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Information systems security penetration testing
Klíma, Tomáš ; Doucek, Petr (advisor) ; Čermák, Igor (referee) ; Čapek, Jan (referee) ; Štubňa, Ivan (referee)
The aim of this dissertation thesis is to develop new methodology of information systems penetration testing based on analysis of current methodologies and the role of penetration tests in context of IS/IT governance. Integral part of this aim is evaluation of the methodology. The first part of the thesis is devoted to the presentation of history and current state of research in selected area, definiton of basic terms and introduction of role of the penetration tests. This part is followed by the review of relevant sources and comparative study of current methodologies with a goal to identify their weaknesses. Results from this study are further used as a basis for new methodology development. Classification of IS penetration tests types and testing scenarios are also included. The second part includes design of new methodology, at first its history, structure and principles are presented, then its framework is decribed in high level of detail. In the third part the reader can find (theoretical and practical) validation. The biggest scientific contribution is the methodology itself focused on managment of penetration tests (which is the area currently not sufficiently descibed). Secondary contribution is the extensive review and the comparative analysis of current methodologies. Contribution to the economic and technical (practical) application we can mainly see in the development of new methodology which enables companies to improve management of penetration tests (especially planning, operational management and implementation of countermeasures).
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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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Expert capacities of the Czech political parties: case study of defence policy
Bayerová, Anežka ; Němec, Jan (advisor) ; Vymětal, Petr (referee)
The thesis deals with marginally explored area of expert capacities of the Czech political parties with respect to the different organizational types of selected political parties and movements. The work aims to find out what expert capacities work for these types of political parties, how these experts are recruited in their position, whether it corresponds to their educational background and professional experiences with function, which are they holding in the expert authority. Work is elaborated in the form of case study, which focuses on the activities of defense policy expert commissions. The text is divided into two theoretical and one empirical chapters. The first chapter deals with the process of policy-making, its actors and activities associated with this process. The second chapter defines the various types of political parties first from the mainstream perspective (cadre, mass, catch-all parties), which complements the modern concept of business party and finally there is a typology of S. Wolinetz (office-seeking, vote-seeking, policy-seeking parties). The last empirical chapter presents the case study focused on four Czech political parties (TOP 09, KSČM, ČSSD and political movement ANO 2011) and their access to party expertise. The result of this work is to compare the level of analytical capacity across selected political parties/movements and testing of hypotheses formulated in the introduction of the thesis.
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Subsidy fraud in the Czech republic, their detection and legal lability
Štětka, Martin ; Pikola, Pavel (advisor)
My thesis titled ,,Subsidy frauds in the Czech Republic, their revealing and legal responsibility" in its theoretical part describes the legal framework of frauds and subsidy frauds in the Czech Republic. It pays attention in detail to particular Czech laws and compares them with other EU countries legislation.
In practical part of the thesis I have analysed particular criminal acts beig concentrated primarily on types of perpetrators, their motivation and modus operandi. That part of the thesis i also assessing present situation, legislation development and procedures followed by the authorities actice in criminal proceeding within period of time after the Czech Republic joined the EU.
As a conclusion I'm pointing out indispensability of legal responsibility and having a think about future legislation development and changes in actual wording of respektive laws.
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Population genetic analysis of Old Kladruber horse
Vostrá Vydrová, Hana ; Majzlík, Ivan (advisor) ; Karel, Karel (referee)
The Old Kladruber horse, along with the Lipizzaner horse, Andalusian horse and Lusitano horse, is of the original Italo-Spanish type. The Old Kladruber horse is kept in two colour varieties (grey and black). Because the population is closed, there is a concern about the loss of genetic variation. The genetic diversity and population structure were analysed in the Old Kladruber horse breed based on the pedigree information of animals that were registered in the Studbook to identify factors that may have affected the genetic variability of the breed. Pedigree records collected from 1729 to 2013 contained information on 7971 animals that were used in the analyses. The pedigree depth was up to 33 generations, with an average of 15.1 complete generations. The effective number of founders and ancestors contributing to the current genetic pool was 92.69 and 17.16, respectively. The average values of the inbreeding coefficient were as follows: 13% (with a maximum value of 29%) for the reference population (individuals that can currently take part in reproduction, n=612), 11% for the grey variety (with a maximum value of 25%) and 15% for the black variety (with a maximum value of 29%). The proportion of inbred animals was high (99%). The average rate of inbreeding in the reference population was 1%: 0.8% for the grey variety and 1.1% for the black variety, and the respective estimates of the effective population sizes were 52 for the reference population, 62 for the grey variety and 45 for the black variety. The estimated percentage of genetic diversity lost due to non-random mating within subpopulations and the reference population was 1.0, 1.0 and 1.2%, respectively. The total loss of genetic diversity in the reference population, in the grey variety and in the black variety was 11%, 13% and 17%, respectively.
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Noise, Transport and Structural Properties of High Energy Radiation Detectors Based on CdTe
Šik, Ondřej ; Lazar, Josef (referee) ; Navrátil, Vladislav (referee) ; Grmela, Lubomír (advisor)
Poptávka ze strany vesmírného výzkumu, zdravotnictví a bezpečnostního průmyslu způsobila v posledních letech zvýšený zájem o vývoj materiálů pro detekci a zobrazování vysokoenergetického záření. CdTe a jeho slitina CdZnTe. jsou polovodiče umožnují detekci záření o energiích v rozsahu 10 keV až 500 keV. Šířka zakázaného pásma u CdTe / CdZnTe je 1.46 -1.6 eV, což umožňuje produkci krystalů o vysoké rezistivitě (10^10-10^11 cm), která je dostačující pro použití CdTe / CdZnTe při pokojové teplotě. V mé práci byly zkoumány detektory CdTe/CdZnTe v různých stádiích jejich poruchovosti. Byly použity velmi kvalitní spektroskopické detektory, materiál s nižší rezistivitou a výraznou polarizací, detektory s asymetrií elektrických parametrů kontaktů a teplotně degenerované vzorky. Z výsledků analýzy nízkofrekvenčního šumu je patrný obecný závěr, že zvýšená koncentrace defektů způsobí změnu povahy původně monotónního spektra typu 1/f na spektrum s výrazným vlivem generačně-rekombinačních procesů. Další výrazná vlastnost degenerovaných detektorů a detektorů nižší kvality je nárůst spektrální hustoty šumu typu 1/f se vzrůstajícím napájecím napětí se směrnicí výrazně vyšší než 2. Strukturální a chemické analýzy poukázaly, že teplotní generace detektorů způsobuje difuzi kovu použitého při kontaktování a stopových prvků hlouběji do objemu krystalu. Část mé práce je věnována modifikaci povrchu svazkem argonových iontů a jejímu vlivu na chemické složení a morfologii povrchu.
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Security of Biometric Systems
Lodrová, Dana ; Busch, Christoph (referee) ; Provazník, Ivo (referee) ; Drahanský, Martin (advisor)
Hlavním přínosem této práce jsou dva nové přístupy pro zvýšení bezpečnosti biometrických systémů založených na rozpoznávání podle otisků prstů. První přístup je z oblasti testování živosti a znemožňuje použití různých typů falešných otisků prstů a jiných metod oklamání senzoru v průběhu procesu snímání otisků. Tento patentovaný přístup je založen na změně barvy a šířky papilárních linií vlivem přitlačení prstu na skleněný podklad. Výsledná jednotka pro testování živosti může být integrována do optických senzorů. Druhý přístup je z oblasti standardizace a zvyšuje bezpečnost a interoperabilitu procesů extrakce markantů a porovnání. Pro tyto účely jsem vytvořila metodologii, která stanovuje míry sémantické shody pro extraktory markantů otisků prstů. Markanty nalezené testovanými extraktory jsou porovnávány oproti Ground-Truth markantům získaným pomocí shlukování dat poskytnutých daktyloskopickými experty. Tato navrhovaná metodologie je zahrnuta v navrhovaném dodatku k normě ISO/IEC 29109-2 (Amd. 2 WD4).
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Laser and Phyllotaxy
Kolařík, Vladimír ; Horáček, Miroslav ; Krátký, Stanislav ; Meluzín, Petr ; Chlumská, Jana ; Matějka, Milan ; Král, Stanislav
The paper presents planar diffractive structures with optical elements arranged in positions according to a phyllotactic model. Further, we discuss the creation of a diffractive phyllotactic pattern and its properties. One of the particular arrangements, a nesting of two different phyllotactic models possessing a different level of fineness, is described in details. The discussed arrangement of elements within a circle can be used also in the laser beam splitting application.
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Human and social capital in primary education
KOKŠTEIN, Jiří
The thesis contains a theoretical insight into the studies that the issue of human and social capital involved from different perspectives, engage their evolution over time, their measurability, examine them, and complemented with other evidence. This part contains relation of human and social capital in relation to the aging of the human population and focuses on the human capital of older workers. Theoretical study ends with an insight into the basic education, the role of teacher and seeks to provide information on surveys already conducted in the area of education, which in the application of serve for me compared to the data obtained from the survey. The application part is focused on the teaching staff of primary schools. Education in currently globalized world, changing not only its content but also methods and forms of work. Irreplaceable role in this process is played by educators. To meet all the demands placed on them, it is essential that they pay close attention to their continuing education and sharing of acquired education, which is essential to the growth of human and social capital, because they are interacting. The work examines selected sample of teachers and approaches to this issue by detecting what is education motivates them whether they are satisfied with the benefits of educational events, what type of education they prefer etc. Working findings further analyzes looking for relationships between age and sex educators according to the hypotheses . Educator is someone who is in constant contact with other people. This of course also formalizes its attitudes and experiences. As a human being perceives the views of society and shapes on her own views, which it subsequently may influence the exercise of his profession. Therefore, in this part of the thesis is dedicated to exploring and bridging social capital, which determines the size of the circle of people with whom the teachers generally meet and interact. The last research that is possible to find thesis, it is perceptions of social status of teachers by themselves.
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