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TCP/IP Layer for FPGA
Kekely, Michal ; Korček, Pavol (referee) ; Kajan, Michal (advisor)
This bachelor thesis deals with the design and implementation of network communication using network protocols TCP and IP in hardware. Goal of this thesis is to design and implement unit capable of this sort of network communication using aforementioned protocols in FPGA and also to test and verify it. Outcome should give hardware devices, which don't have access to suitable software, the opportunity to communicate using computer networks.
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Stochastic activity networks
Sůva, Pavel ; Dupačová, Jitka (advisor) ; Kaňková, Vlasta (referee)
In the present work, stochastic network models representing a project as a set of activities are studied, as well as different approaches to these models. The critical path method, stochastic network models with probability constraints, finding a reference project duration, worst-case analysis in stochastic networks and optimization of the parameters of the probability distributions of the activity durations are studied. Use of stochastic network models in telecommunications networks is also briefly presented. In a numerical study, some of these models are implemented and the~related numerical results are analyzed.
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Multi-agent Network Models of Financial Stability
Klinger, Tomáš ; Teplý, Petr (advisor) ; Tripe, David (referee) ; Stavárek, Daniel (referee) ; Jakubík, Petr (referee)
The thesis focuses on banking regulation and on the nexus between financial sovereign crises. After illustrating the main mechanisms on the recent financial crisis, we construct several multi-agent network models of a financial system for testing its stability under different parameters. In the first part, we focus on the rationale for banking regulation and we describe its development including the recently introduced Basel III measures. The main conclusion of this part is that regulation is to a large extent influenced by the banks and it does not always secure financial system stability. In the second part, we build an agent-based model which enables us to simulate the impacts of various types of negative shocks given various settings of the banking system and the regulatory environment, including the capital and liquidity measures. Our simulations show firstly that sufficient capital buffers are crucial for systemic stability, secondly that the discretionary measures have little effect once a crisis breaks out and thirdly that liquidity measures are a relevant regulatory tool. In the third part, the model is extended so that it allows for testing effects of state support on systemic stability is tested with various parameter settings in Monte Carlo simulations and for testing of feedback loops in which...
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Systemic risk and sovereign crises: modelling interconnections in the financial system
Klinger, Tomáš ; Teplý, Petr (advisor) ; Jakubík, Petr (referee)
This thesis focuses on the link between financial system and sovereign debt crises through sovereign support to banks on one hand and banks' exposures to weak sovereigns on the other. After illustrating the main relationships on the recent financial crisis, we construct an agent-based network model of an artificial financial system allowing us to analyse the effects of state support on systemic stability and the feedback loops of risk transfer back into the financial system. First, the model is tested with various parameter settings in Monte Carlo simulations and second, it is calibrated to the real world data using a unique dataset put together from various sources. Our analyses yield the following key results: Firstly, in the short term, all the support measures improve the systemic stability. Secondly, in the longer run, the effects of state support depend on several parameters but still there are settings in which it significantly mitigates the systemic crisis. Finally, there are differences among the effects of the different types of support measures.
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Systemic risk and sovereign crises: modelling interconnections in the financial system
Klinger, Tomáš ; Teplý, Petr (advisor) ; Jakubík, Petr (referee)
This thesis focuses on the link between financial system and sovereign debt crises through sovereign support to banks on one hand and banks' exposures to weak sovereigns on the other. After illustrating the main relationships on the recent financial crisis, we construct an agent-based network model of an artificial financial system allowing us to analyse the effects of state support on systemic stability and the feedback loops of risk transfer back into the financial system. First, the model is tested with various parameter settings in Monte Carlo simulations and second, it is calibrated to the real world data using a unique dataset put together from various sources. Our analyses yield the following key results: Firstly, in the short term, all the support measures improve the systemic stability. Secondly, in the longer run, the effects of state support depend on several parameters but still there are settings in which it significantly mitigates the systemic crisis. Finally, there are differences among the effects of the different types of support measures.
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Stochastic activity networks
Sůva, Pavel ; Dupačová, Jitka (advisor) ; Kaňková, Vlasta (referee)
In the present work, stochastic network models representing a project as a set of activities are studied, as well as different approaches to these models. The critical path method, stochastic network models with probability constraints, finding a reference project duration, worst-case analysis in stochastic networks and optimization of the parameters of the probability distributions of the activity durations are studied. Use of stochastic network models in telecommunications networks is also briefly presented. In a numerical study, some of these models are implemented and the~related numerical results are analyzed.
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TCP/IP Layer for FPGA
Kekely, Michal ; Korček, Pavol (referee) ; Kajan, Michal (advisor)
This bachelor thesis deals with the design and implementation of network communication using network protocols TCP and IP in hardware. Goal of this thesis is to design and implement unit capable of this sort of network communication using aforementioned protocols in FPGA and also to test and verify it. Outcome should give hardware devices, which don't have access to suitable software, the opportunity to communicate using computer networks.
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