The purpose of this thesis is to analyze market making trading strategy and explore possibilities of using such strategy for intraday trading on the markets with the limit order book. In theoretical part we prove profitability of specified market making strategy under certain assumptions and moreover analyze effect of change of parameters on the performance of the strategy using one dimensional stochastic processes. Next the assumption of constant fair price is relaxed which leads to deterioration of profitability of these strategies. Because one dimensional stochastic processes do not capture price creation in the real world, we propose stochastic model of intraday trading in the next chapter. Advantage of this approach is that we can observe state of the limit order book during whole trading session and therefore better simulate conditions for test of the strategies. Although proposed model exhibit many phenomenons observed in empirical data like volatility clustering, in some situations it produces unrealistically high spread caused by the construction of the model, because arrivals of market and limit orders are modeled as independent processes. Another disadvantages are need of relatively extensive data for model calibration and high sensitivity of model to change of parameters. Lastly we test three different market making strategies under different choice of model parameters and show that expected profitability is positive in all cases.

This masters’s thesis contains literary research about basic shaping methods of ceramic materials concerning the slip casting method. In addition, stabilization of ceramic slips, drying of ceramic green bodies and their subsequent sintering are described. This thesis also includes a description of plasma technology, including DCBD (Diffuse Coplanar Barrier Discharge) technology. In experimental part of this thesis the Al2O3 powder was treated with DCBD technology. From the prepared powder, the green body was prepared by the slip casting method, which was subsequently sintered by one-step and two-step sintering. The thesis describes the methods of preparation of ceramic samples and their evaluation. Evaluated experiments have shown that plasma technology has a positive effect on the treatment of ceramic powder Al2O3. Alumina ceramic samples of high relative density ( 99%) and low grain size (

This thesis deals with the study of intermetallic phases in cast duplex stainless steel ASTM A890 Grade 4A considering degradation of mechanical properties in the result of isothermal aging in the temperature of 700 °C and 595 °C. The period of aging in the temperature of 700 °C was ranging from 1 to 160 hours and in the temperature of 595 °C it was ranging from 24 to 245 hours. The study of microstructure after aging in the temperature of 700 °C has proved that the -phases, Laves phases, chromium carbides and chromium nitrides were excluded. The phase was observed after four hours of aging in the temperature of 700 °C in / interface for the first time. The transformation was performed by eutectoid mechanism according to the equation + 2. The Laves phase has been observed after 10 hours of aging in / interphase and later in the ferrite grain as well. Chromium carbides and nitrides have created a continuous contour along to the / and /2 interface. After the temperature of 595°C there have been observed a large amount of small precipitates in the structure. The precipitates have been extracted from some selected samples to carbon replica. Following analysis has confirmed the presence of chromium carbides, -phases and Laves phases. The deterioration of mechanical properties, caused by the influence of secondary phase exclusion, has been confirmed by the Vickers hardness test and impact test including fractography analysis of the fracture surface. The hardness has an increasing tendency while the impact strength has been significantly reduced.

This diploma thesis is focused on study of polymerization of hexa-1,5-diene catalyzed by phenoxy-imine titanium dichloride (FI Ti) and methylaluminoxane (MAO) as cocatalyst. Effect of monomer concentration, polymerization temperature and cocatalyst/catalyst ratio on catalytic activity, molecular weights, polydispersities and particularly microstructure of prepared poly(hexa-1,5-diene) was studied. 1H NMR spectroscopy revealed that the poly(hexa-1,5-diene) microstructure contained methylene-1,3-cyclopentane (MCP) as well as vinyl tetramethylene (VTM) units. Kinetics of this polymerization was studied. Finally, copolymer of ethene and hexa-1,5-diene possessing incorporated pendant vinyl group was prepared.

Cílem práce byla příprava porézních vzorků HAP pro potenciálně medicínské aplikace. HAP byl připraven metodou sol-gel a precipitační. Vzorky HAP byly podrobeny analýze FTIR, XRD, SEM. Takto připravený HAP byl napěněn pomocí houbové metody s jasně definovanými póry a pomocí polymerního a skleněného expanzelu s různou distribucí a velikostí pórů. U výsledných napěněných vzorků byla vyhodnocena mikrostruktura a povrchová analýza pomocí SEM, zjištěna porozita pomocí Hg porozimetru a sledována bioaktivita in vitro v SBF. Byly zjištěny jasně definované makro, mezo a mikro póry při různé distribuci. U houbové metody pomocí sol-gel došlo k vytvoření jasně definovaných a pravidelných pórů s monodisperzní porozitou. Dominantní velikost póru byla stanovena v rozmezí 1–5 µm. Celková porozita byla stanovena na 63,5 % s celkovým povrchem 3,048 1 m/g. Precipitační metodou s polymerním expanzelem došlo k polydisperznímu rozložení pórů s třemi hlavními fázemi v rozmezí: 50–100 µm, 5–10 µm a 0,5–1 µm. Celková porozita byla stanovena na 67,6 % s celkovým povrchem 19,090 3 m/g. Bioaktivita výsledných napěněných vzorků in vitro byla sledována po dobu 7 dnů v připraveném SBF. Při napěnění sol-gel houbovou metodou nevznikla výsledná bioaktivní vrstva. U precipitační metody napěněné pomocí polymerního expanzelu vznikla nepravidelná bioaktivní vrstva. Výsledky byly naměřeny pomocí SEM analýzy.

This diploma thesis is focused to nickel coatings on magnesium alloys. At the introduction of this work is briefly commented phase composition of AZ91 alloy, which is followed by detailed description of five very different theories of Ni-P coatings formation. Theoretical part is ended by review aimed to current states of development in areas of chemical nickel coating, influence of AZ91 alloy microstructure to current less deposition and possibility of surfactants influence to decrease of surface roughness. In experimental part of this thesis was the morphology and composition of Ni-P coatings including interlayers dependence on chemical composition of nickel-plating bath and magnesium alloy surface pre-treatment investigated using scanning electron microscopy and inverted optical microscopy. Average phosphorus content was obtained using energy dispersive analysis. Closing part of experimental part was dedicated for mechanical properties of coatings by micro-indentation analysis.

Aim of this study is to improve corrosion resistance of magnesium alloy AZ91 by conversion coatings. Influence of alloy microstructure on conversion coating growth and corrosion resistance was evaluated. Properties of pure magnesium and magnesium alloy AZ91 as well as the influence of alloying elements on properties of this alloy are described in theoretical part. Recent results of corrosion protection by conversion coatings on AZ type magnesium alloys are summarised in recherché part. Practical part focuses on preparation of hexavalent chromium based conversion coating and phosphate-permanganate based conversion coating on as cast AZ91 magnesium alloy, these coatings were subsequently applied on annealed AZ91 magnesium alloy. Corrosion protection of the coatings prepared on as cast and annealed alloy was evaluated by potentiodynamic measurements and testing in neutral salt spray. Furthermore the influence of plasma activation on phosphate-permanganate coating surface was studied.

This master thesis is concerns the preparation of Alkali Activated Materials, specifically Alkali Activated Slag (AAS), with the addition of fiber reinforcement. Alkali Activated Materials have great potential for use in construction practice. However, their use is limited by certain undesirable properties, which can be diminished by adding fiber reinforcement. This thesis deals with the influence of carbon fibers (2 % by weight of the binder) and carbon nanotubes (0,2 % by weigh of the binder) on the mechanical properties, microstructure and shrinkage of AAS. The results of the experiments which were carried out correspond with the literary research. Conclusions of this thesis agree with research published in original scientific papers.

The use of high-strength steel is more and more frequent in the car industry. I focused on USIBOR® 1500 steel welded by Nd-YAG laser. For my experiment, there were used various welding parameters and shielding gases. To compare the weld samples, I used the tensile, bending, macrostructure, microstructure and Vickers hardness test with different combinations of thickness as well as welded material.

The master thesis deals with the technology of surface hardening of steels by high power diode laser. The thesis is an experiment of surface hardening of steel 12 050 on various parameters of speed movement of the laser head and used power. At first, the work deals with the possible technology of surface hardening, industrial lasers and possible methods for measuring hardness. It describes the material used and the evaluation of the macrostructure and microstructure of the samples and evaluates the achievement of hardness, depending on the distance from the surface. The results are used to assess the suitability of the parameters during quenching.