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Procedural Generation of Dungeon Type Structures
Šipoš, Marek ; Rychlý, Marek (referee) ; Bartík, Vladimír (advisor)
The main aim of this bachelor thesis was to design and develop a library for procedural generation of dungeons and web application for its practical use. The library offers a configuration interface, output generation according to this configuration and file support. The web application allows the visualization of the obtained input. The implementation was done in Java language.
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Application of graph theory to the design and optimization data network architectures
Římský, Adam ; Trzos, Michal (referee) ; Novotný, Vít (advisor)
This masters'sthesis deals with graph theory and utilization of this theory for design and optimization of data network structures. Introduction chapter describes graph theory in general view, i.e. fundamental terms used for graph description, graph distinguishing, etc. Next part describes graph algorithms, for example a shortest path finding. After this I write about actual routing protocols where the graph algorithms are used. Last but one part deals with queuing theory and final part describes practical presentation of using graph theory for design and optimization of data network structure in Matlab programme environment.
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Portfolio selection based on hierarchical structure of its components
Ševinský, Robert ; Krištoufek, Ladislav (advisor) ; Rusnák, Marek (referee)
This thesis investigate empirical performance of three portfolio selection and covariance matrix models. The goal is to find a strategy that outperform equally weighted portfolio in the long run and survives even in times of finan- cial distress. Two models based on Markowitz approach absolutely failed in this context, however the last approach based on network analysis indeed out- perform the market even after risk adjustment of returns. Moreover this model have sparse transaction matrix throughout time, therefore exhibit excellent properties even in the presence of transaction costs. Results for network based portfolio were obtained from running a back test on 160 member companies of S&P 500 index for 6'000 trading days. JEL Classification G11, G32, C10 Keywords Portfolio selection, Minimum spanning tree, Transaction costs, Covariance matrix Author's e-mail r.sevinsky@gmail.com Supervisor's e-mail kristoufek@ies-prague.org
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Procedural Generation of Dungeon Type Structures
Šipoš, Marek ; Rychlý, Marek (referee) ; Bartík, Vladimír (advisor)
The main aim of this bachelor thesis was to design and develop a library for procedural generation of dungeons and web application for its practical use. The library offers a configuration interface, output generation according to this configuration and file support. The web application allows the visualization of the obtained input. The implementation was done in Java language.
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Portfolio selection based on hierarchical structure of its components
Ševinský, Robert ; Krištoufek, Ladislav (advisor) ; Rusnák, Marek (referee)
This thesis investigate empirical performance of three portfolio selection and covariance matrix models. The goal is to find a strategy that outperform equally weighted portfolio in the long run and survives even in times of finan- cial distress. Two models based on Markowitz approach absolutely failed in this context, however the last approach based on network analysis indeed out- perform the market even after risk adjustment of returns. Moreover this model have sparse transaction matrix throughout time, therefore exhibit excellent properties even in the presence of transaction costs. Results for network based portfolio were obtained from running a back test on 160 member companies of S&P 500 index for 6'000 trading days. JEL Classification G11, G32, C10 Keywords Portfolio selection, Minimum spanning tree, Transaction costs, Covariance matrix Author's e-mail r.sevinsky@gmail.com Supervisor's e-mail kristoufek@ies-prague.org
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Hierarchical Structure Analysis with Applications to the EU Member States Convergence
Fučík, Vojtěch ; Krištoufek, Ladislav (advisor) ; Bobková, Božena (referee)
The main objective of this thesis is to summarize and possibly extend the existing methodology on correlation matrix filtering, hierarchical clustering and topological classification in the economic networks. In the thesis we use classical MST/HT approach supplemented by edges stability analysis and centrality measures analysis. Graphical objects MST and HT enable us to find relations among the elements of the network. Centrality measures anal- ysis helps us to find the hubs in the network and stability analysis determines the reliability of the resulting model. Presented methodology is then utilized for convergence analysis in the EU and for analysis of clusters in the EU's MSTs and HTs. We detected large clusters of former communist countries for every economic indicator, clusters based on geographical location such as Nordic, Baltic, BENELUX or former ECSC countries and a cluster of PIGS countries. We also found that Spain plays a role of a central node in debt/deficit indicator analysis which made us to express our concerns about potential future problems. 1
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Application of graph theory to the design and optimization data network architectures
Římský, Adam ; Trzos, Michal (referee) ; Novotný, Vít (advisor)
This masters'sthesis deals with graph theory and utilization of this theory for design and optimization of data network structures. Introduction chapter describes graph theory in general view, i.e. fundamental terms used for graph description, graph distinguishing, etc. Next part describes graph algorithms, for example a shortest path finding. After this I write about actual routing protocols where the graph algorithms are used. Last but one part deals with queuing theory and final part describes practical presentation of using graph theory for design and optimization of data network structure in Matlab programme environment.
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The Theory of Graphs and the Solution of Its Exercises in the System LINGO
Drechslerová, Tereza ; Jablonský, Josef (advisor) ; Zouhar, Jan (referee)
The aim of this bachelor thesis is to introduce basic types of exercises of theory of graphs and to display possible methods of their solution. I have chosen these types of exercises: finding minimal skeleton, finding maximum river and Critical Path Method (CPM) and I specify them. Praticular exercises are solved in the system LINGO and after that by specific algorithm for optimalization in the graph. Part of my work also presents explanation of basic terms and short historical review of developement of the theory of graphs.
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