<p>The Collaborative Synchronization Management Tool (CSMT) is an analysis tool that enables morphological and statistical analysis of plans. Input to the CSMT consists of a Cross Impact Matrix (CIM) where the relationships between the different activities of a plan are reflected as its values. This thesis proposes Modeling and Simulation as an alternative method of generating the CIM-values. The usage of this method will hopefully increase traceability and limit subjectivity, and it will also be less time-consuming. Determining the level of detail of the models was shown to be a challenge, as well as finding a suitable case scenario to validate the generation method more thoroughly. The results have provided positive indicators to the usefulness of the generation method of input to the CSMT but the evaluation remains somewhat inconclusive.</p>

The Collaborative Synchronization Management Tool (CSMT) is an analysis tool that enables morphological and statistical analysis of plans. Input to the CSMT consists of a Cross Impact Matrix (CIM) where the relationships between the different activities of a plan are reflected as its values. This thesis proposes Modeling and Simulation as an alternative method of generating the CIM-values. The usage of this method will hopefully increase traceability and limit subjectivity, and it will also be less time-consuming. Determining the level of detail of the models was shown to be a challenge, as well as finding a suitable case scenario to validate the generation method more thoroughly. The results have provided positive indicators to the usefulness of the generation method of input to the CSMT but the evaluation remains somewhat inconclusive.

The main objective of the thesis is an analysis of possible future scenarios. This research is systematically focused on the analysis of the future possible trends in the context of the Slovak Republic's environment. The basis of the analysis is to identify the key external drivers and according to them to create the final scenarios of the future. The main approach to the scenario building in this thesis is the method of Cross-Impact Balance. Scenarios were created by semi-structured interviews with experts and by using the combinatorial analysis of consistency in terms of cross-impact of individual variants of the driving forces. The result of this thesis is five scenarios, referring to the future context of the environment of the Slovak Republic, depending on the development of a combination of different variants of external factors. For this scenarios there has been prepared the analysis of risks and opportunities in the perspective of the Environment of the Slovak Republic. Identified scenarios can be briefly described through the impact from least to the most positive. The first scenario shows the threat of an environmental collapse. The second scenario describes a power struggle over the resources and the consequences of excessive use of raw materials. The middle scenario describes the risk...

The thesis "Use of tools and methods of management accounting in formulation and implementation of a project company's strategy" describes the tools and methods of managerial accounting which project-oriented companies should use in strategy formulation and its subsequent implementation. The theoretical part focuses on the description of methods and tools of strategic management and the ways to implement them. Practical part applies the defined methodical processes to a project-oriented company VPÚ DECO PRAHA a. s. To this company, I drafted a mission and vision, created a SWOT analysis that served as a basis for Cross-Impact analysis and subsequently produced a Balanced Scorecard model, tailored to its needs. I also calculated the company's target costing.

This dissertation investigates the development of a methodology suitable for the evaluation of advanced propulsion concepts. At early stages of development, both the future performance of these concepts and their requirements are highly uncertain, making it difficult to forecast their future value. A systematic methodology to identify potential advanced propulsion concepts and assess their robustness is necessary to reduce the risk of developing advanced propulsion concepts. Existing advanced design methodologies have evaluated the robustness of technologies or concepts to variations in requirements, but they are not suitable to evaluate a large number of dissimilar concepts. Variations in requirements have been shown to impact the development of advanced propulsion concepts, and any method designed to evaluate these concepts must incorporate the possible variations of the requirements into the assessment. In order to do so, a methodology had to do two things. First, it had to systemically identify a probabilistic distribution for the future requirements. Such a distribution would allow decision-makers to quantify the uncertainty introduced by variations in requirements. Second, the methodology must assess the robustness of the propulsion concepts as a function of that distribution. These enabling elements have been synthesized into new methodology, the Evolving Requirements Technology Assessment (ERTA) method. The ERTA method was used to evaluate and compare advanced propulsion systems as possible power systems for a hurricane tracking, High Altitude, Long Endurance (HALE) unmanned aerial vehicle (UAV). The problem served as a good demonstration of the ERTA methodology because conventional propulsion systems will not be sufficient to power the UAV, but the requirements for such a vehicle are still uncertain.

Submitted by Marcia Bacha (marcia.bacha@fgv.br) on 2011-05-06T18:11:59Z No. of bitstreams: 1 1417127.pdf: 5400521 bytes, checksum: b6ddcc4cf2fe2855e50cb7bc0be5c242 (MD5) / Approved for entry into archive by Marcia Bacha(marcia.bacha@fgv.br) on 2011-05-06T18:12:06Z (GMT) No. of bitstreams: 1 1417127.pdf: 5400521 bytes, checksum: b6ddcc4cf2fe2855e50cb7bc0be5c242 (MD5) / Approved for entry into archive by Marcia Bacha(marcia.bacha@fgv.br) on 2011-05-06T18:12:15Z (GMT) No. of bitstreams: 1 1417127.pdf: 5400521 bytes, checksum: b6ddcc4cf2fe2855e50cb7bc0be5c242 (MD5) / Made available in DSpace on 2011-05-06T18:12:24Z (GMT). No. of bitstreams: 1 1417127.pdf: 5400521 bytes, checksum: b6ddcc4cf2fe2855e50cb7bc0be5c242 (MD5) Previous issue date: 2010-03-26 / A incerteza é o principal elemento do futuro. Desde os primórdios, o homem busca métodos para estruturar essas incertezas futuras e assim poder guiar suas ações. Apenas a partir da segunda metade do século XX, porém, quando os métodos projetivos e preditivos já não eram mais capazes de explicar o futuro em um ambiente mundial cada vez mais interligado e turbulento, é que nasceram os primeiros métodos estruturados de construção de cenários. Esses métodos prospectivos visam lançar a luz sobre o futuro não para projetar um futuro único e certo, mas para visualizar uma gama de futuros possíveis e coerentes. Esse trabalho tem como objetivo propor uma nova abordagem à construção de cenários, integrando o Método de Impactos Cruzados à Análise Morfológica, utilizando o conceito de Rede Bayesianas, de fonna a reduzir a complexidade da análise sem perda de robustez. Este trabalho fará uma breve introdução histórica dos estudos do futuro, abordará os conceitos e definições de cenários e apresentará os métodos mais utilizados. Como a abordagem proposta pretende-se racionalista, será dado foco no Método de Cenários de Michel Godet e suas ferramentas mais utilizadas. Em seguida, serão apresentados os conceitos de Teoria dos Grafos, Causalidade e Redes Bayesianas. A proposta é apresentada em três etapas: 1) construção da estrutura do modelo através da Análise Estrutural, propondo a redução de um modelo inicialmente cíclico para um modelo acíclico direto; 2) utilização da Matriz de Impactos Cruzados como ferramenta de alimentação, preparação e organização dos dados de probabilidades; 3) utilização da Rede Bayesiana resultante da primeira etapa como subespaço de análise de uma Matriz Morfológica. Por último, um teste empírico é realizado para comprovar a proposta de redução do modelo cíclico em um modelo acíclico.

In dieser Arbeit untersuchen wir mathematische Modelle für Finanzmärkte mit einem großen Händler, dessen Handelsaktivitäten transienten Einfluss auf die Preise der Anlagen haben. Zuerst beschäftigen wir uns mit der Frage, wie die Handelserlöse des großen Händlers definiert werden sollen. Wir identifizieren die Erlöse zunächst für absolutstetige Strategien als nichtlineares Integral, in welchem sowohl der Integrand als der Integrator von der Strategie abhängen. Unserere Hauptbeiträge sind hier die Identifizierung der Skorokhod M1 Topologie als geeigneter Topologue auf dem Raum aller Strategien sowie die stetige Erweiterung der Definition für die Handelserlöse von absolutstetigen auf cadlag Kontrollstrategien. Weiter lösen wir ein Liquidierungsproblem in einem multiplikativen Modell mit Preiseinfluss, in dem die Liquidität stochastisch ist. Die optimale Strategie wird beschrieben durch die Lokalzeit für Reflektion einer Diffusion an einer nicht-konstanten Grenze. Um die HJB-Variationsungleichung zu lösen und Optimalität zu beweisen, wenden wir probabilistische Argumente und Methoden aus der Variationsrechnung an, darunter Laplace-Transformierte von Lokalzeiten für Reflektion an elastischen Grenzen. In der zweiten Hälfte der Arbeit untersuchen wir die Absicherung (Hedging) für Optionen. Der minimale Superhedging-Preis ist die Viskositätslösung einer semi-linearen partiellen Differenzialgleichung, deren Nichtlinearität von dem transienten Preiseinfluss abhängt. Schließlich erweitern wir unsere Analyse auf Hedging-Probleme in Märkten mit mehreren riskanten Anlagen. Stabilitätsargumente führen zu strukturellen Bedingungen, welche für ein arbitragefreies Modell mit wechselseitigem Preis-Impakt gelten müssen. Zudem ermöglichen es jene Bedingungen, die Erlöse für allgemeine Strategien unendlicher Variation in stetiger Weise zu definieren. Als Anwendung lösen wir das Superhedging-Problem in einem additiven Preis-Impakt-Modell mit mehreren Anlagen. / In this thesis we study mathematical models of financial markets with a large trader (price impact models) whose actions have transient impact on the risky asset prices. At first, we study the question of how to define the large trader's proceeds from trading. To extend the proceeds functional to general controls, we ask for stability in the following sense: nearby trading activities should lead to nearby proceeds. Our main contribution in this part is to identify a suitable topology on the space of controls, namely the Skorokhod M1 topology, and to obtain the continuous extension of the proceeds functional for general cadlag controls. Secondly, we solve the optimal liquidation problem in a multiplicative price impact model where liquidity is stochastic. The optimal control is obtained as the reflection local time of a diffusion process reflected at a non-constant free boundary. To solve the HJB variational inequality and prove optimality, we need a combination of probabilistic arguments and calculus of variations methods, involving Laplace transforms of inverse local times for diffusions reflected at elastic boundaries. In the second half of the thesis we study the hedging problem for a large trader. We solve the problem of superhedging for European contingent claims in a multiplicative impact model using techniques from the theory of stochastic target problems. The minimal superhedging price is identified as the unique viscosity solution of a semi-linear pde, whose nonlinearity is governed by the transient nature of price impact. Finally, we extend our consideration to multi-asset models. Requiring stability leads to strong structural conditions that arbitrage-free models with cross-impact should satisfy. These conditions turn out to be crucial for identifying the proceeds functional for a general class of strategies. As an application, the problem of superhedging with cross-impact in additive price impact models is solved.