| |
|
A Comparison of Two Models of the Energy Market Development in Czech Republic from 2015 to 2040
Dvořáková, Jitka ; Zeman, Martin (advisor) ; Lukášová, Tereza (referee)
The bachelor thesis is focused on the prediction of the energy market in the Czech Republic between 2015 and 2040 and on the comparison of potential costs related to two models of energy portfolio management. The first model was created according to the National Energy Concept from 2014, while the other one was designed artificially to simulate usage of the renewable resources in 50% of the electric energy production. The theoretical part of the thesis discusses the recent situation of the Czech energy market, defines types of energy resources and explains terms related to the discussed topic. In the practical part, direct production costs of different kinds of power plants were computed and used to estimate economic demands of the two considered models. The efficiency of both models was compared and evaluated. The aim of the thesis was to decide, which of the two models would be more favourable for the Czech national economy. Key words: energy, energy market, direct costs, economic advantage JEL classification: Q40, Q41, Q43, Q47
|
|
Outsourcing and its impacts on company through Enterprise architecture
Štěpán, Jakub ; Šebesta, Michal (advisor) ; Bruckner, Tomáš (referee)
This final thesis is dealing with the theme of outsourcing and its influence on company in connection with enterprise architecture as the main carrier of ongoing changes. Main focus of this thesis is to provide the overview of the area of Enterprise architecture and outsourcing as well as the description of the selected notation of Enterprise architecture modeling, which will be main instrument in describing the transformation. Theoretical part of the work is divided into three parts. Firstly there is description of the enterprise architecture and chosen connected areas, followed by description of the outsourcing process and description of the modeling language ArchiMate. Practical part of the work is composed of analysis, description and evaluation of the transformation of the selected company. Among the main contribution of this thesis there is description of the changes during the transformation using the ArchiMate modeling language and identifying of concrete impacts of outsourcing on Enterprise architecture of the company.
|
|
Řízení IS/ICT se zaměřením na sourcing služeb informačního systému
Šebesta, Michal ; Voříšek, Jiří (advisor) ; Havlíček, Zdeněk (referee) ; Příklenk, Oldřich (referee) ; Král, Jaroslav (referee)
Research on outsourcing has been around for several decades, while recent evolution in the information systems discipline towards ICT service commoditization significantly changes the context of decision-making. Services that are available on-demand via the Internet allow organizations implementing functions they demand in a fraction of time. This trend represents a chance for organizations seeking to use advanced ICT services without a need of major investments. Problem is the current lack of guidelines and tools for managing ICT services and their outsourcing. Given the trends on the ICT service market, it is expected that much of the IT management in the future will encompass the ICT services and utilize service-level structures. Methods currently available are either too broad or encompass only small part of the whole problem. Ad-hoc or unsound decisions in this area might cause major complications in terms of quality, usability, integration, and consequently influence total cost of organizational IT. Organizations need to either revise existing models or propose and implement completely new models to manage their IS/ICT. This thesis deals with the management of IS/ICT with focus on the ICT services outsourcing. It discusses available sourcing models in the literature and links them to the various interconnected areas. Based on these areas, it presents an integrated view on IT outsourcing strategies. Most importantly the thesis proposes an original concept for decision-making about outsourcing of ICT services named the SOURCER framework. This approach utilizes the presented outsourcing strategies, and introduces a complex methodology and decision-making criteria that will assist organizations with selection of ICT services in order to maintain and manage a most suitable ICT service portfolio. The decision-making is based on four essential viewpoints: function, costs, time, and quality. These viewpoints are discussed, individually analyzed, and serve as a basis for further research. The whole framework is developed and validated according to Design Science Research Methodology (DSRM). Individual components are evaluated using a survey among a group of selected IT managers. Proof of concept is then established by a case study on framework use in a real organization. This case study covers strategy specification, business--IT alignment, specifying service architecture and its interconnections, outsourcing, and management of the ICT service portfolio.
|
|
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.
|
|
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.
|
|
SOA and cloud computing
Křepela, Josef ; Karkošková, Soňa (advisor) ; Feuerlicht, Jiří (referee)
The primal goal of the bachelor thesis is describe principles of cloud computing, properties of SOA (service oriented architecture), their synergy following SOA Governance. At the beginning theoretical part will be described some important concepts and principles of cloud computing, there will be described deployment models and service models, SWOT analysis. In the next chapter is analyzed service oriented architecture. The third chapter describe the common features of cloud computing and SOA, synergy. The last chapter deals with governance of SOA (SOA Governance). Practical part of the work is modeling of SOA governing processes continuity with service cloud provider.
|
|
The course of microsporidiosis caused by Encephalitozoon cuniculi in experimental model
VOTOČKOVÁ, Tereza
Microsporidia are obligate intracellular parasites causing disease called microsporidiosis. The infectious strategy is a spore - a highly organized cell which gives a rise to the infection of the host. This bachelor thesis records the progress of microsporidiosis provoked by the infection of the experimental model of the species of microsporidia Encephalitozoon cuniculi, namely of the genotype ECIII. The theoretical part includes the familiarization with microsporidia. In this part, there are first records leading to paying more attention to them and initiating their closer examination. This section describes both the biological characteristics and the systematic categorization of microsporidia and the description of a spore as the infectious stage of life cycle, which enables get into the host body where microsporidia reproduce and cause diseases. The sources of microsporidia are mentioned as well as the ways of transmission and microsporidia species most commonly detected in human whose attention is devoted mainly to Encephalitozoon cuniculi - its history and development, the infectious progress in hosts, the detection, and the treatment. The practical part describes the methodical process of the way of monitoring of microsporidiosis on experimental models in a form of laboratory mice of inbred immunocompetent BALB/c and the mice with severe combined immunodeficiency SCID. The mice were orally infected with spores of Encephalitozoon cuniculi genotype ECIII, which was isolated from steppe lemming (Lagurus lagurus). The progress of infection was monitored both on the basis of coprological examination of mouse feces and on the basis of the examination of tissue and body fluid samples. The processing of individual samples was carried out with the aid of molecular diagnostics in the parasitological laboratory AV ČR in České Budějovice. The DNA from individual tissues and body fluids was isolated by using a commercially supplied kit, QIAamp DNeasy Blood & Tissue Kit ( QIAGEN), the feces were treated with a commercially supplied QIAamp DNA Stool Mini Kit (QIAGEN). The principle was to destroy the individual spores and to obtain the pure DNA which was suitable for further processing. Subsequently, the two-step polymerase chain reaction was carried out. providing rapid multiplication of DNA. The next step was a gel electrophoresis which arouses the division of the DNA into individual fragments on the basis of different molecular weights due to the effect of unidirectional electrical current. The fragments were visualized by UV transilluminator at a wavelength of 312 nm linked to a computer. The part of the research was the albendazole treatment of BALB/c mice. The drug was orally administered in the range from 28th to 42nd day after the infection. The results on progress of microsporidiosis through various organs and tissues, including the involved treatment, were recorded in well arranged tables. At the end of this bachelor thesis, there is a summary of the research and its comparison with previous studies. The results showed that microsporidia may be a threat not only for people suffering from immune deficiency, but thanks to their successful survival in the organs of immunocompetent hosts and their ability of activation from the undetectable level, they emphasize the danger of latent microsporidiosis as a risk and life-threatening factor for groups of people undergoing chemotherapy or organ transplantation where the patients can receive inflected graft from a donor.
|
|
Process analysis of production company
Budovský, Štefan ; Oškrdal, Václav (advisor) ; Kořínek, Rudolf (referee)
The topic of this thesis is the process analysis of the production company. The main goal is to describe, model and asses the recent status of processes. The additional goal is the measurements and recommendations proposal based on the evaluations. The process management is described in the introduction of the theory with subsequent explanation of methods and methodology of process modeling. The basic standards for process models creation is described in the next part of the thesis. The analyzed company will be introduced in the practical part of the paper and the method derived from the theoretical part will be applied. After modeling the recent status the necessary measures and changes will be introduced to eradicate the identified problems.
|
|
Process Analysis As the Basis for the Implementation of a New Information System
Kmochova, Zdena ; Říhová, Zora (advisor) ; Svatá, Vlasta (referee)
The main objective of this thesis is to analyze the processes in the company POP service, Ltd., also to analyze the current problem in this company and to recommend and propose measures which eliminate the causes of the emergence of the problem. The causes originate from the aspects of the management of people and processes are identified through the analysis of processes associated with the problem and eliminated on the basis of proposals metrics and responsibilities for these processes. The theoretical part of the thesis is devoted to concepts in the field of process management. The theoretical part characterizes these concepts process management, business processes, process analysis and process modeling methods, process maps, graphical notation for writing business processes, business process improvement and analysis organization. In the second part of the thesis is presented the examined organizations POP service, Ltd.. Based on the analysis of the current state are defined vision, mission and goals of the organization. Then there is described a procedure of the analysis of the current state, which is process analysis and proposal of selected processes, metrics and responsibilities for these processes. Methods of analysis are SWOT analysis, analysis of the activities, structured interviews and process analysis. The result of this thesis is to analyze the selection of processes of the company POP service, Ltd., proposal metrics, define jobs and responsibilities and suggestions for improving the selected process.
|
guest ::
