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Hypothesis Testing of interest rates models
Petrík, Daniel ; Myška, Petr (advisor) ; Hurt, Jan (referee)
V předložené práci se zabýváme problematikou stochastického modelování úro- kových sazeb. Jedním z nejobvyklejších postup· je modelovat dynamiku úroko- vých sazeb pomocí stochastické diferenciální rovnice difúze, jejímiž základními kameny jsou funkce driftu a funkce difúze. Od 70. let 20. století byla navržena celá řada model· tohoto typu, a ačkoli se tyto modely neustále zdokonalují, vyvstává přirozená otázka, zda se historicky pozorované úrokové sazby skutečně takovými difúzními rovnicemi řídily. V této práci budeme právě uvedenou hypo- tézu testovat pro několik nejběžnějších jednofaktorových model· úrokové sazby první generace. Z historických dat odhadneme obecnou momentovou metodou a metodou maximální věrohodnosti parametry jednotlivých difúzních rovnic a následně provedeme statistické testy dobré shody proložení těchto rovnic pozo- rovanými daty. 1
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Lexical representation in Spanish from the semantico-stylistic viewpoint
Petrík, Daniel ; Čermák, Petr (advisor) ; Zavadil, Bohumil (referee)
Our work is devoted to one of the youngest and currently most popular fields of linguistics, semantics. The science of meaning, of course, does not deal only with natural languages, since the machine and computer codes also have some meaning etc., but we have concentrated mainly on problems of Spanish semantics with more or less numerous references to the Czech, English and other languages. In the semantics we examined particularly the meaning on the lexical level, i.e. the meaning of individual words and group of words, on the other hand the meaning of sentences, statements and full text, which also could be the subject of a semantic investigation, we have left aside. In the second chapter we studied the basic components of the human communication. We have focused on one of the principal role of human communication, the information transfer between communicants. We have shown how to quantify the transferred information without considering their meaning or grammatical rules applicable in a particular language. This general approach to the human communication we conclude by saying Zipf's laws, rules that describe the statistical distribution of words in the text in natural languages. It is a set of rules that no speaker has ever committed to respect, and yet unknowingly during the communication process he...
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Factors determining the lexical meaning in Spanish
Petrík, Daniel ; Čermák, Petr (advisor) ; Štichauer, Pavel (referee) ; Aurová, Miroslava (referee)
2/2 Abstract: In the present work we deal with a specific class of factors with the assumed potential to determine (refine) the preferred lexical meaning in case of ambiguity. A required feature of these factors is that they don't depend on the nature of any particular communication situation, but should be exclusively related to the person of the speaker or listener and some of his personality, sociolinguistics and other characteristics, i.e. traditional factors such as context, time-space characteristics, are deliberately excluded. The preferred lexical meaning was studied by means of a questionnaire survey in the sample of respondents. The analysed data were the initial immediate associations reported by the respondents in the association test for each of the thirty selected ambiguous words. The respondent was confronted with individual test terms in isolation outside of any context or specific communication situation. Under these assumptions, the ability of selected respondents' characteristics such as gender, age, education, geographical area of their life, profession or hobbies of the respondent can be examined to what extent they can be the explanatory factors of the lexical meaning of the first choice in the test expressions. In addition to the specific findings concerning the factors of lexical...
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Lexical representation in Spanish from the semantico-stylistic viewpoint
Petrík, Daniel ; Čermák, Petr (advisor) ; Zavadil, Bohumil (referee)
Our work is devoted to one of the youngest and currently most popular fields of linguistics, semantics. The science of meaning, of course, does not deal only with natural languages, since the machine and computer codes also have some meaning etc., but we have concentrated mainly on problems of Spanish semantics with more or less numerous references to the Czech, English and other languages. In the semantics we examined particularly the meaning on the lexical level, i.e. the meaning of individual words and group of words, on the other hand the meaning of sentences, statements and full text, which also could be the subject of a semantic investigation, we have left aside. In the second chapter we studied the basic components of the human communication. We have focused on one of the principal role of human communication, the information transfer between communicants. We have shown how to quantify the transferred information without considering their meaning or grammatical rules applicable in a particular language. This general approach to the human communication we conclude by saying Zipf's laws, rules that describe the statistical distribution of words in the text in natural languages. It is a set of rules that no speaker has ever committed to respect, and yet unknowingly during the communication process he...
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Hypothesis Testing of interest rates models
Petrík, Daniel ; Myška, Petr (advisor) ; Hurt, Jan (referee)
V předložené práci se zabýváme problematikou stochastického modelování úro- kových sazeb. Jedním z nejobvyklejších postup· je modelovat dynamiku úroko- vých sazeb pomocí stochastické diferenciální rovnice difúze, jejímiž základními kameny jsou funkce driftu a funkce difúze. Od 70. let 20. století byla navržena celá řada model· tohoto typu, a ačkoli se tyto modely neustále zdokonalují, vyvstává přirozená otázka, zda se historicky pozorované úrokové sazby skutečně takovými difúzními rovnicemi řídily. V této práci budeme právě uvedenou hypo- tézu testovat pro několik nejběžnějších jednofaktorových model· úrokové sazby první generace. Z historických dat odhadneme obecnou momentovou metodou a metodou maximální věrohodnosti parametry jednotlivých difúzních rovnic a následně provedeme statistické testy dobré shody proložení těchto rovnic pozo- rovanými daty. 1
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Lexical representation in Spanish language from the semantico-stylistic viewpoint
Petrík, Daniel ; Čermák, Petr (advisor) ; Zavadil, Bohumil (referee)
In the present work we deal with particular problems of the selected semantic-stylistic characteristics of the Spanish vocabulary. In a broader introduction we point out some general and technical problems of human communication, but the next part of this work has been deeply focused on the classic parts of semantics as a theory of sing and meaning, asymmetry between the form and the meaning, but also linguistic relativism and determinism, redundant collocation, the process of desemantization and foreign influences in Spanish with an emphasis on semantic calques. Besides the theoretical explanations we have practically investigated some general patterns of distribution of words in the text of the Spanish novel El Coronel no tiene quien le escriba and make also count the rates for selected desemantizated Spanish verbs on the basis of case studies on the Czech-Spanish parallel corpus InterCorp.
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