Aim of the thesis The main aim of this thesis is an analysis breakouts by extraliga junior team, selection the most effective variant and their subsequent comparison with the Canadian national team to 20 years. Constituent part is to create a complete overview of the theoretical knowledge which can be used in the analysis breakouts. The analysis can serve as an inspiration for coaches of youth cathegory during training and acquisition in this phase of the game. Methods In the thesis tracking method was used, which was used in the analysis breakouts. The analysis was performed by using the method of direct observation of the game, but also indirect observation of video recordings provided by videocoaches or assistant coaches of selected teams. Results During analyzing domestic literature, it was found that it is not paid enough attention to the breakouts and there is no methodology developed compared to a foreign literature. Of the reporting teams and their variants for the breakout and development of the attack, three of the most effective were selected. For comparison, there were also mentioned variants of the breakouts of the Canadian national team under 20 years, which was followed at the World Cup to 20 years. The best breakouts from DHL Extraliga junior teams has HC Plzeň 1929, HC Sparta Praha...

<p>In this thesis, we conduct a case study by applying simple technical trading rules on Chinese stock market. The technical trading rules we tested are moving average rules and trading range breakout rules. The stock indices we tested are SSE A (Shanghai A) and SZSE (Shenzhen A) share, these shares are limited to the Chinese domestic traders. Our main trading rule frameworks are mainly from Brock, Lakonishok& Lebaron (1992), which including the most basic technical trading rules and covered various length of period, however we add the 25 days moving average to our frame work. We obtained our data from DataStream; the data are the daily closing prices of two indices we mentioned above.</p><p>We compared the mean return and Sharpe ratio with buy and hold. We further calculated breakeven transaction costs to test whether the technical trading rules can still add wealth to investors after adjusting the transaction costs. Our results showed that most technical trading rules perform better than buy and hold. VMA perform better than FMA and TRB, short period (25 and 50 days) performed better than longer period. On mean return, our data violated the assumption of parametric statistical test. We performed non-parametric tests, all the trading rules showed statistical significance at 95% level than buy and hold except FMA (1, 25,0), all the trading rules resulted higher Sharpe ratio than buy and hold. On transaction costs, 7 trading rules on SSE A are performed poorer than buy and hold, all the other rules provided positive breakeven transaction costs. Across the entire trading rule, both stock markets offered positive break-even transaction costs, 0.436% for SSE A and 1.369% for SZSE A. and they are both higher than the maximum transaction costs one bears.</p>

In this thesis, we conduct a case study by applying simple technical trading rules on Chinese stock market. The technical trading rules we tested are moving average rules and trading range breakout rules. The stock indices we tested are SSE A (Shanghai A) and SZSE (Shenzhen A) share, these shares are limited to the Chinese domestic traders. Our main trading rule frameworks are mainly from Brock, Lakonishok&amp; Lebaron (1992), which including the most basic technical trading rules and covered various length of period, however we add the 25 days moving average to our frame work. We obtained our data from DataStream; the data are the daily closing prices of two indices we mentioned above. We compared the mean return and Sharpe ratio with buy and hold. We further calculated breakeven transaction costs to test whether the technical trading rules can still add wealth to investors after adjusting the transaction costs. Our results showed that most technical trading rules perform better than buy and hold. VMA perform better than FMA and TRB, short period (25 and 50 days) performed better than longer period. On mean return, our data violated the assumption of parametric statistical test. We performed non-parametric tests, all the trading rules showed statistical significance at 95% level than buy and hold except FMA (1, 25,0), all the trading rules resulted higher Sharpe ratio than buy and hold. On transaction costs, 7 trading rules on SSE A are performed poorer than buy and hold, all the other rules provided positive breakeven transaction costs. Across the entire trading rule, both stock markets offered positive break-even transaction costs, 0.436% for SSE A and 1.369% for SZSE A. and they are both higher than the maximum transaction costs one bears.

The thesis purpose is to show that small time frame discretionary e-mini market trading does not mean only blind betting without long term success. Carefully built trading plan, risk management optimization and self-control mastering are the key elements for successful financial market speculation. The first part of the thesis focuses on basics of market mechanism, price activity and order flow. Practical part summarizes findings of theoretical part of the thesis to comprehensive concept, trading plan which is tested through one month demo account trading e-mini Dow market.

<p>Embedded plates are used to support the external attachments such as heavy piping, brackets, sprinkler systems, or other equipment in nuclear power plants. The plates are welded with deformed reinforcing bars or deformed wires and anchored to reinforced concrete walls. The ACI code (ACI 318-19/ACI 349-13) provides design equations to calculate the anchor strength in concrete under tension load. These empirical equations are based on experiments conducted on headed studs, hooked bars, headed bolts, and adhesive anchors. With the lack of experimental data and code provisions on straight deformed reinforcing bars or deformed wires used as anchors, it is believed that anchoring bars with the embedment length as per code prescribed development length will provide sufficient strength to transfer tensile forces to the concrete, ignoring other failure modes such as concrete breakout. </p> <p>In this study, eight large scale group anchor tests were performed to evaluate their concrete breakout strength as per ACI 349-13. The test specimens were made with deformed reinforcing bar anchors (DRAs) and deformed wire anchors (DWAs). The tests included the effect of different bar types, bar sizes, and anchor spacings on the breakout capacities of such connections. The mean average back-calculated effective <i>k </i>value is 33.25 for DRAs and 36.26 for DWAs. The experimental study confirms that the axial tension capacity of embedded plates anchored to concrete using deformed reinforcing bars or deformed wires can be limited by concrete breakout strength.</p>

<p>This thesis describes a new experimental approach that has been designed to determine the alpha-branching ratio of the 4.03-MeV excited state of Ne-19. A precise measurement of this quantity is needed to reduce reaction rate uncertainties in Type I x-ray bursts models. The alpha-branching will be measured by the detection of the beta+ activity of the associated alpha-decay product. This activity method has been modelled using two separate simulations. The first, a Monte Carlo code to simulate the reaction process and energy distributions of the decay products. Secondly, a GEANT4 simulation was created to predict the detector response to the O-15 beta+ activity. Along with the simulations two NaI(Tl) detectors, which were customized to this experiment's geometric constraints, have been tested and their response and resolution have been determined. The results of this work will be used to refine the experimental setup such that the proposed test run and eventual alpha-branching ratio measurement of the 4.03-MeV state will be successful. With the results of the simulations and subsequent yield calculations, it has been found that reasonable statistical significance in the O-15 yield from the 4.03-MeV excited state in Ne-19 can be achieved within 10 days of beamtime.</p> / Master of Science (MSc)

Equipment and machines can be exposed to very high temperatures in the steel mill industry. One particularly critical part is the ladles used to hold and pour molten iron into mouldings. A refractory lining is used as an insulation layer between the outer steel shell and the molten iron to protect the ladle from the hot iron. Over time, or if the lining is not completely cured, the lining wears out or can potentially fail. Such a scenario can lead to a breakout of molten iron, which can cause damage to equipment and, in the worst case, workers. Previous work analyses how critical areas can be identified in a proactive matter. Using thermal imaging, the failing spots on the lining could show as high-temperature areas on the outside steel shell. The idea is that the outside temperature corresponds to the thickness of the insulating lining. The detection of these spots is identified when temperatures over a given threshold are registered within the thermal camera's field of view. The images must then be manually analyzed over time, to follow the progression of a detected spot. The existing solution is also prone to the background noise of other hot objects.  This thesis proposes an initial step to automate monitoring the health of refractory lining in steel ladles. The report will investigate the usage of Instance Segmentation to isolate the ladle from its background. Thus, reducing false alarms and background noise in an autonomous monitoring setup. The model training is based on Mask R-CNN on our own thermal images, with pre-trained weights from visual images. Detection is done on two classes: open or closed ladle. The model proved reasonably successful on a small dataset of 1000 thermal images. Different models were trained with and without augmentation, pre-trained weights as well multi-phase fine-tuning. The highest mAP of 87.5\% was achieved on a pre-trained model with image augmentation without fine-tuning. Though it was not tested in production, temperature readings could lastly be extracted on the segmented ladle, decreasing the risk of false alarms from background noise.

O uso de fundações por estacas helicoidais tem aumentado consideravelmente nos últimos anos, devido às suas vantagens comparadas a outros tipos de fundação, como a sua rápida instalação e sua capacidade de resistir simultaneamente a esforços de tração e de compressão. No entanto, os métodos de previsão do comportamento deste tipo de fundação submetida a esforços de tração (denominadas ancoragens helicoidais neste caso), ainda são insatisfatórios, e normalmente são observadas discrepâncias entre os resultados estimados por métodos teóricos e medidos em provas de carga. Entre outras razões, estas diferenças ocorrem principalmente pelo fato dos efeitos da instalação destas ancoragens no solo não serem considerados nos métodos de previsão disponíveis. No momento da instalação, os parâmetros do solo atravessado são modificados, e como é o volume de solo alterado que deve resistir ao carregamento da ancoragem sob tração, é essencial entender e quantificar este efeito de instalação para uma previsão adequada da capacidade de carga deste tipo de ancoragem. Para contribuir com o entendimento deste efeito, no presente trabalho foram realizadas simulações numéricas com o software FLAC3D, para se conhecer as modificações ocorridas no solo devido à instalação de uma ancoragem helicoidal em areia compacta. Para este fim, na simulação do solo penetrado pela hélice, foram reduzidos os valores de ângulo de atrito e do módulo de elasticidade da areia. O modelo foi validado por meio da comparação com a curva carga-deslocamento obtida experimentalmente em ensaios realizados em centrifuga. Após o ajuste do modelo numérico, foi realizada uma análise paramétrica com o objetivo de investigar o efeito da instalação no fator de capacidade de carga (Nq). Por meio da análise paramétrica também foram avaliados o deslocamento da ancoragem sob carga máxima e as tensões horizontais atuantes na superfície de ruptura. Os resultados estimados de Nq foram comparados com estudos anteriores, e mostraram um bom ajuste com resultados de provas de carga in situ e em centrifuga. Além disso, o estudo paramétrico indicou que as tensões horizontais atuantes na zona de ruptura são distribuídas em forma de tronco de cone, e variam de acordo com o diâmetro da hélice. / The use of helical foundations has increased considerably in recent years due to its advantages compared to other types of foundations, such as rapid installation and the capacity of resisting tensile and compressive loads. However, the methods normally used to predict the behavior of this type of foundation under tensile loads (called helical anchors in this case), are still unsatisfactory, and discrepancies are usually observed between the results estimated by theoretical methods and measured in load tests. Among other reasons, these differences occur mainly because the effects of helical anchor installation in the soil are not considered in the available predicting methods. During installation, the parameters of the soil penetrated are modified, and since it is this disturbed soil volume that must support the loading of the anchor under tension, it is essential to understand and quantify this installation effect for an adequate prediction of the uplift capacity of this type anchor. In order to contribute to the understanding of this effect, in the present work numerical simulations with the software FLAC3D were performed to evaluate the modifications occurred in the soil due to the installation of a helical anchor in dense sand. For this purpose, in the simulation of the soil penetrated by the helices, the values of friction angle and modulus of elasticity of the sand were reduced. The model was validated by means of the comparison with a load-displacement curve obtained experimentally in centrifuge model tests. After adjusting the numerical model, a parametric analysis was carried out to investigate the effect of the installation on the breakout factor (Nq). The parametric analyses were also used to investigate the anchor displacement at the peak load and the horizontal stresses acting on the failure surface. The estimated Nq values were compared with previous studies, and showed a good agreement with experimental results obtained by field and centrifuge tests. Additionally, the parametric study indicated that the horizontal stresses acting on the failure zone are distributed in the shape of a truncated cone, and vary with the helix diameter.

O uso de fundações por estacas helicoidais tem aumentado consideravelmente nos últimos anos, devido às suas vantagens comparadas a outros tipos de fundação, como a sua rápida instalação e sua capacidade de resistir simultaneamente a esforços de tração e de compressão. No entanto, os métodos de previsão do comportamento deste tipo de fundação submetida a esforços de tração (denominadas ancoragens helicoidais neste caso), ainda são insatisfatórios, e normalmente são observadas discrepâncias entre os resultados estimados por métodos teóricos e medidos em provas de carga. Entre outras razões, estas diferenças ocorrem principalmente pelo fato dos efeitos da instalação destas ancoragens no solo não serem considerados nos métodos de previsão disponíveis. No momento da instalação, os parâmetros do solo atravessado são modificados, e como é o volume de solo alterado que deve resistir ao carregamento da ancoragem sob tração, é essencial entender e quantificar este efeito de instalação para uma previsão adequada da capacidade de carga deste tipo de ancoragem. Para contribuir com o entendimento deste efeito, no presente trabalho foram realizadas simulações numéricas com o software FLAC3D, para se conhecer as modificações ocorridas no solo devido à instalação de uma ancoragem helicoidal em areia compacta. Para este fim, na simulação do solo penetrado pela hélice, foram reduzidos os valores de ângulo de atrito e do módulo de elasticidade da areia. O modelo foi validado por meio da comparação com a curva carga-deslocamento obtida experimentalmente em ensaios realizados em centrifuga. Após o ajuste do modelo numérico, foi realizada uma análise paramétrica com o objetivo de investigar o efeito da instalação no fator de capacidade de carga (Nq). Por meio da análise paramétrica também foram avaliados o deslocamento da ancoragem sob carga máxima e as tensões horizontais atuantes na superfície de ruptura. Os resultados estimados de Nq foram comparados com estudos anteriores, e mostraram um bom ajuste com resultados de provas de carga in situ e em centrifuga. Além disso, o estudo paramétrico indicou que as tensões horizontais atuantes na zona de ruptura são distribuídas em forma de tronco de cone, e variam de acordo com o diâmetro da hélice. / The use of helical foundations has increased considerably in recent years due to its advantages compared to other types of foundations, such as rapid installation and the capacity of resisting tensile and compressive loads. However, the methods normally used to predict the behavior of this type of foundation under tensile loads (called helical anchors in this case), are still unsatisfactory, and discrepancies are usually observed between the results estimated by theoretical methods and measured in load tests. Among other reasons, these differences occur mainly because the effects of helical anchor installation in the soil are not considered in the available predicting methods. During installation, the parameters of the soil penetrated are modified, and since it is this disturbed soil volume that must support the loading of the anchor under tension, it is essential to understand and quantify this installation effect for an adequate prediction of the uplift capacity of this type anchor. In order to contribute to the understanding of this effect, in the present work numerical simulations with the software FLAC3D were performed to evaluate the modifications occurred in the soil due to the installation of a helical anchor in dense sand. For this purpose, in the simulation of the soil penetrated by the helices, the values of friction angle and modulus of elasticity of the sand were reduced. The model was validated by means of the comparison with a load-displacement curve obtained experimentally in centrifuge model tests. After adjusting the numerical model, a parametric analysis was carried out to investigate the effect of the installation on the breakout factor (Nq). The parametric analyses were also used to investigate the anchor displacement at the peak load and the horizontal stresses acting on the failure surface. The estimated Nq values were compared with previous studies, and showed a good agreement with experimental results obtained by field and centrifuge tests. Additionally, the parametric study indicated that the horizontal stresses acting on the failure zone are distributed in the shape of a truncated cone, and vary with the helix diameter.

Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. We present an ORB strategy based on normally distributed returns to identify such days and find that our ORB trading strategy result in significantly higher returns than zero as well as an increased success rate in relation to a fair game. The characteristics of such an approach over conventional statistical tests is that it involves the joint distribution of low, high, open and close over a given time horizon. Paper [II] measures the returns of a popular day trading strategy, the Opening Range Breakout strategy (ORB), across volatility states. We calculate the average daily returns of the ORB strategy for each volatility state of the underlying asset when applied on long time series of crude oil and S&amp;P 500 futures contracts. We find an average difference in returns between the highest and the lowest volatility state of around 200 basis points per day for crude oil, and of around 150 basis points per day for the S&amp;P 500. This finding suggests that the success in day trading can depend to a large extent on the volatility of the underlying asset. Paper [III] performs empirical analysis on short-term and long-term Commodity Trading Advisor (CTA) strategies regarding their exposures to unanticipated risk shocks. Previous research documents that CTA strategies offer diversification opportunities during equity market crisis situations when evaluated as a group, but do not separate between short-term and long-term CTA strategies. When separating between short-term and long-term CTA strategies, this paper finds that only short-term CTA strategies provide a significant, and consistent, exposure to unanticipated risk shocks while long-term CTA strategies do not. For the purpose of diversifying a portfolio during equity market crisis situations, this result suggests that an investor should allocate to short-term CTA strategies rather than to long-term CTA strategies.