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Míry podobnosti pro nominální data v hierarchickém shlukování
Šulc, Zdeněk ; Řezanková, Hana (advisor) ; Šimůnek, Milan (referee) ; Žambochová, Marta (referee)
This dissertation thesis deals with similarity measures for nominal data in hierarchical clustering, which can cope with variables with more than two categories, and which aspire to replace the simple matching approach standardly used in this area. These similarity measures take into account additional characteristics of a dataset, such as frequency distribution of categories or number of categories of a given variable. The thesis recognizes three main aims. The first one is an examination and clustering performance evaluation of selected similarity measures for nominal data in hierarchical clustering of objects and variables. To achieve this goal, four experiments dealing both with the object and variable clustering were performed. They examine the clustering quality of the examined similarity measures for nominal data in comparison with the commonly used similarity measures using a binary transformation, and moreover, with several alternative methods for nominal data clustering. The comparison and evaluation are performed on real and generated datasets. Outputs of these experiments lead to knowledge, which similarity measures can generally be used, which ones perform well in a particular situation, and which ones are not recommended to use for an object or variable clustering. The second aim is to propose a theory-based similarity measure, evaluate its properties, and compare it with the other examined similarity measures. Based on this aim, two novel similarity measures, Variable Entropy and Variable Mutability are proposed; especially, the former one performs very well in datasets with a lower number of variables. The third aim of this thesis is to provide a convenient software implementation based on the examined similarity measures for nominal data, which covers the whole clustering process from a computation of a proximity matrix to evaluation of resulting clusters. This goal was also achieved by creating the nomclust package for the software R, which covers this issue, and which is freely available.
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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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Company's Requirements for Graduates - Software Developers
Trnková, Michaela ; Pecinovský, Rudolf (advisor) ; Pavlíčková, Jarmila (referee)
This thesis maps requirements that are imposed on software developer graduates. This goal is achieved by interviews with specialists from technological companies. A key part of the document is an evaluation of different methodologies of education of programming with a closer focus on a methodology Architecture-first. Approaches are evaluated from the company representatives' point of view, university programming teachers' point of view, and students' of informatics fields point of view. The main benefit of the thesis is a set of recommendations for teaching students as a result of developers' opinions and opinions of students who went through these programming subjects. The thesis includes recommendation for students, who are going to work as developers.
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Usage of unstructured data in Business Intelligence
Rakhmanova, Malika ; Šperková, Lucie (advisor) ; Karkošková, Soňa (referee)
The aim of the thesis is to identify the main trends that are occurring in the market of Business Intelligence and related to unstructured data, to describe the possibilities for integrating unstructured data, to clarify what the impact on the company have the results that can be obtained using these solutions and how generally incorporate an analysis of unstructured data into BI. Another aim is to show the current situation of processing unstructured data on the example of BI system. The thesis is divided into several parts. First part is describing of the Business Intelligence area and the basic components of Business Intelligence, as well as identifying market trends. Then, there is the next part: separating the data into structured and unstructured. Here is the part about how you can access and analyse unstructured data and what is their place in BI systems. This is the end of a block of unstructured data and the beginning of a description of the enhanced version of BI. Finally, the current market situation and BI tools, which include unstructured data, are introduced. This section provides an overview of how BI tools approach to analyse unstructured data. Existed literature, professional and freely available Internet resources are used for writing the work. The purpose is to serve as a source of information for quickly orienting in the current situation, to serve as a guide to the world of BI solutions and to show potential users what are the options and functionality of these BI solutions.
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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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Analysis of Reporting in Business and its Technological Coverage by Microsoft BI
Lučan, Martin ; Pour, Jan (advisor) ; Pavlíčková, Jarmila (referee)
This master thesis deals with an analysis of reporting in business and its technological coverage by Microsoft Business Intelligence portfolio. The main objective of this work is to analyze the individual organization's requirements on reporting and coverage options. This work can serve as a tool for implementation of reporting in a company or for increasing the efficiency of reporting. The first part is theoretical. It deals with Business Intelligence as an environment for reporting. It also defines the basic concepts. The next part covers the area of reporting. This section provides an insight into the history, definition of outcomes and detailed classification of reporting from different perspectives. Furthermore, the definition of users reporting and the reporting standards in companies is also covered. At the end of this chapter, there is the definition of the benefits of reporting for companies. The main part of this master thesis is an analysis of the requirements for reporting in companies. The chapter defines five key perspectives which are described in a greater detail. The methods how companies should methodically approach these requirements are also discussed. The chapter further looks at the requirements for a concrete report. An output of this chapter is an effective template for gathering requirements for a specific report. The last chapter focuses on reporting portfolio analysis of Microsoft and defines the concept of Microsoft. It provides detailed information about reporting products that Microsoft offers. An analyses and a mapping of the individual characteristics of the products and the requirements is defined in this thesis.
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The role of acetylation in the RNA recognition motif of SRSF5 protein
Icha, Jaroslav ; Staněk, David (advisor) ; Šenigl, Filip (referee)
Acetylation is emerging as an important posttranslational modification, which is found in thousands of proteins in eukaryotes, as well as prokaryotes. Global proteomic studies implicated acetylation in regulation of various processes like metabolism, gene expression, cell cycle or aging to name a few. In this work I set out to investigate the role of acetylation of a splicing regulatory protein SRSF5 by creating mutations in its acetylation site. I tested the hypothesis that acetylation influences SRSF5 interaction with RNA. I expressed acetylation-mimicking (Q) or non-acetylable (R) mutant of SRSF5 in HeLa cells and measured their interaction with RNA by RNA immunoprecipitation or in vitro by fluorescence anisotropy. Both approaches agreed that mutants interact with RNA less than the wild type protein and Q mutant bound RNA weaker than R mutant. I did not detect further difference in localization or dynamics among the proteins in vivo, which suggests that difference caused by weakened interaction of mutants with RNA was outweighed by other factors influencing SRSF5 behaviour, probably protein-protein interactions. I also found out that mutant SRSF5 proteins do not have a dominant effect on splicing of fibronectin alternative EDB exon. The data obtained give an indirect evidence for the hypothesis that...
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Optimalization of material flow in automotive industry
Kolář, Tomáš ; Jirsák, Petr (advisor) ; Vinš, Marek (referee)
This master thesis is focussed on optimalization of material flow in an automotive company. First part introduce theoretical background. Automotive industry and its actual trends on global markets. Follows short introduction of the company where project of this thesis was executed. Main theoretical part describes concept of lean management, its tools in practical examples, but it is also focussed on philosophical approach to the work and mindset of the company. Follows the aplication part based on theoretical background. The whole project of this master thesis is focussed on specific area called PC store. At first this area is showed in context of overall material flow. Shortly there are introduced processes and areas where full material packaging flows. Follows deeper analysis and optimalization of PC store itself. There are three approaches of stock and lead time reduction applied. Last part shows the comparison of initial and future state including performed changes.
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Developing open approach to mathematics in future primary school teachers
Samková, L. ; Tichá, Marie
In our contribution we focus on the possibility to develop open approach to mathematics in future primary school teachers during a university course on mathematics conducted in inquiry-based manner. We analyse data obtained in the beginning and in the end of the course with respect to two main aspects related to open approach to mathematics: searching for all solutions of a task, and acceptance of different forms of notation of a given solution. Data analysis revealed in the participants three different shifts towards open approach to mathematics, and showed that after the active participation in the course each of the participants improved at least in one of the monitored aspects, and that none of the participants got worse in any of the aspects.
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A Comparison of Preconditioning Methods for Saddle Point Problems with an Application to Porous Media Flow Problems
Axelsson, Owe ; Blaheta, Radim ; Hasal, Martin
The paper overviews and compares some block preconditioners for the solution of saddle point systems, especially systems arising from the Brinkman model of porous media flow. The considered preconditioners involve different Schur complements as inverse free Schur complement in HSS (Hermitian - Skew Hermitian Splitting preconditioner), Schur complement to the velocity matrix and finally Schur complement to a regularization block in the augmented matrix preconditioner. The inverses appearing in most of the considered Schur complements are approximated by simple sparse approximation techniques as element-by-element and Frobenius norm minimization approaches. A special interest is devoted to problems involving various Darcy, Stokes and Brinkman flow regions, the efficiency of preconditioners in this case is demonstrated by some numerical experiments.
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