The efficient market hypothesis is one of the most important propositions in finance theory and has been subjected to years of rigorous empirical testing. We examine power of a new tool for evaluating market efficiency, fractal dimension. Characteristics and abilities of fractal dimension measure are explored through extensive Monte Carlo simulations. We prove that it provides an accurate evaluation of market's efficiency and its changes. This approach is highly innovative and creates new possibilities for examination of markets. The uniqueness of fractal dimension is in its ability to assign a numerical ranking to examined series describing the level of (in)efficiency; it is accurate for small samples of observations and quickly reflects changes in market efficiency structure. Powered by TCPDF (www.tcpdf.org)

This thesis deals with the goodness of fit tests in nonparametric model in the presence of unknown parameters of the probability distribution. The first part is devoted to understanding of the theoretical basis. We compare two methodologies for the construction of test statistics with application of empirical characteristic and empirical distribution functions. We use kernel estimates of regression functions and parametric bootstrap method to approximate the critical values of the tests. In the second part of the thesis, the work is complemented with the simulation study for different choices of weighting functions and parameters. Finally we illustrate the use and the comparison of goodness of fit tests on the example with the real data set. Powered by TCPDF (www.tcpdf.org)

English The thesis explores the topic of cost planning of Public-Private-Partnership (PPP) projects in the Czech Republic, especially with respect to institutional settings and road infrastructure. First, the PPP concept is introduced from a theoretical perspective and compared to traditional public procurement. Then the financing of PPP projects is discussed in the context of project finance and the European PPP market. The main part of the thesis focuses on public procurement of road infrastructure and the advantages of the PPP organizational structure. Initially, flaws of the procurement institutions are identified and a number of solutions suggested. The solutions cover four main areas: improvement of procurement laws, better qualifications of public officials, strategic planning of needed roads and asset management perspective on the existing infrastructure. The question whether Czech institutions are hindering the potential of PPP projects is answered positively. Follows a thorough empirical analysis of a World Bank PPP model for highways through a Monte Carlo simulation. A particular case of R35 motorway is evaluated as a PPP project and key drivers of public and private NPV are identified and compared across three different scenarios. Heavyweight traffic intensity, its toll revenue and...

Physically-driven methods of simulating fluid dynamics and frequency-based ocean surface synthesis methods are of long-standing interest for the field of computer graphics. However, they have been historically used separately or without any interaction between them. This thesis focuses on the possibility of combining the approaches into one adaptive solution by proposing methods for unified surface representation, method result blending and one-way interaction between the methods. The thesis also outlines several future developments of the combined method and proposes a level-of-detail approach taking advantage of hardware tessellation that can be used regardless of what method was used for the simulation. Powered by TCPDF (www.tcpdf.org)

This master thesis deals with synthesis of 6I -N-monosubstituted β-CD bearing a linear spacer of various lenghts containing disulfidic bond and terminated by amine. Whole series was succesfully prepared by nucleophilic substitution of toluenesulfonyl group on tosyl β-CD by a spacer's amine group. In case of the shortest spacer (cystamine) 35 % yield was achieved. Synthesis of β-CD derivatives using longer and more lipophilic spacer derived from di-, tri- and tetraethylenglycol yielded 66 to 85 %. The oligoethylene spacers were prepared by standard chemical modifications. A separation method using n-butanol elution mixtures was optimized for isolation of β-CD derivatives. To better understand the β-CD derivative behavior in solution, molecular dynamics (MD) computations were used. The synthetized species were intended to be used for fluorescent sensor construction. For the same reason the inclusion of small organic molecules in β-CD cavity was studied with molecular dynamic simulations. MD method for computation of relative binding energy was optimized and gave values of right sign and order of magnitude.

The goal of this work is to create a program which simulates the dynamics of rigid bodies and their systems using GPGPU with an emphasis on speed and stability. The result is a physics engine that uses the CUDA architecture. It runs entirely on the GPU, handles collision detection, collision response and different forces like friction, gravity, contact forces, etc. It supports spheres, rods (which are similar to cylinders), springs, boxes and planes. It's also possible to construct compound objects by connecting basic primitives.

Title: Sound simulation of granular materials Author: Matej Marko Department: Department of Software and Computer Science Education Supervisor: doc. Ing. Jaroslav Křivánek Ph.D., Department of Software and Computer Science Education Abstract: In recent years, methods for simulating sounds of solid objects, fluids, fire and cloth have been developed. These methods extend existing methods for simulation of the visual behaviour of the respective phenomena and add physically based sounds that correspond with the visual information. The goal of this thesis is to investigate the possibility of creating a similar method for sound simulation of dry granular materials. We identified two distinct mechanisms responsible for the sounds of granular materials: the collisions of the particles of the granular material (granular collisions) and the collisions between the particles and a surrounding solid objects (solid objects collisions). We propose a method that uses acceleration noise to simulate the sounds of the granular collisions. The particles are approximated by a simplified spherical shapes. We also simulate the sound of the solid object collisions by using a modal analysis approach. Since most of the approaches to the visual simulation of granular materials do not provide the information about the particle...

The thesis deals with the study of the computer worm meeting several criteria (it should be fully distributed, decentralized and stealthy). These conditions lead to anonymity, longevity and better security of our worm. After presenting the recently used architectures and new technologies we analyse the known implementations. We propose the solutions with the new design together with the possible ways of improvements. In the next chapter we study biological concepts suitable for the new replication mode, where we implement the key concepts of functionality in a higher programming language. At design we have considered as important to be platform independent, so it is possible for the worm to spread in almost every computer environment, in dependence of implementation of the required modules. Powered by TCPDF (www.tcpdf.org)

This work tries to remedy the practical part of teaching development of software for real-time systems. It does so by creation of a platform on which students can practically learn aspects of development of software for real-time systems. % (feedback control, low level programming). The resulting platform consists of a plant, a visualizer and a controller. The plant represents an industrial machine, the visualizer displays the current state of the plant. The controller drives the plant. Students learn by developing a program for the controller. The resulting platform is realized as a hardware-in-the-loop simulation -- the controller's processor and devices are real hardware, and the plant is a simulated device. The platform has a low cost, low space requirements and it is not easily breakable. Powered by TCPDF (www.tcpdf.org)

Monetary and fiscally policy together form the main pillar of state policy, which allows responsible institutions to stimulate or damp the development of national economy. Crucial role of these operations should be research of impacts on the sectors of industry, the business entities, respectively. We can expect that stimulation, e.g. in the form of increased government spending or lower interest rate of the central bank, will have different responses across a range of branches. If mathematical model of alternative historical development of the economy is composed with simulations for selected industries, we can analyze how each branch is affected. If significant differences in response of macroeconomic stimulations are found, it is necessary to proceed to an analytical examination of the causal factors that could stand in the background probably. It appears appropriate to apply financial analysis and on its basis it is possible to evaluate the structure of assets, financing, attainment of profits and other factors, whose characteristics is a strong explanatory power of the composition and function of the analyzed branch in the economy as a whole.