The aim of this master thesis was to design and develop decision making solution (Business Intelligence) for company Toprecepty.cz. Thanks to this solution, company management will have the ability to produce better decisions based on gained analytical information.

We model Normal Inverse Gaussian distributed log-returns with the assumption of stochastic volatility. We consider different methods of parametrization of returns and following the paper of Lindberg, [21] we assume that the volatility is a linear function of the number of trades. In addition to the Lindberg’s paper, we suggest daily stock volumes and amounts as alternative measures of the volatility. As an application of the models, we perform Value-at-Risk and Expected Tail Loss predictions by the Lindberg’s volatility model and by our own suggested model. These applications are new and not described in the literature. For better understanding of our caluclations, programmes and simulations, basic informations and properties about the Normal Inverse Gaussian and Inverse Gaussian distributions are provided. Practical applications of the models are implemented on the Nasdaq-OMX, where we have calculated Value-at-Risk and Expected Tail Loss for the Ericsson B stock data during the period 1999 to 2004.

The goal of this diploma thesis is to develop a tool for monitoring electricity grid state in real-time. The theoretical part of the thesis covers real-time power grid monitoring and reporting knowledge, solutions and standards currently existing on the market and answers questions about what, how and why it should be monitored. This thesis describes TSCNET as electricity grid coordinator in Central Europe and Unicorn Systems and its current solutions for this industry. Also, modern approaches for development of the real-time BI are mentioned. Customised solution for the customer is presented. Chapter Material and methods introduces multiple tools used for the development of such a tool – Pentaho, JMS, MOM, AMICA, RIS, Vue etc. BPMN is used for ETL process modelling. Results describe the tool implementation based on the application integration principles, available solutions mentioned in methods part of this thesis and feasibility study. In the next part, physical model is created, communication interface is set, ETL diagrams are provided and all is implemented to generate CSV file output with grid state data. In addition, presentation layer is developed using Vue, NodeJS and client-server sockets. This layer visualises real-time tables containing grid state contingency and load-flow analysis results and also allows managers to regulate the newly implemented tool. Even though this tool presented in this thesis is deeply customised and developed for business processes of a specific company, it still can be the clue for further research of the real-time solutions and tools.

This master’s thesis deals with the realization of a data warehouse for a selected company. The data warehouse is oriented on the process of translation quality assessment and is created on Microsoft SQL Server. The thesis includes designing a data model, implementation of physical structures and the whole ETL process, which is used for the automatic loading of transformed data.Formula clause:Faculty of Business and Economics of Mendel University in Brno decided to postpone the publication of the final thesis for 3 years. After the period the publication of the final thesis will be piblished in the UIS.

Diploma thesis focuses on topic of business performance management realized through Business Intelligence application created on the basis of a balanced set of indicators within the Balanced Scorecard method. The first part introduces the reader with theoretical foundations. First, it describes the basic principles of the BSC method and meaning of dividing strategic objectives into four perspectives. Subsequently, it introduces the heart of BI - a multidimensional approach, displays the BI architecture and defines its components. At the end it compares the types of database systems. There is also a comparison of this thesis with other projects dealing with similar themes in the theoretical part. After the theoretical chapters comes a practical part which aims at design and development of BI applications for a real company so as to comply with the requirements of top managers and the corporate strategy. At the beginning it introduces a firm to which the project is applied. This is an existing organization operating in the area of car sales and services. The corporation is called under a fictitious name "AUTO a.s." in this thesis. In cooperation with its managers the SWOT analysis and strategic objectives is defined. This determines the key requirements for setting up the BI application. An example of a BI solution that allows managers to effectively monitor the development objectives, brings the main benefit of the whole work. For this purpose is built data warehouse, which is then filled with transformed data from source systems using Data Pump. Then, above the Data Warehouse, two OLAP cubes can be created. Presentation layer, created in MS Excel 2007, handles the interpretation of the results to end-users.

Les sections efficaces d'excitation collisionnelle sont des ingrédients essentiels dans la modélisation des propriétés radiatives d'un plasma hors équilibre thermodynamique. Dans le cas où le système électron-ion peut être considéré comme isolé, diverses méthodes quantiques issues de la théorie de la diffusion existent pour traiter correctement ce problème. Dans un plasma dense, on s'attend à ce que les particules voisines perturbent considérablement ces transitions. La modélisation du plasma par l'intermédiaire d'un potentiel perturbateur purement radial à déjà été effectuée, mais elle n'est pas satisfaisante pour les excitations collisionnelles car elle ne parvient à rendre compte ni de la levée de dégénérescence des niveaux ni de ses conséquences. Nous avons levé la "symétrie sphérique" en introduisant le microchamp électrique quasistatique produit par les ions voisins. Cette étude théorique inédite nous a permis de réaliser un code numérique, calculant automatiquement les forces de collision et taux collisionnels d'ions complexes de manière précise (Distorted Waves) en présence d'un microchamp reproduisant fidèlement la réalité. Nous avons appliqué cette étude au cas de l'Aluminium hydrogénoïde et héliumoïde. La prise en compte du microchamp électrique sur les sections efficaces d'excitation collisionnelle fait apparaître notablement les transitions issues d'états de moment angulaire élevé. En particulier, les sections efficaces de transitions interdites en l'absence de microchamp augmentent de plusieurs ordres de grandeur en sa présence et deviennent de l'ordre de celles des transitions autorisées. Nous avons, en outre, réalisé un code collisionnel-radiatif stationnaire élémentaire pour évaluer l'influence de ces modifications sur les profils de raies correspondants. L'importance de l'effet précédent n'élargit, cependant, que légèrement les raies Lyman beta, gamma et Helium gamma.

台灣風險基礎資本額制度實施至今已將近七年，但風險係數卻從未調整，本研究主要針對股票指數與匯率之風險係數探討其是否有更新之必要，藉由1986年12月至2009年12月之資料，利用GARCH模型及EGARCH模型進行風險係數之估計，除了和風險基礎資本額制度相同，以風險值為考量外，另外加入條件尾端期望值，並比較其與風險值之差別。 實證結果發現，僅部分財務時間序列有顯著之槓桿效果，因此使用GARCH模型估計風險係數較為合適；所估計之風險係數，無論是股價指數或是匯率，其估計結果皆比現行標準高出許多。 / In Taiwan, Risk-based capital (RBC) is set up in 2003. From 2003 until now, no matter how the economical environment has changed, the risk factors have remained all the same.This research mainly focuses on the risk factors of stock index and foreign exchange and wants to know if the risk factors need to be changed. The data this research encompasses is from December 1986 to December 2009.The risk factors are estimated by GARCH model and EGARCH model, utilizing not only the VaR but also the conditional tail expectation (CTE). From the result, only a few financial time series have shown leverage effect, therefore it is indeed more appropriate to apply GARCH model in risk factors estimation. Moreover, the risk factors from the result of this research, whether it is stock index or foreign exchange rate, are significantly higher than the risk factors standard applicable in Taiwan at the present.

Business Intelligence (BI) concept has continued to play a vital role in its ability for managers to make quality business decision to resolve the business needs of the organization. BI applications comes handy which allows managers to query, comprehend, and evaluate existing data within their organizations in order to obtain functional knowledge which then assist them in making improved and informed decisions. Data warehouse (DW) is pivotal and central to BI applications in that it integrates several diverse data sources, mainly structured transactional databases. However, current researches in the area of BI suggest that, data is no longer always presented in only to structured databases or format, but they also can be pulled from unstructured sources to make more power the managers’ analysis. Consequently, the ability to manage this existing information is critical for the success of the decision making process. The operational data needs of an organization are addressed by the online transaction processing (OLTP) systems which is important to the day-to-day running of its business. Nevertheless, they are not perfectly suitable for sustaining decision-support queries or business questions that managers normally needs to address. Such questions involve analytics including aggregation, drilldown, and slicing/dicing of data, which are best supported by online analytical processing (OLAP) systems. Data warehouses support OLAP applications by storing and maintaining data in multidimensional format. Data in an OLAP warehouse is extracted and loaded from multiple OLTP data sources (including DB2, Oracle, SQL Server and flat files) using Extract, Transfer, and Load (ETL) tools. This thesis seeks to develop DW and BI system to support the decision makers and business strategist at Crystal Entertainment in making better decision using historical structured or unstructured data.

Business Intelligence (BI) is the set of techniques and technologies that support the decision-making process by providing an aggregated insight on data in the organization. Due to the numerous potentially useful data hold by the events and applications running in the organization, the BI market calls for new technologies able to suitably exploit it for analysis wherever it is available. In particular, the Extract, Transform, and Load (ETL) processes, the fundamental BI technology responsible for integrating and cleansing organization data, must respond to these requirements.<p><p>However, the development of ETL processes is still considered to be very complex and time-consuming, to such a point that roughly 80% of the BI project effort is dedicated to the ETL development. Among the phases of ETL development life cycle, ETL modeling is a critical and laborious task. Actually, this phase produces<p>the first effective formal representation of the ETL process, i.e. ETL model, that is completely reused and refined in the subsequent phases of the development.<p><p>Typically, the ETL processes are modeled using vendor-specific ETL tools from the very beginning of development. However, these tools are unsuitable for business users since they induce overwhelming fine-grained models.<p><p>As an attempt to provide more appropriate tools to business users, vendor-independent ETL modeling languages have been proposed in the literature. Nevertheless, they still remain immature. In order to get a precise view on these languages, we conduct a survey which: i) defines a set of criteria associated to major ETL<p>requirements identified in the literature; ii) compares the surveyed conceptual languages, issued from research work, to the physical languages, issued from prominent ETL tools; and iii) studies the whole methodologies of ETL development associated<p>to these modeling languages.<p><p>The analysis of our survey reveals several drawbacks in responding to the ETL requirements. Particularly, the conceptual languages have incomplete elements for ETL modeling with few or no formalization. Several languages are only descriptive with no ability to be automatically implemented into executable code, nor are they able to be automatically maintained according to changes over time.<p><p>To address these shortcomings, we present, in this thesis, a novel approach that tackles the whole development life cycle of ETL processes. <p><p>First, we propose a new vendor-independent language aiming at modeling ETL processes similar to typical business processes, the processes responsible for managing the operations in an organization. The rational behind this proposal is to provide ETL processes with better access to data in events and applications of the organization, including fresh data, and better design capabilities such as available analysis for any users. By using the standard representation mechanism denoted BPMN (Business Process Modeling and Notation) and a classification of ETL elements resulting from a study of the most used commercial and open source ETL tools, the language enables building agile and full-edged ETL processes. We name our language BPMN4ETL to refer to BPMN for ETL processes.<p><p>Second, we build a model-driven framework that provides automatic code generation capability and ameliorates maintenance support of our ETL language. We use the Model-Driven Development (MDD) technology as it helps in developing software, particularly in automating the transformation from one phase of the software development to another. We present a set of model-to-text transformations able to produce code for different business process engines and ETL engines. Also, we depict the model-to-model transformations that automatically update the ETL models with the aim of supporting the maintenance of the generated code according to data source evolution. A demonstration using a case study is conducted as an initial validation to show that the framework covering modeling, implementation and maintenance could be used in practice.<p><p> To illustrate new concepts introduced in the thesis, mainly the BPMN4ETL language, and the implementation and maintenance framework, we use a case study from the fictitious Northwind Traders company, a retailer company that imports and exports foods from around the world. / Doctorat en Sciences de l'ingénieur / info:eu-repo/semantics/nonPublished

Diploma thesis is focused on the strategic performance management and Business Intelligence domain. Main objectives of the thesis are to define strategic goals of building enterprise by help of the Balanced Scorecard (BSC) concept and to assign specific metrics to these strategic goals. Another objective of this work is to design Business Intelligence (BI) implementation which means building a data warehouse upon company data, multidimensional cubes and user-defined reports. Initial theoretical principles are described in the first part of this work in which main issues of strategic performance management, BSC concept and BI domain are specified. In the practical part the strategic goals and specific metrics of building enterprise are defined. The output of this chapter is an overall strategic map containing strategic goals with assigned metrics and also comments describing mutual relationships of these goals. Next chapter deals with building a data warehouse upon company data, multidimensional cubes and user-defined reports with measured values interpretation. Contribution of the thesis consists in the enterprise management model upon BSC concept which helps specify strategic goals and also the design of BI implementation which should simplify monitoring of these strategic goals by the help of the metrics specified. Another contribution for building industry enterprise management can be an overview of main BI technologies and the ways and means of its practical application.