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CRUDE OIL PREDICTION FOR COMPANIES IN ENERGY DEMANDING PRODUCTION
Vícha, Tomáš ; Dohnal, Mirko (advisor)
The dissertation deals with prediction of crude oil price and is tailor-made for such companies which are heavily crude oil related. The main dissertation target is to make sure that such companies can get ready for price changes and safeguard themselves against negative consequences. Crude oil prices are the main factor which affects prices of such final products as petrol. It is a well known fact that quantitative predictions are not reliable and all those who are forced to real on such vague data set for their decision-making are reluctant to use them. That’s how we would like to have at least the correct trend information. The dissertation introduces some concepts originally developed within artificial intelligence theory for the crude oil predictions. Specifically common sense algorithms and qualitative interpretation of some aspects of theory of chaos are the main contribution towards expanding of available prediction tools described by the dissertation. A systematic analysis of a sequence of qualitative solutions is the key part of the dissertation.
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Application of Chaos Theory to Elliott Wave
Loukotková, Veronika ; Ondrová, Jitka (referee) ; Janíček, Přemysl (advisor)
This diploma thesis compares chaos theory with Elliott wave theory in order to find out whether there is an agreement in the area of prediction. Such formulation of main problem is considered original, new and pioneering issue. By solving an indirect problem of deterministic chaos, existence of the chaos was not proved in a respective time series. The possibility to predict future development of this time series in a short-term period was considered impossible with respect of chaos theory results. Nevertheless, subsequent prediction that used Elliott wave theory showed to be precise. Finally, agreement of both theories was not confirmed. The diploma thesis proved that knowledge of Elliott wave theory and ability to interpret it correctly is a valuable means of prediction.
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Analysis and Prediction of Foreign Exchange Markets by Chaotic Attractors and Neural Networks
Pekárek, Jan ; Dostál, Petr (referee) ; Budík, Jan (advisor)
This thesis deals with a complex analysis and prediction of foreign exchange markets. It uses advanced artificial intelligence methods, namely neural networks and chaos theory. It introduces unconventional approaches and methods of each of these areas, compares them and uses on a real problem. The core of this thesis is a comparison of several prediction models based on completely different principles and underlying theories. The outcome is then a selection of the most appropriate prediction model called NAR + H. The model is evaluated according to several criteria, the pros and cons are discussed and approximate expected profitability and risk are calculated. All analytical, prediction and partial algorithms are implemented in Matlab development environment and form a unified library of all used functions and scripts. It also may be considered as a secondary main outcome of the thesis.
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Geodesics in the field of a perturbed black hole: where appears chaos?
Polcar, Lukáš ; Semerák, Oldřich (advisor) ; Suková, Petra (referee)
It is widely known that the motion around Schwarzshild black hole is completely integrable. However, after adding a disc or a ring one of the symmetries of the system is broken and the motion may become chaotic for some values of parameters. The aim of this thesis is to identify where appears chaos in static, axially symmetric spacetime by using the geometrical method based on the geodesic deviation equation. Is it possible to predict chaotic behaviour in general relativity solely from local geometrical properties of spacetime, without explicitly solving the geodesic equation? Powered by TCPDF (www.tcpdf.org)
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Analysis of chaotic behavior in double pendulum
Brázda, Tomáš ; Lošák, Petr (referee) ; Sosna, Petr (advisor)
This thesis deals with the presentation of basic knowledge regarding chaos theory. There are mentioned several basic methods of dimension calculation as well as the overall use of this theory in various scientific disciplines. The main part is devoted to the complete analysis of a double pendulum. To initiate into the issue, this situation was outlined on a simple mathematical basis pendulum. There is derived a numeral system of two differential equations of second order to work with the double pendulum. Thanks to computer program Matlab there was created a fractal that represents chaotic behavior of the double pendulum. Knowledge acquired from dimension calculation was used here to classify the fractal and to work out its dimension. In addition there was analyzed impact of parameters of behavior in system. This overall chaotic behavior has been verified by the largest Lyapunov exponent and the 0–1 test, which identified areas, where this system behaves chaotically and where it is stable.
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Geodesic chaos in a perturbed Schwarzschild field
Polcar, Lukáš ; Semerák, Oldřich (advisor) ; Kopáček, Ondřej (referee)
We study the dynamics of time-like geodesics in the field of black holes perturbed by a circular ring or disc, restricting to static and axisymmetric class of space-times. Two analytical methods are tested which do not require solving the equations of motion: (i) the so-called geometric criterion of chaos based on eigenvalues of the Riemann tensor, and (ii) the method of Melnikov which detects the chaotic layer arising by break-up of a homoclinic orbit. Predictions of both methods are compared with numerical results in order to learn how accurate and reliable they are.
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Geodesic chaos in a perturbed Schwarzschild field
Polcar, Lukáš ; Semerák, Oldřich (advisor) ; Kopáček, Ondřej (referee)
We study the dynamics of time-like geodesics in the field of black holes perturbed by a circular ring or disc, restricting to static and axisymmetric class of space-times. Two analytical methods are tested which do not require solving the equations of motion: (i) the so-called geometric criterion of chaos based on eigenvalues of the Riemann tensor, and (ii) the method of Melnikov which detects the chaotic layer arising by break-up of a homoclinic orbit. Predictions of both methods are compared with numerical results in order to learn how accurate and reliable they are.
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Geodesics in the field of a perturbed black hole: where appears chaos?
Polcar, Lukáš ; Semerák, Oldřich (advisor) ; Suková, Petra (referee)
It is widely known that the motion around Schwarzshild black hole is completely integrable. However, after adding a disc or a ring one of the symmetries of the system is broken and the motion may become chaotic for some values of parameters. The aim of this thesis is to identify where appears chaos in static, axially symmetric spacetime by using the geometrical method based on the geodesic deviation equation. Is it possible to predict chaotic behaviour in general relativity solely from local geometrical properties of spacetime, without explicitly solving the geodesic equation? Powered by TCPDF (www.tcpdf.org)
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CRUDE OIL PREDICTION FOR COMPANIES IN ENERGY DEMANDING PRODUCTION
Vícha, Tomáš ; Dohnal, Mirko (advisor)
The dissertation deals with prediction of crude oil price and is tailor-made for such companies which are heavily crude oil related. The main dissertation target is to make sure that such companies can get ready for price changes and safeguard themselves against negative consequences. Crude oil prices are the main factor which affects prices of such final products as petrol. It is a well known fact that quantitative predictions are not reliable and all those who are forced to real on such vague data set for their decision-making are reluctant to use them. That’s how we would like to have at least the correct trend information. The dissertation introduces some concepts originally developed within artificial intelligence theory for the crude oil predictions. Specifically common sense algorithms and qualitative interpretation of some aspects of theory of chaos are the main contribution towards expanding of available prediction tools described by the dissertation. A systematic analysis of a sequence of qualitative solutions is the key part of the dissertation.
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