|
|
Basic stochastic epidemic models
Strachoňová, Karla ; Hudecová, Šárka (advisor) ; Kulich, Michal (referee)
This thesis deals with two basic models which are used for epidemic model- ling in closed populations, namely Greenwood and Reed-Frost models. At first, knowledge which a reader needs to have about Markov chains and random varia- bles is summarized. Then the two models are described by modelling the number of susceptible and infectious individuals, as well as the duration and size of the epidemic. All of these approaches to modelling an epidemic are then illustrated on examples. Finally, the maximum likelihood method of the probability of infection is described and illustrated on real data in the last chapter, where the obtained results are discussed as well. 1
|
|
|
Practical applications of operations research methods
Frasynyuk, Vyacheslav ; Dömeová, Ludmila (advisor) ; Hlavatý, Robert (referee)
Main goal of this work is to optimise replenishment cyclce of chosen product for J.O.D Dvořákovi Ltd. with usage of inventory managment methods. Based on analysis of company's data some variables for optimisation were identified. Using models for inventory managment with stochastic demand two results came out. Using method with continuous-review system company would need to order 388 pieces whenever supply drops below 237 pieces. Comparing to previous year new total costs are halved and are equal to 14 991 CZK. Result of method based on level of service at 98% is to order 388 pieces whenever supply drops below 130 pieces.Total year costs are at 18 119 CZK. According to acquired results author can recommend company a new way of inventory managment and save costs for ordering and storing supplies.
|
|
|
Application of methods of inventory optimization in supply chains
Červenka, Daniel ; Kuncová, Martina (advisor) ; Sekničková, Jana (referee)
As in the stock of trading business is allocated a large part of the capital resources, it is necessary to determine the manner of their control. For this purpose a number of models were developed. Before application to the specific case, these models must be properly adjusted to ensure conformity with reality. The aim of this thesis is to optimize the inventory management of electronic commerce. The stochastic model with loss from unfulfilled orders was chosen as default. First, the necessary adjustments were made to the model and defined input parameters. After filling model with real data, the optimum values of the monitored variables were obtained. The last part deals with the influence of changes in input parameters on the optimal value of variables. Use of the model is not limited to this particular case. Without major modifications, the model is also applicable to other similar problems.
|
|
|
The stochastical approaches to the claims reserving
Hronová, Lucie ; Witzany, Jiří (advisor) ; Kolman, Marek (referee)
The subject matter of this master thesis is the introduction to the claims reserving methodology applied in the general insurance with the focus on the agragated data represented in the form of triangle schemes. First the basic deterministic methods are to be presented including the Chain ladder method as the most known and widely used tool in claims reserving. Next we will concentrate on the stochastic approaches. The method of bootstrapping is to be described more in detail as it is the main topic of this thesis. Finally the accuracy of the prediction of several specific models and algorithms is to be examined with the goal of their overall comparison (using randomly generated input data).
|
|
|
Stochastic methods in portfolio management
Vacek, Vladislav ; Radová, Jarmila (advisor) ; Burešová, Jana (referee)
From the beginning of 20th century many studies proved randomness in price evolution of investment instruments. Therefore models respecting this randomness must be used in portfolio management. This thesis' aim is to provide basic theory regarding some of the stochastic methods and show their practical use in real situations.
|
|
|
Inventory models - shortcomings, the necessary adjustments and improvements for real use of models in companies and supply chains
Červenka, Daniel ; Kuncová, Martina (advisor) ; Kořenář, Václav (referee)
The aim of this thesis is to find the appropriate manner for inventory control of a small e-shop. The greatest emphasis is placed on the nonseasonal goods. Any model which respect all needs of the shop was not found. From a series of models the stochastic model with continuous demand was chosen as the most applicable. Adjustment of the cost function, change the delivery time from constant to fluid, determination of optimal inventory level and other modifications brought the model more in reality. This allows to find the optimal model solution for each stock item which can be reasonably well met. Simultaneously the foundation were laid for post-optimization analysis, by which all the process of inventory control can be streamlined.
|
guest ::
