focus on what information from the selected accounting program managers need in their work and what information is actually gaining from the program. In practical part, there are also compared results of individual organizations; information is gathered through in-depth interview with financial managers selected companies.
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Clustering and regression analysis of micro panel data
Sobíšek, Lukáš ; Pecáková, Iva (advisor) ; Komárek, Arnošt (referee) ; Brabec, Marek (referee)
The main purpose of panel studies is to analyze changes in values of studied variables over time. In micro panel research, a large number of elements are periodically observed within the relatively short time period of just a few years. Moreover, the number of repeated measurements is small. This dissertation deals with contemporary approaches to the regression and the clustering analysis of micro panel data. One of the approaches to the micro panel analysis is to use multivariate statistical models originally designed for crosssectional data and modify them in order to take into account the within-subject correlation. The thesis summarizes available tools for the regression analysis of micro panel data. The known and currently used linear mixed effects models for a normally distributed dependent variable are recapitulated. Besides that, new approaches for analysis of a response variable with other than normal distribution are presented. These approaches include the generalized marginal linear model, the generalized linear mixed effects model and the Bayesian modelling approach. In addition to describing the aforementioned models, the paper also includes a brief overview of their implementation in the R software. The difficulty with the regression models adjusted for micro panel data is the ambiguity of their parameters estimation. This thesis proposes a way to improve the estimations through the cluster analysis. For this reason, the thesis also contains a description of methods of the cluster analysis of micro panel data. Because supply of the methods is limited, the main goal of this paper is to devise its own two-step approach for clustering micro panel data. In the first step, the panel data are transformed into a static form using a set of proposed characteristics of dynamics. These characteristics represent different features of time course of the observed variables. In the second step, the elements are clustered by conventional spatial clustering techniques (agglomerative clustering and the C-means partitioning). The clustering is based on a dissimilarity matrix of the values of clustering variables calculated in the first step. Another goal of this paper is to find out whether the suggested procedure leads to an improvement in quality of the regression models for this type of data. By means of a simulation study, the procedure drafted herein is compared to the procedure applied in the kml package of the R software, as well as to the clustering characteristics proposed by Urso (2004). The simulation study demonstrated better results of the proposed combination of clustering variables as compared to the other combinations currently used. A corresponding script written in the R-language represents another benefit of this paper. It is available on the attached CD and it can be used for analyses of readers own micro panel data.
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Use of Interest Rate Models for Interest Rate Risk Management in the Czech Financial Market Environment
Cíchová Králová, Dana ; Arlt, Josef (advisor) ; Cipra, Tomáš (referee) ; Witzany, Jiří (referee)
The main goal of this thesis is to suggest an appropriate approach to interest rate risk modeling in the Czech financial market environment in various situations. Three distinct periods are analyzed. These periods, which are the period before the global financial crisis, period during the financial crisis and in the aftermath of the global financial crisis and calming subsequent debt crisis in the eurozone, are characterized by different evaluation of liquidity and credit risk, different relationship between financial variables and market participants and different degree of market regulations. Within this goal, an application of the BGM model in the Czech financial market environment is crucial. Use of the BGM model for the purpose of predicting a dynamics of a yield curve is not very common. This is firstly due to the fact that primary use of this model is a valuation of interest rate derivatives while ensuring the absence of arbitrage and secondly its application is relatively difficult. Nevertheless, I apply the BGM model to obtain predictions of the probability distributions of interest rates in the Czech and eurozone market environment, because its complexity, direct modeling of a yield curve based on market rates and especially a possibility of parameter estimation based on current swaptions volatilities quotations may lead to a significant improvement of predictions. This improvement was also confirmed in this thesis. Use of swaptions volatilities market quotations is especially useful in the period of unprecedented mone- tary easing and increased number of central banks and other regulators interventions into financial markets that occur after the financial crisis, because it reflects current market expectations which also include future interventions. As a consequence of underdevelopment of the Czech financial market there are no market quotations of Czech koruna denominated swaptions volatilities. I suggest their approximations based on quotations of euro denominated swaptions volatilities and also using volatilities of koruna and euro forward rates. Use of this approach ensures that predictions of the Czech yield curve dynamics contain current market expectations. To my knowledge, any other author has not presented similar application of the BGM model in the Czech financial market environment. In this thesis I further predict a Czech and Euro area money market yield curve dynamics using the CIR and the GP models as representatives of various types of interest rates models to compare these predictions with BGM predictions. I suggest a comprehensive system of three criteria, based on comparison of predicti- ons with reality, to describe a predictive power of selected models and an appropria- teness of their use in the Czech market environment during different situations in the market. This analysis shows that predictions of the Czech money market yield curve dynamics based on the BGM model demonstrate high predictive power and the best 8 quality in comparison with other models. GP model also produces relatively good qua- lity predictions. Conversely, predictions based on the CIR model as a representative of short rate model family completely failed when describing reality. In a situation when the economy allows negative rates and there is simultaneously a significant likelihood of their implementation, I recommend to obtain predictions of Czech money market yield curve dynamics using GP model which allows existence of negative interest rates. This analysis also contains a statistical test for validating the predictive power of each model and information on other tests. Berkowitz test rejects a hypothesis of accurate predictions for each model. However, this fact is common in real data testing even when using relatively good model. This fact is especially caused by difficult fulfilment of test conditions in real world. To my knowledge, such an analysis of the predictive power of selected interest rate models moreover in the Czech financial market environment has not been published yet. The last goal of this thesis is to suggest an appropriate approach to obtaining pre- dictions of Czech government bonds risk premium dynamics. I define this risk premium as a difference between government bond yields and fixed rate of CZK IRS with the same length. I apply the GP model to describe the dynamics of this indicator of the Czech Republic credit risk. In order to obtain a time series of the risk premium which are necessary for estimation of GP model parameters I firstly estimate yield curves of Czech government bonds using Svensson model for each trading day since 2005. Resulting si- mulations of risk premium show that the GP model predicts the real development of risk premiums of all maturities relatively well. Hence, the proposed approach is suitable for modeling of Czech Republic credit risk based on the use of information extracted from financial markets. I have not registered proposed approach to risk premium modeling moreover in the Czech financial market environment in other publications.
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