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The manufacturing of level indicator by fineblanking process
Polák, Pavel ; Šlais, Miroslav (referee) ; Peterková, Eva (advisor)
The project elaborated in frame of engineering studies branch 2307. The project is submitting design of technology production of the extract - section from the deep drawing sheet iron 11 373.1. Pursuant to of the literary pursuit a problem of the deep drawing and calculation was designed drawing in instrument with holder. The lower ejector is using for extrusion component. The drawing instrument make use of standardised components and it is solving forms of customary stool close-set on the crank drawing inclinable press LEN 63 C (producer APJ Praha), with nominal tensile force 630 kN. Drawing punch and drawing die are produced from alloyed instrumental steel 19 436.9 (POLDI 2002), heat-worked according to drawing documentation.
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EDU-mod model control by programmable logic controller S7-1200
Polák, Pavel ; Zuth, Daniel (referee) ; Marada, Tomáš (advisor)
This bachelor thesis deals with creating a few sample solutions to new programmable logic controllers, Siemens Simatic S7-1200. The content of this thesis will serve as support for students of Institute of Automation and Computer Science at the Faculty of Mechanical Engineering. Students can gather information about the performance of new programmable logic, functions and model specified for the education and self-study. Programming tasks are performed using the SCL language. Furthermore, in this thesis describes an extension for HMI touch panels and web server.
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Sběr a zpracování dat při měření LED modulů předních světlometů
Polák, Petr ; Honzík, Petr (referee) ; Holek, Radovan (advisor)
The aim of this is devise a file of measured parameters for LED Module Check device which is using for measurement of headlamps LED modules and for following generating reports of measurements. At the beginning of the thesis is described LED Module Check functionality and LED parameters to following up. In the following section is decribed main class written in C# language, own measured values and their interpretation to XML format. Finally, are introduced tools for making and adjustment documents and conversion to PDF format.
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Transition Periods and Long Memory Property
März, Jan ; Vácha, Lukáš (advisor) ; Polák, Petr (referee)
This thesis examines the relationship between the distribution of structural breaks within a data sample and the estimated parameter of long memory. We use Monte Carlo simulations to generate data from processes with specific values of parameters. Subsequently we join the data with various shifts to mean and examine how the estimates of the parameters vary from their true values. We have discovered that the overestimate of the long memory parameter is higher when the breaks are clustered together. It further increases when the signs of the shifts are positively correlated within the clusters while negative correlation reduces the bias. Our findings enable the improvement of robustness of estimators against the presence structural breaks. Powered by TCPDF (www.tcpdf.org)
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Czech Secondhand Board Game Price Analysis
Pospíšil, Matyáš ; Polák, Petr (advisor) ; Bajgar, Matěj (referee)
This thesis explores the various factors a ecting the willingness to pay (WTP) for secondhand board games in the Czech market. A regression analysis was em- ployed to examine the influence of age, the importance of reviews and themes, monthly income and media influence on consumers' WTP. The study also dif- ferentiates between more and less complex games to highlight subtle shifts in WTP based on game complexity. The empirical results provide insights into the baseline for the discounted price, the significant negative e ect that age or inexperience in buying a board game can have and the remarkable positive ef- fect that following board game media has on the price. While the study centres on the Czech market, its findings o er practical implications for the broader secondhand board game market and retailers. JEL Classification C50, D12, D49, L14, L15 Keywords Secondhand Market, Board Games, Willingness to Pay, Regression Analysis Title Czech Secondhand Board Game Price Analysis Author's e-mail pospisil.matyas@gmail.com Supervisor's e-mail polakpet@gmail.com
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Effect of covered calls on portfolio performance
Ježo, Tomáš ; Polák, Petr (advisor) ; Vácha, Lukáš (referee)
This thesis aims to evaluate the performance of a covered call strategy writ- ten on Exchange-traded funds compared to a buy-and-hold strategy of the Exchange-traded fund on the US stock market. The strategy is constructed us- ing at-the-money, two-percent and five-percent out-of-the-money call options. The premium for the former is taken from historical market data and for the latter two calculated using the Black-Scholes-Merton formula adjusted for div- idends. The results further provide a two-period distinction to better account for di erent market periods, namely Covid-19 and the geopolitical conflict in Ukraine. The results fail to show evidence of a significant di erence between a covered call strategy and the buy-and-hold strategy. However, we provide possible applications of the strategy in certain market settings. The perfor- mance is evaluated on the basis of annualized returns and standard deviation, as ratios based on the mean-variance framework are omitted due to possible bias of negatively skewed distribution of returns of the covered call strategy. JEL Classification G10, G11, G12, G13, C02 Keywords Covered calls, ETF, Black-Scholes model, Op- tions pricing, Portfolio performance Title E ect of covered calls on portfolio performance
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Valuation of Companies in the Technological industry of Emerging Markets
Palovič, Peter ; Polák, Petr (advisor) ; Čech, František (referee)
This thesis aims to examine the relationship between various asset pricing fac- tors and the returns of IT stocks in the CEE region. Specifically, it investigates the significance of traditional CAPM beta, MMR (Micro Minus Rest), and ITMR (IT Minus Rest) as potential risk factors in explaining the variations in IT stocks' returns. To achieve this objective, we employed Fama-MacBeth two- stage regression analysis over a dataset comprising monthly returns of 50 CEE IT companies from February 2011 to June 2023. The results of our analysis re- veal that there is no statistically significant relationship between the proposed factors and the returns of IT stocks. Thus, there is no evidence that these factors possess explanatory power in the cross-sections of IT stocks' returns in the CEE region. To ensure the robustness of our findings, we applied both univariate and multivariate asset pricing models. Overall, our study does not support the notion that the investigated factors are significant risk factors for the IT sector in the CEE region, as they fail to predict the variations in IT stocks' returns. JEL Classification G12, G14, G15 Keywords Size premium, Emerging markets, CAPM, Fama-MacBeth regression, Asset pricing Title Valuation of Companies in the Technological in- dustry of Emerging Markets
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Technology-driven unemployment: A meta-analysis
Zelený, Ondřej ; Polák, Petr (advisor) ; Havránek, Tomáš (referee)
Will technological progress increase unemployment? Despite numerous at- tempts by researchers to answer this question, a consensus has yet to be reached since the findings provide contradicting results. To address this issue, we collect 516 estimates from 43 different studies and distinguish them on 31 characteris- tics to find the true net effect of technology advancements on employment. We observe almost negligible underlying effect based on multiple linear tests while discovering strong negative publication bias. Moreover, based on the Bayesian Model Averaging method, we identify eight factors significantly influencing the estimates of the effect - instrumental variable regression, group of other tech- nology indicators, regional data, trends, journal impact, developed country, manufacturing and high-skill labour. JEL Classification E24, O31, O32, O33 Keywords AI, robots, unemployment, technology Title Technology-driven unemployment: A meta- analysis
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Prediction of Czech GDP using mixed-frequency machine learning models
Kotlan, Ivan ; Polák, Petr (advisor) ; Kukačka, Jiří (referee)
The goal of this study is first to provide superior predictions of Czech GDP growth to the o cial estimates of the Czech Statistical O ce and the proxy estimation of the Czech National Bank. Secondly, to expand the literature that focuses on machine-learning predictions that utilizes data with various sampling frequency. Although in the first goal, this thesis did not succeed as all models, namely Ridge and Random Forest, failed to beat the predictions of o cial institutes, the thesis contributes to the yet scarce literature on mixed-frequency machine-learning prediction. Since no machine-learning model accounts for data with various frequencies, the thesis shows how to transform variables so that any machine-learning model can utilize them. Furthermore, di erent dataset modifications are explored, such as the prediction time: end of the reference quarter (nowcast) and 40 days after the reference quarter (backcast), standardized and non-standardized datasets. And finally, for the superior Ridge model, the e ect of so-called high-frequency variables (sampled every week) is explored. While Random Forest showed little e ect by using di erent versions of the dataset, in the case of the Ridge model, the type of dataset had a significant e ect. While the non-standardized Ridge produces better overall...
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