16 research outputs found
Neural Network Based Approach to Recognition of Meteor Tracks in the Mini-EUSO Telescope Data
Mini-EUSO is a wide-angle fluorescence telescope that registers ultraviolet
(UV) radiation in the nocturnal atmosphere of Earth from the International
Space Station. Meteors are among multiple phenomena that manifest themselves
not only in the visible range but also in the UV. We present two simple
artificial neural networks that allow for recognizing meteor signals in the
Mini-EUSO data with high accuracy in terms of a binary classification problem.
We expect that similar architectures can be effectively used for signal
recognition in other fluorescence telescopes, regardless of the nature of the
signal. Due to their simplicity, the networks can be implemented in onboard
electronics of future orbital or balloon experiments.Comment: 15 page
Reakce na Velkou hospodářskou krizi v přednáškách České společnosti národohospodářské v letech 1931-1938
Institut ekonomických studiíInstitute of Economic StudiesFakulta sociálních vědFaculty of Social Science
The use of copula functions for predictions of market contagion of liquidity risk
In this diploma thesis we tried to model liquidity risk with the use of copula functions. We presented theoretical background for both areas, theory of copulas and liquidity risk. Empirical work is focusing more on the liquidity in CEE countries and especially in Slovakia and Czech Republic. In this part we created a market liquidity index for Slovak financial market and analyzed affects of liquidity problems during the financial crisis on the overall liquidity in this market. Furthermore, we modelled the possibility of market contagion of liquidity risk in Czech banking sector, based on loan-to-deposit ratios of Komerční banka, Česká spořitelna and GE Money Bank
Využití kopulových funkcí na predikci nákazy trhu rizikem likvidity
V tejto diplomovej práci sme sa pokúsili modelovať likviditné riziko s pomocou kopulových funkcií. Prezentovali sme teoretické pozadie pre obe oblasti, teóriu kopúl a likviditné riziko. Empirická časť sa zameriava viac na likviditu v štátoch strednej a východnej Európy a hlavne na Slovensku a Českej republike. V tejto časti sme vytvorili trhový likviditný index pre slovenský finančný trh a analyzovali dopad likviditných problémov počas finančnej krízy na celkovú likviditu na tomto trhu. Ďalej sme modelovali možnosť nákazy trhu rizikom likvidity v českom bankovom sektore, na základe ukazovateľa celkových úverov k celkovým vkladom Komerčnej banky, Českej sporitelne a GE Money Bank.In this diploma thesis we tried to model liquidity risk with the use of copula functions. We presented theoretical background for both areas, theory of copulas and liquidity risk. Empirical work is focusing more on the liquidity in CEE countries and especially in Slovakia and Czech Republic. In this part we created a market liquidity index for Slovak financial market and analyzed affects of liquidity problems during the financial crisis on the overall liquidity in this market. Furthermore, we modelled the possibility of market contagion of liquidity risk in Czech banking sector, based on loan-to-deposit ratios of Komerční banka, Česká spořitelna and GE Money Bank.Institute of Economic StudiesInstitut ekonomických studiíFaculty of Social SciencesFakulta sociálních vě
Liquidity market support during the global crisis
Liquidity risk management ranks to key concepts applied in finance.
Liquidity is defined as a capacity to obtain funding when needed, while liquidity risk
means as a threat to this capacity to generate cash at fair costs. In the paper we
present liquidity market support during the global crisis in the 2007-2009 period and
related regulatory challenges. We see five main regulatory liquidity risk management
issues requiring revision in coming years: liquidity measurement, intra-day and intragroup
liquidity management, contingency planning and liquidity buffers, liquidity
systems, controls and governance, and finally models testing the viability of business
liquidity models