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Characterisation of the Physical Chemical Processes Using the Fractal and Harmonic Analysis
Haderka, Jan ; Nešpůrek, Stanislav (referee) ; Mikula,, Milan (referee) ; Zmeškal, Oldřich (advisor)
Existuje mnoho různých způsobů jak analyzovat disperzní systémy a fyzikálně chemické processy ke kterým v takových systémech dochází. Tato práce byla zaměřena na charakterizaci těchto procesů pomocí metod harmonické fraktální analýzy. Obrazová data sledovaných systémů byly analyzovány pomocí waveletové analýzy. V průběhu práce byly navrženy různé optimalizace samotné analýzy, převážně zaměřené na odstranění manuálních operací během analýzy a tyto optimalizace byly také inkorporovány do softérového vybavení pro Harmonickou Fraktální Analýzu HarFA, který je vyvíjen na Fakultě chemické, VUT Brno.
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Remodeling of the intima-media complex of the common carotid artery and left ventricle myocardium in patients with primary and secondary hypertension
Majtan, Bohumil ; Holaj, Robert (advisor) ; Piťha, Jan (referee) ; Danzig, Vilém (referee)
Arterial hypertension ranks among the most prevalent cardiovascular disorders and represents one of the most significant risk factors for cardiovascular morbidity and mortality. Beyond hypertension itself, additional hemodynamic and neuroendocrine influences contribute to the pathological mechanisms that induce structural alterations in the cardiovascular system. Of notable importance in this process is the excessive production of aldosterone and catecholamines. The objective of the research has been to study the impact of aldosterone and catechola- mine excess on intima-media complex remodeling in the common carotid artery and left ventricular wall in primary aldosteronism (PA) and pheochromocytoma (PHEO) patients. Texture analysis of the intima-media complex of the common carotid artery was conducted in 33 PA patients, 52 EH patients, and 33 normotensive individuals. 140 Haralick features and 10 wavelets were analyzed and utilized to train an XGBoost classifier. Additionally, the intima-media thickness (IMT) of the common carotid artery and left ventricular mass index (LVMi) were examined in 50 PHEO patients before and 5 years post- adrenalectomy and compared to 50 EH patients. In differentiating between PA and EH, we achieved a classification accuracy of 73 %, compared to the clinical gold...
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Co-jumping of yield curve
Fišer, Pavel ; Baruník, Jozef (advisor) ; Vácha, Lukáš (referee)
The main focus of the thesis is on jumps and co-jumps and their influence on the term structure of the U.S. Treasury bond futures contracts. Using high frequency data I am able to quantify to which extent co-jumps affect the correlation between bond futures pairs with different maturities which is not common in the literature. In order to separate the price process into continuous and discontinuous components represented by jumps and to pre- cisely localize significant co-jumps a new wavelet-based estimator is used for the analyses. Furthermore, I am studying the co-jump behavior in response to scheduled macroeconomic news announcements. Empirical findings re- veal strong influence of co-jumps to the correlation structure of bond futures across all maturity pairs as well as a significant link between Federal Open Market Committee news announcements and higher probability of co-jump occurrence.
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Co-jumping of yield curve
Fišer, Pavel ; Baruník, Jozef (advisor) ; Vácha, Lukáš (referee)
The main focus of the thesis is on jumps and co-jumps and their influence on the term structure of the U.S. Treasury bond futures contracts. Using high frequency data I am able to quantify to which extent co-jumps affect the correlation between bond futures pairs with different maturities which is not common in the literature. In order to separate the price process into continuous and discontinuous components represented by jumps and to pre- cisely localize significant co-jumps a new wavelet-based estimator is used for the analyses. Furthermore, I am studying the co-jump behavior in response to scheduled macroeconomic news announcements. Empirical findings re- veal strong influence of co-jumps to the correlation structure of bond futures across all maturity pairs as well as a significant link between Federal Open Market Committee news announcements and higher probability of co-jump occurrence.
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Environment for Lifting
Kubový, Jan ; Pelikán, Josef (advisor) ; Lokoč, Jakub (referee)
The aim of the thesis is to create a library that will provide ease way to cre- ating and experimenting with computing networks. The concpet of computing netowork can be explained as algorithms whitch can be devided into small simple parts (nodes). The main focus of this library is to easily experiment with trans- formations based on lifting. There are inverse operations for these connections, which are used for lossless compression of data or signal. Emphasis was put on the simplicity of creating new nodes and subsequent connections. An integral part of the work is also an example of several transformations based on lifting.
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Environment for Lifting
Kubový, Jan ; Pelikán, Josef (advisor) ; Yaghob, Jakub (referee)
The aim of the thesis is to create a library that will provide ease way to cre- ating and experimenting with computing networks. The concpet of computing netowork can be explained as algorithms whitch can be devided into small simple parts (nodes). From these nodes the computing netowork can be build. Examples of such computational units are cryptographic algorithms. Most important com- puting network are these where exist inverse operations. Especially lifting-based transformations are important. The main emphasis of this work is on the sim- plicity of creating new nodes follows by sipmle nodes connecting. Versatility is another important feature in working with this library. This library will be used to easily implement and experiment with the various computing networks.
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Does wavelet decomposition and neural networks help to improve predictability of realized volatility?
Křehlík, Tomáš ; Baruník, Jozef (advisor) ; Vošvrda, Miloslav (referee)
I perform comprehensive comparison of the standard realised volatility estimators including a novel wavelet time-frequency estimator (Barunik and Vacha 2012) on wide variety of assets: crude oil, gold and S&P 500. The wavelet estimator allows to decompose the realised volatility into several investment horizons which is hypothesised in the literature to bring more information about the volatility time series. Moreover, I propose artificial neural networks (ANN) as a tool for forecasting of the realised volatility. Multi-layer perceptron and recursive neural networks typologies are used in the estimation. I forecast cumulative realised volatility on 1 day, 5 days, 10 days and 20 days ahead horizons. The forecasts from neural networks are benchmarked to a standard autoregressive fractionally integrated moving averages (ARFIMA) model and a mundane model. I confirm favourable features of the novel wavelet realised volatility estimator on crude oil and gold, and reject them in case of S&P 500. Possible explanation is an absence of jumps in this asset and hence over-adjustment of data for jumps by the estimator. In forecasting, the ANN models outperform the ARFIMA in terms of information content about dynamic structure of the time series.
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Characterisation of the Physical Chemical Processes Using the Fractal and Harmonic Analysis
Haderka, Jan ; Nešpůrek, Stanislav (referee) ; Mikula,, Milan (referee) ; Zmeškal, Oldřich (advisor)
Existuje mnoho různých způsobů jak analyzovat disperzní systémy a fyzikálně chemické processy ke kterým v takových systémech dochází. Tato práce byla zaměřena na charakterizaci těchto procesů pomocí metod harmonické fraktální analýzy. Obrazová data sledovaných systémů byly analyzovány pomocí waveletové analýzy. V průběhu práce byly navrženy různé optimalizace samotné analýzy, převážně zaměřené na odstranění manuálních operací během analýzy a tyto optimalizace byly také inkorporovány do softérového vybavení pro Harmonickou Fraktální Analýzu HarFA, který je vyvíjen na Fakultě chemické, VUT Brno.
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