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Investment Optimization
Bujnovský, Daniel ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
This work is focused on description of two models of mathematical programming - the network model and the Markowitz portfolio model, their connection and application in transportation problems. The goal of the practical section is to approach the description of these problems to the real situations and look for their efficient solutions at the same time. All of that is accompanied by examples on real data from capital market or own model data. The theoretical considerations and thoughts are implemented in programming language Matlab. All results are explained in context to both models. The thesis also includes the introduction to economical and statistical theory which is necessary to understand the problem.
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Performance comparison of methods for design of experiments for analysis of tasks involving random variables
Martinásková, Magdalena ; Novák, Drahomír (referee) ; Vořechovský, Miroslav (advisor)
The thesis presents methods and criteria for creation and optimization of design of computer experiments. Using the core of a program Freet the optimized designs were created by combination of these methods and criteria. Then, the suitability of the designs for statistical analysis of the tasks vith input random variables was assessed by comparison of the obtained results of six selected functions and the exact (analytically obtained) solutions. Basic theory, definitions of the evaluated functions, description of the setting of optimization and the discussion of the obtained results, including recommendations related to identified weaknesses of certain designs, are presented. The thesis also contains a description of an application that was created to display the results.
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Investment Optimization
Bujnovský, Daniel ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
This work is focused on description of two models of mathematical programming - the network model and the Markowitz portfolio model, their connection and application in transportation problems. The goal of the practical section is to approach the description of these problems to the real situations and look for their efficient solutions at the same time. All of that is accompanied by examples on real data from capital market or own model data. The theoretical considerations and thoughts are implemented in programming language Matlab. All results are explained in context to both models. The thesis also includes the introduction to economical and statistical theory which is necessary to understand the problem.
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Fractional moments of random variables
Brisudová, Katarína ; Pawlas, Zbyněk (advisor) ; Dvořák, Jiří (referee)
The aim of this thesis is to formulate issues regarding fractional mo- ments of random variables. Fractional moments are calculated for basic discrete and continuous distributions. These calculations are performed analytically or numerically using an appropriate software if a simple form does not exist. The thesis also formulates the principle of method of moments and its variations using fractional moments instead of integers and the effectiveness of this variation is also discussed. 1
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Performance comparison of methods for design of experiments for analysis of tasks involving random variables
Martinásková, Magdalena ; Novák, Drahomír (referee) ; Vořechovský, Miroslav (advisor)
The thesis presents methods and criteria for creation and optimization of design of computer experiments. Using the core of a program Freet the optimized designs were created by combination of these methods and criteria. Then, the suitability of the designs for statistical analysis of the tasks vith input random variables was assessed by comparison of the obtained results of six selected functions and the exact (analytically obtained) solutions. Basic theory, definitions of the evaluated functions, description of the setting of optimization and the discussion of the obtained results, including recommendations related to identified weaknesses of certain designs, are presented. The thesis also contains a description of an application that was created to display the results.
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Statistical processing of experimental data
NAVRÁTIL, Pavel
This thesis contains theory of probability and statistical sets. Solved and unsolved problems of probability, random variable and distributions random variable, random vector, statistical sets, regression and correlation analysis. Unsolved problems contains solutions.
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Transformations of random variables
Šára, Michal ; Marek, Luboš (advisor) ; Malá, Ivana (referee)
This bachelor thesis deals with the transformation of random variables,which plays a significant partv in the theory of probability. The main aim of this paper is to show few methods and techniques which are used when transforming random variables. At the very beginning of this paper one can find a definition and practical examples of the Lebesgue-Stieltjes integral and probability measure, which are nowdays present in every book dealing with modern explanation of theory of probability.
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