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National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Technical analysis of stock and currency markets and its reliability assessment
 KAŠKA, Michael
Technical analysis is a widely spread tool in the field of retail financial markets. This thesis aims to assess its prediction reliability in stock and forex markets. The stock market is represented by randomly selected shares of the most known US stock indexes such a S&P 500 and NASDAQ. The foreign currency trade market is represented by currency pairs of the world most important currencies, most of them known as majors. This work evaluates reliability of the the very basic components of technical analysis - trend indicators and oscillators. Together with the optimization of technical analysis based on historical data, it validates its ability to forecast future moves of markets. The application of technical analysis is more or less a subject of a personal application. To ensure strictly objective implementation of used methods and to avoid any human influence, all applications of technical analysis are provided by a human independent optimization software and tested on out-of-sample data. Results produced by this software are gathered in SQL database and analysis itself is provided by statistical testing methods in the statistical software environment.
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Testování náhodnosti a použití statistických testů v kryptografii
 Nižnanský, Petr ; Růžička, Pavel (advisor) ; Holub, Štěpán (referee)
Pseudorandom generators belong to the primary focus of cryptology. The key to every cipher has to be generated at random, otherwise the security of the whole cipher is threatened. Another point of importance is the pseudorandom generators' close relationship to the stream ciphers. In this work, we first introduce statistical theory related to randomness testing. Then, we describe 8 classical statistical tests. We introduce a concept of next bit testing and derive variants of previous tests. Moreover, with this new battery of tests we examine the randomness of SHA-3 second round candidates and present the results. Also a sensitivity of tests is investigated and several useful transformations are shown. Powered by TCPDF (www.tcpdf.org)
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The comparison of knowledge of electromagnetic field theory for laymen and experts within the civil emergency preparedness
 VESELÁ, Barbora
The thesis "Comparison of knowledge of electromagnetic field theory of the laity and experts in the context of civil emergency preparedness" to put three goals: 1. The formation of the structure of an electromagnetic field for experts. 2. The reaching of the comparison of knowledge among experts and laymen. 3. Statistical processing of the results. The author has set the following hypotheses: H1. Theoretical distribution of knowledge in a sample of the general public will have a normal distribution . H2. Theoretical distribution of knowledge in a sample of professional community will not have a normal distribution. H3. The comparison of knowledge among the experts and the laymen will lead to an alternative hypothesis. The thesis was based on the knowledge of the theory curricular process. On the basis of this theory was made up not only the structure of the electromagnetic field, but also the questionnaire. An important step in this thesis was the creating a model structure of electromagnetic field . The structure was based on an analysis of the scientific system - the system of educational programs in the field of civil protection.The same structure was applied to the general public. An important step was to compare the knowledge of protect the population from experts and laymen. This issue has not been investigated in detail and it did not compare the knowledge of laymen and experts in the studied physics. The idea came from the possibility of extraordinarily events where respondents can meet with electromagnetic fields and will need the relevant theoretical knowledge. The aim was to the statistical evaluate of the applied questionnaires. There were applied nonparametric and parametric testing as the verification methods. The theoretical division of knowledge of experts is supposed Poisson distribution, on the contrary, the theoretical division of the general public should have a normal distribution. There was also compared the difference between knowledge of laymen and professionals. The using of the statistical methods have been received and confirmed the hypothesis and the thesis goals were fulfilled.
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