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Teorie extrémních hodnot v aktuárských vědách / Extreme Value Theory in Actuarial SciencesJamáriková, Zuzana January 2013 (has links)
This thesis is focused on the models based on extreme value theory and their practical applications. Specifically are described the block maxima models and the models based on threshold exceedances. Both of these methods are described in thesis theoretically. Apart from theoretical description there are also practical calculations based on simulated or real data. The applications of block maxima models are focused on choice of block size, suitability of the models for specific data and possibilities of extreme data analysis. The applications of models based on threshold exceedances are focused on choice of threshold and on suitability of the models. There is an example of the model used for calculations of reinsurance premium for extreme claims in the case of nonproportional reinsurance.
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Analýza mechanických vlastností balzového dřeva na mesoúrovni pomocí zkušebního stroje iErudioGrossová, Olga January 2015 (has links)
This thesis analysis the mechanical properties of balsa wood mesolevel using the test machine iErudio. The thesis aim is to experimentally determine the mechanical properties of balsa wood (Ochroma lagopus). On the prototype minimachine iErudio is a set of measurements. Specifically, tensile and bending tests. Another objective is to determine the Poisson ratio on measured levels. These properties will be obtained from image data recorded device iErudio and calculated using the digital image correlation. Another objective is to evaluate the work done with the prototype device, point out the advantages and disadvantages. To analyse data using a commercial computer program VIC 3D and Mercury RT, which process the results using digital image correlation. The work has provided us with confirmation of mechanical characteristics of balsa and the suitability of using "minimachine" iErudio the performed tests.
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Politika nízkých úrokových měr a změny v cenách aktiv: Empirická analýza / Low Interest Rates and Asset Price Fluctuations: Empirical EvidenceAli, Bano January 2018 (has links)
The thesis focuses on estimating the effect of expansionary monetary policy concerning asset prices, specifically house and stock prices as they are of pri- mary importance in financial markets. A structural vector autoregressive model is used including data for the Euro Area, the United Kingdom, and the United States from 2007 to 2017. Moreover, instead of short-term nominal interest rate, the shadow policy rate is used to measure the stance of both conventional and unconventional monetary policy. It is useful when policy rates of central banks are at or near zero as it neglects the zero-lower bound. Using both impulse response functions and forecast error variance decomposition, results suggest that higher interest rates are indeed associated with lower asset prices. That is confirmed by including two different estimates of shadow rates into the model and observing the effect for two specific types of assets. More precisely, house prices react almost immediately showing the most substantial decrease for the United Kingdom, while stock prices slightly increase at first and de- crease afterward with similar size of the effect for all areas under consideration. Finally, the discussion of how the monetary authority should react to asset price fluctuations is provided, summarizing the vast amount of literature...
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Inflation Convergence in the European Union: the effect of monetary regimes, the global financial crisis and the zero lower bound / Inflation Convergence in the European Union: the effect of monetary regimes, the global financial crisis and the zero lower boundBrož, Václav January 2017 (has links)
Synchronizace inflačních cyklů je jednou z podmínek teorie optimální měnové unie, a jelikož bude jednoho dne valná většina členských států EU používat euro, zdá se analýza konvergence jejich inflačních měr jako rozumná i z dnešního pohledu. Používáme data měřítka harmonizovaného indexu spotřebitelských cen, jakož i velmi flexibilní model zdánlivě nesouvisejících regresních modelů a podáváme důkaz o všeobecně rozšířeném, setrvalém a robustním výskytu konvergence inflace v celé EU mezi lety 1999 a 2016. Navíc nám naše metodologie umožňuje zahrnout do modelu řadu dummy proměnných indikujících konkrétní období s možným dopadem na konvergenci inflace. V tomto smyslu ukazujeme, že měnové režimy zaměřené na cenovou stabilitu (inflační cílování, opatření omezující pohyb měnového kurzu) mají příznivý dopad, období globální finanční krize a nulové dolní meze se obecně nejeví jako rušivé, zatímco efekt zavádění společného evropského práva zůstává nejistý. Naše hlavní závěry implikují, že synchronizace inflace zřejmě nepředstavuje problém pro další rozšíření Eurozóny.
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Analytický řešič pro pevnostní výpočet náprav dvojkolí / Anylytical solver for strength calculation of railway axlesFišer, Petr January 2012 (has links)
This master thesis deals with wheel set axles of rail vehicles, their design and methods of implementation stress analysis. In this work, I created a powered locomotive wheel set: axle and wheel. For the purpose of the design department of the Bonatrans Group a.s. company I developed an analytical solver, which allows creating stress analysis, which will be used for verifying finished design and in addition it allows printing of stress analysis as report for the railway´s offices. Next step was a stress analysis of this design of axle in this analytical solver.
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Reologické vlastnosti cementových past s přídavkem amorfního SiO2 / Reological properties of cement pastes modified by amorphous SiO2Zimmermann, Štěpán January 2017 (has links)
The subject of this thesis are the rheological properties of cement paste with the addition of amorphous silicon dioxide. The basic rheological parameters are that describe the behavior of cement pastes in the fresh state. The work also included rheological tests including measurement principle and method of evaluation. Effect of mineral admixtures with high content of amorphous SiO2 is summarized the available scientific articles. In the experimental part, the effects of impurities with a high content of amorphous SiO2 on the rheological properties of fresh cement paste. It was tested by substitution of up to 10 % by weight of cement in the cement pastes mineral admixtures of different chemical composition, particle size and pozzolanic activity. Flow measurement was measured yield value, viscosity, and flow index. The stability of cement pastes was investigated oscillatory measurements. To complement the behavior pastes in the fresh state was determined by calorimetry. Test results were compared with those determined by reference samples and compared the effect of various ingredients.
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Eliminace negativních vlastností betonů vyvolaných použitím recyklovaného kameniva pomocí čedičových vláken / ELIMINATION OF NEGATIVE PROPERTIES OF CONCRETE INDUCED BY THE USE OF RECYCLED AGGREGATES USING BASALT FIBERSFittl, David January 2022 (has links)
The thesis summarises information about recycled aggregates and basalt fibres, their interaction in composite material such as concrete. It focuses on the potential deficiencies and properties of concrete due to the use of recycled aggregates and on the possibilities of their subsequent elimination of their negative impact by the use of basalt fibres. It characterizes individual raw materials and their interaction in concrete. It includes verification of the properties of the individual sub-components and the resulting concrete itself. An assessment is made of the impact of the use of recycled aggregates on the properties of concrete (compresive strength, static modulus of elasticity, residual flexure tensile strength and others). The thesis discusses the question of whether the same or similar mechanical properties of concrete can be achieved with natural and recycled aggregates using basalt reinforcing fibres. The work provides for the possibility of settlement the values of these concrete parameters by using basalt fibres as a dispersed reinforcement in concrete. The recycled aggregates come from concrete company JARO AS in the north of Norway, where this work was conducted with the financial support from Erasmus+ at The Arctic University of Norway - campus Narvik.
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Hydrodynamické tlumiče na principu magnetické kapaliny / Hydrodynamic dampers on the principle of magnetic fluidPřikryl, Matěj January 2017 (has links)
This diploma thesis covers the topic of magnetic fluids and their utilisation in hydrodynamic dampers. The first part of the work consists of research on the current state of technology in hydraulic dampers with the focus on dampers using magnetorhelogical fluid. This chapter is followed by research on magnetic fluids with regard to their physical properties and mathematical description, which is used for CFD simulation of flow. The second part deals with the computational simulation of the flow of MR liquid in real MR damper in order to determine the damping characteristic and it's comparison with the experimental data.
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Vliv etherů celulózy na reologické vlastnosti vápna / Influence of cellulose ethers on rheological properties of limeHegrová, Michaela January 2018 (has links)
The subject of this diploma thesis is a study of the influence of cellulose ethers on the rheological properties of lime. The theoretical part focuses on rheological parameters, techniques and test equipment used in rheology measurements. Various types of cellulose ethers and their influence on the rheological properties of fresh mortars are described. The practical part deals with the study of the influence of different types and quantities of cellulose ethers on the properties of fresh lime pastes and mortars. The results were obtained from measurements on a rotational rheometer with a special geometry for building materials. Measuring methods used were flow and oscillatory tests. Yield stress, viscosity and flow index were determined by the flow measurement. The stability and stiffness of fresh materials were determined during the oscillation measurements. The measured results are then evaluated and compared.
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Vliv velikosti částic kosmetických pigmentů na vlastnosti finálního výrobku / Influence of particle size of cosmetic pigments on final properties productObručová, Kateřina January 2020 (has links)
This diploma thesis is focused on the study of the influence of the of size cosmetics pigments on the properties of the final product. This effect was studied on samples of make-up given by industry partner. Make-up samples were measured by the rheology method and the yield stress of all samples was determined. Scanning electron microscopy was used to determine the size and shape of the pigment particles. Particle size was also measured by dynamic light scattering, but the results were influenced by forming aggregates. To easier determination of the types of pigments in the sample was determined elemental composition of the pigments (Ti, Fe, O, Al) by EDS detector. Due to the unknown composition of make-up, the information was supplemented by X-ray powder diffraction (XRD) analysis, and it was possible to determine the compounds TiO2 (anatase and rutile), FeOOH and Fe2O3. The results obtained by these methods showed what pigments can be found in make-up samples, what their sizes and shapes are. It has been shown that the smaller the pigments are, the higher the viscosity and yield stress of the final product. The higher these quantities, the harder it is to handle the product.
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