Tato práce se zabývá technologiemi velkých dat v kontextu měření parametrů sítě. Popisuje téma velkých dat a jejich využití, představuje základní parametry sítě, jejich měření a metody zhodnocení. Vyhodnocuje RTR NetTest aplikaci, testovací proceduru a měřené parametry. Byla vytvořena skupina nástrojů pro posouzení základních kvantitativních parametrů mobilní sítě na základě dat z databáze RTR. Rozbor denního efektu shrnuje časovou proměnlivost sítě. Chování v prostoru je posouzeno binováním a shlukovou analýzou, současně se srovnáním řízeného testování a crowdsourcingu.

Abstract   Background: The dividend ex-day effect is the tendency of the stock price drop on the ex-day to be less than the dividend per share. This inclination is contrary to established theory of rational investor behaviour and is, thus, considered an anomaly in capital markets. The phenomenon was first observed more than half a century ago and has puzzled researchers ever since, resulting a myriad of theories trying to explain its cause. Nevertheless, the dividend ex-day effect still stands without a conclusive explanation. In Sweden, few studies have been conducted and none succeeds in explaining the phenomenon. In a recent addition to the many explanatory theories, Efthymiou and Leledakis (2014) propose the disposition effect as the driving factor behind the dividend ex-day effect. Compelling evidence for this notion is provided in an empirical study of the US market, warranting the consideration of a similar investigation in the Swedish market.   Purpose: The purpose of this study is to examine the relationship between the dividend ex-day effect and the disposition effect in the Swedish stock market. Method: This study is conducted using a deductive approach and a quantitative research strategy. Secondary data of OMXS stocks during the 2013-2017 period is gathered from Thomson Reuters Datastream. To fulfil the purpose, one sample t-tests and regression analyses are performed. Conclusion: Statistically significant results confirm that there is a pervasive dividend ex-day effect on the OMXS market. From here, it is found that there is a substantial difference in the price drop between stocks based on their performance: winning stocks display a higher price drop on the ex-day compared to losing stocks. Regression analyses indicate a positive relationship between the dividend ex-day effect and the disposition effect. Some evidence, although not statistically significant, suggest that for a specific stock, the price drop will be greater in times when the stock has had positive returns compared to when it has had negative returns. A remarkable finding in this study is that all tests indicate that the positive relationship between the dividend ex-day effect and the disposition effect appears to be fading out as the holding period of stocks gets longer.

Bakgrund: En fungerande kapitalmarknad är en förutsättning för en nations innovation,vilket i sin tur är fundamentalt för att uppnå ekonomisk tillväxt. Därav blir förståelsen för hurkapitalmarknaden fungerar av största vikt. En av de vanligaste frågorna investerare ochforskare ställer sig är huruvida marknader är effektiva? Kan investerare utgå ifrån attkapitalmarknaden är effektiv och att alla handlar på samma information? Frågan är viktigeftersom kapitalmarknaden är uppbyggd på ett förtroende hos allmänheten, om dettaförtroende raseras kan det få förödande konsekvenser för nationen, utifrån svårigheter medkapitalallokeringen. Denna studie undersöker, med utgångspunkt från effektiva marknader,fenomenet kallat ex-dagseffekten. Finns det prisavvikelser på marknaden och iförekommande fall, finns det en förklaring till detta? Utifrån det undersöker studien specifiktmikrostrukturen som förklaring till den potentiella prisavvikelsen. Syfte: Syftet med studien är att undersöka, analysera, samt förklara förekomsten av exdagseffektenoch dess relation med mikrostrukturen på OMX Stockholm Large Cap,respektive Mid Cap och Small Cap. Metod: Utifrån studiens behov att sammanställa en större mängd data har en kvantitativforskningsstrategi använts. Studiens sekundärdata är insamlad för utdelande bolag noteradepå OMX Stockholm Large, Mid samt Small Cap mellan årtalen 2016 och 2019. Insamladdata har sedan sammanställts till paneldata, vilken ligger till grund för studiens t-test samtmultipla regressioner. Slutsats: Utifrån studiens t-test påvisas att ex-dagseffekten föreligger på studiens utvaldamarknad. Vidare, utifrån studiens regressioner utläses det att mikrostrukturen har en negativpåverkan på PDR. Då förekomst av mikrostrukturen påvisas kan studien inte uttala sig omhuruvida marknaden som undersökts är ineffektiv eller ej. / Background: A functioning capital market is a prerequisite for the innovation of a nation,which in turn is fundamental to achieve economic growth. Hence, the understanding of howthe capital market operates becomes of paramount importance. One of the most commonquestions investors and researchers ask themselves is whether markets are efficient? Caninvestors assume that the capital market is efficient and that everyone trades on the sameinformation? The question is important because the capital market is built upon publicconfidence, and if this trust is destroyed, it can have devastating consequences for the nation,based on difficulties with capital allocation. This study examines, based on efficient markets,the phenomenon called the ex-day effect. Are there price deviations in the market, and ifapplicable, is there an explanation for this? Based on this, the study specifically examines themicrostructure as an explanation for the potential price deviation. Purpose: The purpose of the study is to investigate, analyze, and explain the existence of theex-day effect and its relationship with the microstructure of OMX Stockholm Large Cap, MidCap and Small Cap. Method: Based on the study's need to compile a larger amount of data, a quantitativeresearch strategy has been used. The study's secondary data is collected for distributingcompanies listed on OMX Stockholm Large, Mid and Small Cap between the years 2016 and2019. Collected data has then been compiled into panel data, which is the basis for the study'st-test and multiple regressions. Conclusion: Based on the study's t-test, it is demonstrated that the ex-day effect is present inthe study's selected market. Furthermore, based on the regressions models the study used, itcan be deducted that the microstructure has an impact of PDR. Since the presence of themicrostructure is detected, the study cannot comment on whether the market examined isinefficient or not.

This is a study of the ex-dividend day. The study covers six years (2007-2012) and studies the shares included in the OMXS30 on the Stockholm stock exchange. OMXS30 is a share index of the 30 most actively traded stocks on the exchange. The study comprised a total of 145 observations. The purpose of this study is to investigate if the stock price on the ex-dividend day unfolds as the efficient market hypothesis teach or if there exists room for speculation, and thus earn a return higher than the market.The ex-dividend day effect has been studied previously, both on the Swedish market but also abroad. The results of previous researchers are different but they all have one thing in common, namely that there is a certain ex-dividend day effect.When calculating the ex-dividend day effect, the stock prices had to be adjusted for the normal return that occurs during the ex-dividend day. The normal return is not something that is universally known, but must be estimated by the author. In this study, it was estimated using the OMXS30 index movements relative to each company's beta. After that price drop ratio is calculated. The authors found that the share price on average fell by about 90 % of the dividend amount, with the possibility of an excess return of approximately 0.37 %. This was according to statistical tests significantly different from one, indicating that the ex-dividend day effect exists. By studying each year the authors found significant discrepancies between the years that cannot be explained, the authors themselves could conclude that the price drop ratio exists in symbiosis with the current economic situation.

La France présente une grande diversité de conditions pédoclimatiques et par conséquent des systèmes d'élevage très variés. Pourtant, les schémas de sélection actuels en bovins laitiers considèrent que les meilleurs reproducteurs sont les mêmes quel que soit le type de système d'élevage, c'est-à-dire qu'il n'existe pas d'interactions Génotype*Milieu. L'objectif de cette thèse est de mesurer les interactions Génotype*Milieu en France sur les caractères laitiers et fonctionnels dans les 3 races bovines laitières principales (Normande, Montbéliarde, Holstein).Un point crucial dans ce type d'étude est la façon de définir le milieu. L'innovation de cette thèse est l'utilisation des profils Troupeau-Jour de Contrôle. Ce sont des coproduits du modèle génétique basé sur les contrôles élémentaires. Ils reflètent la production permise par la conduite de troupeau au cours du temps. Ils présentent l'avantage d'être disponibles à partir des bases de données nationales et d'être uniquement le reflet de la conduite, contrairement à d'autres définitions qui mêlent effet génétique et effet d'environnement au sein de la définition du milieu ou qui se focalisent sur certains points précis de la conduite sans prendre en compte son effet global. La description des profils Troupeau-Jour de Contrôle de plus de 15000 élevages normands, montbéliards et holsteins par des méthodes de lissage de séries temporelles, d'analyses factorielles et de classification a permis de créer 2 définitions du milieu en vue de l'étude des interactions Génotype*Milieu : des milieux définis comme des groupes d'élevages aux conduites distinctes ou un milieu défini comme un continuum à travers une ou des variables synthétiques.L'importance des interactions Génotype*Milieu a été estimées à partir de 2 types de modèles : un modèle multicaractères qui valorise la définition du milieu sous forme de groupes d'élevages et un modèle de norme de réaction qui valorise, quant à lui, le milieu défini comme un continuum. Les avancées méthodologiques proposées dans cette thèse concernent les modèles de normes de réaction. Des approches permettant de prendre en compte plusieurs variables d'environnement au sein d'un même modèle et de les résumer au sein d'une matrice génétique de rang réduit sont mises en avant.Aucun reclassement n'a été mis en évidence : les meilleurs reproducteurs sont les mêmes quel que soit le système d'élevage. Les schémas des sélections actuels sont donc performants. Il existe tout de même une interaction Génotype*Milieu significative sous forme d'effet d'échelle : la variabilité des valeurs génétiques des animaux est plus importante dans les systèmes d'élevage plus intensifs. Cet effet d'échelle ne sera pas pris en compte dans les modèles d'évaluation génétique, en revanche, il est possible d'imaginer un indicateur utilisable sur le terrain pour mesurer les écarts de performances, dus à cet effet, auxquels il faut s'attendre. / Because of the diversity of pedoclimatic conditions in France, dairy farms have very diversified herd management systems. For this reason, some breeders question the efficiency of the existing breeding schemes for their own management system. To overcome these concerns, a genotype by environment interaction study at the French national level has been considered necessary. The aim of this thesis is to assess the presence of genotype by environment interactions in Normande, Montbéliarde and Holstein breeds for production and functional traits.A tricky point in genotype by environment interaction studies is the environmentdefinition. The innovation of this thesis deals with the use of Herd-Test Day profiles.They are co-products of the French test day model. They reflect the production dueto herd management over time. They are available in national databases and only reflect herd management effect contrary to other definitions in which there is a confusion between genetic and environmental effects in the environment definition or which focus on specific features of the herd management without taking into account its global effect. Herd Test Day profiles of more than 15,000 herds have been studied through time series smoothing, factor analysis and clustering methods. It led to 2 definitions of the environment for the genotype by environment interaction study : environments defined as herd groups or one to several environmental gradients.Genotype by environment interactions were assessed with 2 models : the multitrait model and the reaction norm model. The first one uses herd groups as definition of the environment whereas reaction norm model considers the environment as a gradient. Several methodological improvements have been suggested for reaction norm models : taking into account several environmental gradients in a reaction norm model and summarizing them through a reduced rank genetic matrix.No reranking has been shown : the best parents are the same whatever the herd management system. Consequently, current breeding schemes are relevant. However, a scale effect exists : the variability of animal breeding values is higher in intensive herds. Genetic models will not account for this scale effect. However, a tool useful for breeders could indicate the deviation between expected performances and actual performances due to this scale effect.