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Metody shlukové analýzy a jejich aplikace v marketingu
Cluster analysis methods and their applications in marketing
diploma thesis
Advisor: Vaněček, Pavel
Date Issued:
Date of defense: 12. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: In this work we study algorithms for cluster analysis and their application to the real data. In the beginning, the various types of data are presented. We define dissimilarity measures for each type of data and for clusters ...
V předložené práci studujeme algoritmy shlukové analýzy a jejich aplikace na data. V úvodu rozlišujeme jednotlivé typy dat a míry nepodobnosti mezi pozorovanými objekty i mezi jednotlivými shluky, abychom mohli provést ...
V předložené práci studujeme algoritmy shlukové analýzy a jejich aplikace na data. V úvodu rozlišujeme jednotlivé typy dat a míry nepodobnosti mezi pozorovanými objekty i mezi jednotlivými shluky, abychom mohli provést ...
Metody bootstrap pro závislá pozorování
Bootstrap methods for dependent observations
diploma thesis
Advisor: Prášková, Zuzana
Date Issued:
Date of defense: 12. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: This Diploma thesis deals with principles, asymptotic properties and comparison of bootstrap methods for dependent observations. In the first chapter principal ideas and benefits of bootstrap method for independent data ...
Metody projekce úmrtnosti
Mortality projection methods
diploma thesis
Advisor: Netolická, Hana
Date Issued:
Date of defense: 29. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: In this thesis we study the issue of mortality projection.We introduce some basic terms related to mortality, describe life tables and special attention is paid to generation life tables. We are interested in an important ...
ACD model a český kapitálový trh
ACD Model and the Czech Capital Market
diploma thesis
Advisor: Šmíd, Martin
Date Issued:
Date of defense: 12. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: This study is concerned with the autoregressive conditional duration model (ACD) and its applications on the data from the Prague Stock exchange. The ACD model is particularly suitable for the analysis of data which arrive ...
Analysis of interest rate markets
Analýza trhu úrokových měr
diploma thesis
Advisor: Janeček, Karel
Date Issued:
Date of defense: 23. 09. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: The aim of this thesis is to introduce probabilistic stochastic interest rate models in continuous time. Presented models are It^o processes defined by parameters, which are trying to describe interest rate behavior in the ...
Prediction of transformed time series
Predikce transformovaných časových řad
diploma thesis
Advisor: Anděl, Jiří
Date Issued:
Date of defense: 15. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: The aim of this thesis is to find prediction for non-linear transformation of time series. First, under certain assumptions regarding the original time series, the autocovariance function and spectral density of the ...
Set-indexed stochastic processes
Náhodné procesy indexované množinami
diploma thesis
Advisor: Pawlas, Zbyněk
Date Issued:
Date of defense: 15. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: This thesis deals with the problem of estimating the joint probability distribution of a marked process' parameters from a censored data. First, a Nelson-Aalen estimator of the cumulative hazard rate for one-dimensional ...
Vektorové autoregresní modely
Vector Autoregressive Models
diploma thesis
Advisor: Cipra, Tomáš
Date Issued:
Date of defense: 12. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: In the presented work vector autoregression (VAR) models of finite order are examined. The main part is concerned with stationary VAR processes, whose basic characteristics, various methods of coefficient matrices estimation ...
Lévyho procesy
Lévy processes
diploma thesis
Advisor: Beneš, Viktor
Date Issued:
Date of defense: 15. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: In the present thesis a short introduction into the theory of L'evy processes and subordinators is mentioned. It contains also basic results from the theory of point processes, especially of the Cox process. Furture it ...
Genetické algoritmy a jejich využití v optimalizaci
Genetical algorithms and their use in optimization
diploma thesis
Advisor: Antoch, Jaromír
Date Issued:
Date of defense: 12. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: In the present work we deal with a branch of stochastic optimization algorithms, so called genetic algorithms. In the first chapter we can find description of a run of the genetic algorithm and the main operations which ...
V předložené práci se zabýváme odvětvím stochatických optimalizačních algoritmů, tzv. genetickými algoritmy. V první kapitole lze nalézt popis průběhu genetického algoritmu a hlavních operací určující směr prohledávání ...
V předložené práci se zabýváme odvětvím stochatických optimalizačních algoritmů, tzv. genetickými algoritmy. V první kapitole lze nalézt popis průběhu genetického algoritmu a hlavních operací určující směr prohledávání ...