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Ion beam analysis in material science
Macková, Anna ; Bočan, Jiří ; Malinský, Petr
In this paper we presented our results of complementary research using ion beam analysis for study of materials. Combination of RBS, PIXE and ERDA method enables us to characterize the elemental composition and the elemental depth profiles of complex multi-layer systems or study complicated difussion processes in different applications of material sciences. We described the newly installed methods TOF-ERDA and RBS-channeling and their application on material characterization and the results of testing of these methods at our workplace.
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The Value of CSR for Czech Consumers
Faradji, Elise ; Štěrbová, Ludmila (advisor) ; Seror, Patricia (referee)
Nowadays consumers purchasing behavior is influenced by new factors such as the social and environmental implication of companies. This is why Corporate Social Responsibility (CSR) is a growing trend which companies need to look after carefully. However implementing an efficient CSR strategy is a complex process for corporations; especially since the core concept of CSR remain quite blurry. The goal of this study is to analyze the perception of consumers towards CSR to find out about the value creation that CSR produce for consumers and its impact on their purchasing behavior. This paper will ultimately help companies to implement their CSR strategy more efficiently. This study aims to contribute by conducting an in-depth analysis of consumers attitudes and behavior towards CSR. If most of researchers are using a quantitative approach this study means to deal with the issue with a qualitative perspective. Indeed twelve semi-structured interviews will support the findings. On top of those practical and physical interviews some theoretical knowledge will be added to the construction of the argument especially to bring a framework that shows the importance of all types of value creation (functional emotional and social). The findings of the thesis emphasize the facts already proven by other researchers; value creation is fundamental to make consumers care about CSR. However the study will show how much skepticism towards CSR can impact negatively consumers purchasing behavior. The research will help companies implementing more successful CSR strategy and develop new solutions to reach customers and influence their purchasing behavior through the creation of value for them.
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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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Analysis of security access to internet banking via mobile devices
Hiršal, Michael ; Veber, Jaromír (advisor) ; Klíma, Tomáš (referee)
The objective of this thesis is to analyze and review external security of mobile applications providing mobile banking on Android operating system. The theoretical section is aimed to describe the prerequisites for security analysis and the technological design of security for this kind of applications. Related practical section is based on the data acquired by the author in which the technological security is examined. Products of the companies Air Bank, a.s. and Moneta Money Bank, a.s. were selected to be examined in the practical section. These two companies are sample of the current Czech bank market. The examined level of security of both of the applications and their comparison are covered in the conclusion of the thesis.
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Application of Monte Carlo simulations in banking
Boruta, Matěj ; Teplý, Petr (advisor) ; Fučík, Vojtěch (referee)
Currently, banking is exposed to huge market risks. One of those risks is occurrence of negative interest rates in the EU. Nowadays, it is important to use sophisticated and modern measurement tools and approaches to measure and manage banking risks. One of those methods is Monte Carlo simulation. This bachelor thesis is aimed at analysis and prediction of 3-month maturity Prague Interest Offer Rate (PRIBOR) for 3, 6 and 12 months with using Monte Carlo simulations. It was found that this method is suitable for prediction market variables with low volatility. If anybody uses this method, it is necessity to have in mind all pitfalls and assumptions, that this method includes, as an adequate random generated number of scenarios, approximation of correct probability distribution, independence of dataset and not least, as far as possible, to focus on factors generating randomness of market variable and not the prices, that express rather consequences of randomness than its cause. Further, the Monte Carlo prediction was compared with prognosis of the Czech Nation Bank and it was found that Monte Carlo prediction is more accurate for short term predictions. 12-month prediction of Monte Carlo simulation discovered also possible occurrence of negative interest rate at 0,05% level of probability in compare to the Czech National Bank prognosis, where was no negative interest rate predicted.
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Alcohol addiction among the patients of the Psychiatric Clinic Červený Dvůr
PRAVEČKOVÁ, Michaela
My Bachelor's Thesis focuses on persons addicted to alcohol who are staying in Červený Dvůr Mental Hospital. The goal of the thesis was to find out the most frequent causes of addiction to alcohol in the Červený Dvůr clients and the impact of excessive alcohol consumption on their private life. In addition, the thesis tries to find out how the clients learned about Červený Dvůr Mental Hospital, what the reason for the consent with treatment was and what motivated the clients to undergo the treatment for addiction. The research was based on a qualitative method. The data were acquired using the method of semi-structured interviews and the sample consisted of 8 communication partners. The selection was intentional. For the data analysis, was used the method of patterns collection. The main research question dealt with the issue whether the clients in Červený Dvůr Mental Hospital are aware of the negative effect of alcohol. A partial research question was to find the answer to the question in which situations the clients became aware of the negative effect of alcohol. In addition, what were the main causes of excessive consumption of alcohol in the clients and what is their motivation to undergo the treatment for addiction. Nearly all respondents were aware of the negative effect of alcohol, specifically in relation to their family troubles. The most common consequence of alcoholism was divorce. The clients became aware of the negative influence of alcohol in the case of loss of friends or job. The most frequently occurring cause of addiction in these clients was an unidentifiable craving for a change, which they themselves are not able to explain. At the same time, for more than a half of the respondents the main motivation to undergo the treatment was their wish to live "properly" as they had lived before their addiction developed. These people wish to find the sense of their lives and their vision is that they will be able to function in everyday life as the others are. Another finding resulting from the research was that in the case of all respondents somebody from among their family members was addicted to alcohol as well. More specific results are provided in the practical part of the thesis. The Bachelor's Thesis could be beneficial for both non-specialists and specialists. It could be motivating for people who are addicted to alcohol and are afraid of seeking assistance. The thesis may be used for instructional purposes or for the creation of programmes aimed at better awareness and prevention in the area of addiction to alcohol.
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Technical Analysis in Foreign Exchange
Hurdálek, Michal ; Procházka, Petr (advisor)
The bachelor thesis deals with trading in the forex market. The theoretical part describes the Forex market, its history, when it traded, what is traded, which entities are involved in the market and selected basic concepts, that you must know in this market. There are also basic procedures and rules as the speculative individual should behave on the market in different situations and how to distribute the funds, to avoid a large percentage losses of the capital, as the foundation of financial literacy should think about knowledge. At the conclusion of the practical part, there is the technical analysis, that justifies and predicts the future development of exchange rates. Technical analysis is followed by a practical part, which describes the transactions, that were carried out under real conditions on the currency pair EUR / USD. These transactions were carried out using two technical indicators, Moving averages and Bollinger bands. At the conclusion of the work, there is the evaluation of these two indicators, which one was more profitable for us.
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The collection of published articles
DVOŘÁK, Petr
The aim of the collection of published articles is to define the requisite social skills of the English language teacher as a part of his/her professional competence, in the context of communicative language teaching in classroom interactions between English teachers and adolescent pupils. The theoretical preliminaries of the research whose findings are presented in the articles are the functional communicative approach to language and communicative language teaching. The attention is paid to the processes of interaction, communication and classroom discourse at school with an emphasis on foreign language teaching. We try to specify social skills of the English teacher and define social-skill aspects of foreign language educational interactions. The findings of the research presented in the articles concern mainly the educational style of English teachers and English teacher's behaviour in particular classroom interactions. The research is also focused on selected social-skill aspects of classroom discourse within communicative language teaching, specifically, pupils' and teachers' initiations of communication, questions, and the distribution of communication opportunities.
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Relational Verification of Programs with Integer Data
Konečný, Filip ; Bouajjani, Ahmed (referee) ; Jančar, Petr (referee) ; Vojnar, Tomáš (advisor)
Tato práce představuje nové metody pro verifikaci programů pracujících s neomezenými celočíslenými proměnnými, konkrétně metody pro analýzu dosažitelnosti a~konečnosti. Většina těchto metod je založena na akceleračních technikách, které počítají tranzitivní uzávěry cyklů programu. V práci je nejprve představen algoritmus pro akceleraci několika tříd celočíselných relací. Tento algoritmus je až o čtyři řády rychlejší než existující techniky. Z teoretického hlediska práce dokazuje, že uvažované třídy relací jsou periodické a~poskytuje tudíž jednotné řešení prolému akcelerace. Práce dále představuje semi-algoritmus pro analýzu dosažitelnosti celočíselných programů, který sleduje relace mezi proměnnými programu a~aplikuje akcelerační techniky za účelem modulárního výpočtu souhrnů procedur. Dále je v práci navržen alternativní algoritmus pro analýzu dosažitelnosti, který integruje predikátovou abstrakci s accelerací s cílem zvýšit pravděpodobnost konvergence výpočtu. Provedené experimenty ukazují, že oba algoritmy lze úspěšně aplikovat k verifikaci programů, na kterých předchozí metody selhávaly. Práce se rovněž zabývá problémem konečnosti běhu programů a~dokazuje, že tento problém je rozhodnutelný pro několik tříd celočíselných relací. Pro některé z těchto tříd relací je v práci navržen algoritmus, který v polynomiálním čase vypočítá množinu všech konfigurací programu, z nichž existuje nekonečný běh. Tento algoritmus je integrován do metody, která analyzuje konečnost běhů celočíselných programů. Efektivnost této metody je demonstrována na několika netriviálních celočíselných programech.
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