Modeling a Distribution of Mortgage Credit Losses

One of the biggest risks arising from financial operations is the risk of counterparty default, commonly known as a “credit risk”. Leaving unmanaged, the credit risk would, with a high probability, result in a crash of a bank. In our paper, we will focus on the credit risk quantification methodology. We will demonstrate that the current regulatory standards for credit risk management are at least not perfect, despite the fact that the regulatory framework for credit risk measurement is more developed than systems for measuring other risks, e.g. market risks or operational risk. Generalizing the well known KMV model, standing behind Basel II, we build a model of a loan portfolio involving a dynamics of the common factor, influencing the borrowers’ assets, which we allow to be non-normal. We show how the parameters of our model may be estimated by means of past mortgage deliquency rates. We give a statistical evidence that the non-normal model is much more suitable than the one assuming the normal distribution of the risk factors. We point out how the assumption that risk factors follow a normal distribution can be dangerous. Especially during volatile periods comparable to the current crisis, the normal distribution based methodology can underestimate the impact of change in tail losses caused by underlying risk factors.Credit Risk, Mortgage, Delinquency Rate, Generalized Hyperbolic Distribution, Normal Distribution

Testing of Embedded Database Systems for Mobile Devices

Cílem práce je otestovat vybrané embedded databázové systémy, které jsou určeny pro mobilní zařízení. V rámci práce se čtenář dozví základní informace o jednotlivých typech databázových systémů a budou mu vysvětleny některé základní pojmy z oblasti databází. Čtenáři jsou představeny vybrané testované databázové systémy (SQLite, LiteDB, RealmDB a CouchBaseLite), jejich základní charakteristiky, vzájemné porovnání a je popsán samotný benchmark, kterým jsou vybrané databázové systémy testovány. Hlavním výsledkem práce je srovnání a vyhodnocení výsledků získaných hodnot z testování napříč vybranými systémy.The purpose of this thesis is to test four embedded database systems designed for mobile devices. In the first part of the thesis a brief summary is given of the types of database systems and of basic database terminology. The subsequent chapter introduces the database systems that have been chosen for testing (SQLite, LiteDB, RealmDB and CouchBaseLite), their basic characteristics and mutual comparison. Next the thesis continues to describe the particular benchmark that was used to test the above mentioned database systems. The same chapter also describes the logic and principles of the testing methodology. The final chapter of the thesis compares and evaluates the final values gathered during the testing of each of the database systems.460 - Katedra informatikydobř

Criminality, capital jurisdiction and everyday life on domain of Náchod in years 1513-1618

Na řadu dílčích otázek jsem již odpověděl na příslušných místech této práce. Nyní zbývá udělat sumář několika zásadních otázek. Odpovědi, které na ně dávám jsou pouze dílčí a mají-li mít širší platnost je nutné je verifikovat na základě zpracovaní mnohem širšího spektra pramenného materiálu. Vyjdeme-li ovšem z teze, že např. Náchod nebyl nikterak specifickým poddanským městem, je možné vyslovit řadu zobecňujících tvrzení, které jsou pouze hypotézami, či inspirativními otázkami, které mohou být v budoucnu potvrzeny či vyvráceny. První závažnou otázkou je zda-li v předbělohorské době existovala diferenciace udílených trestů v různých regionech českého království. Myslím, že se samozřejmě nabízí možnost, že dokud nebyl systém plně unifikován, hrozilo nebezpečí, že stejný čin bude posuzován na dvou panstvích rozdílně. Vzhledem k tomu, že všechny městské rady se držely zhruba stejných právních příruček a navíc velmi často využívali možnosti udělit trest smrti, můžeme říci, že i před rokem 1618 byl trestné činy posuzovány shodně na celém území Čech.In my bachelor's work I wrote about criminality and everyday life on early modern domain of Náchod between the years 1513-1618. I tried to describe how did the town council of Náchod worked and with which royal regulations they operated. I also did the statistic quatification of all crimal delicts which are mentioned in "pitch" or "black" book of Náchod and other materials of court provenance. I also compared court causes from other "pitch"/ "black" books which were published in the past with material from Náchod's archive. I tried to use modern historical methods such as microhistory and historical antropology to show which postures took early modern society to different types of criminal delicts or other problematic phenomenons like sexual life before marriage, suicide, rape or witchcraft. In connection with this I tried to clear up why were criminal delicts like infaticidium or witchcraft punished with such brutal death penalty. Also I tried to describe in details the fact that punishment wasn 't irreversible. The town council was very open to requests of mercy espacially if local priest or a clerk of Náchod's suzerain were interested in it. I also tried to show that there were no big differencies between court practice all over the Bohemian kingdom. Unfortunatelly some questions, like the role of...Institute of Czech HistoryÚstav českých dějinFaculty of ArtsFilozofická fakult

Capital jurisdiction, criminality and everyday life on domain of Náchod and in king's town Nymburk between the years 1513-1618

Hrdelní soudnictví, kriminalita a každodenní život na panství Náchod a v královském městě Nymburce v letech 1513-1620 Tato diplomová práce pojednává o roli kriminality v každodenním životě na náchodském panství a v královském městě Nymburce v letech 1513-1620. Pokusil jsem se popsat způsob práce městských soudů. Jak přistupovali k jednotlivým deliktům a s jakými svody raněnovověkého práva pracovaly. Provedl jsem statistické vyhodnocení všech kriminálních deliktů, o nichž byl nalezen záznam v náchodském, či nymburském archivu. Pracoval jsem především se smolnými knihami a doplňkovým soudním materiálem včetně ortelních manuálů apelačního soudu, které jsou uloženy v Praze. Využil jsem moderních historických metod (např. historická antropologie a mikrohistorie) i klasických postupů právní historie. Snažil jsem se objasnit postoje raněnovověké společnosti ke kriminálním deliktům i problematickým fenoménům jako je předmanželský sex, sebevražda, znásilnění a čarodějnictví. Zabýval jsem se také skladnou trestů, které městské soudy vynesly. Dále jsem sledoval fakt, že rozhodnutí soudu bylo možné zvrátit. Soud byl otevřen přímluvám přátel odsouzených, vrchnostenských úředníků i místních kněží. Došel jsem k závěru, že nebylo velkých rozdílů mezi prací náchodského a nymburského soudu. Je zřejmé, že jako všechny městské...Capital jurisdiction, criminality and everyday life on domain of Náchod and in king's town Nymburk between the years 1513-1618 In this diploma paper I dealt with criminality and everyday life on the early modern domain of Náchod and in the king's town Nymburk between the years 1513-1620. Firstly I tried to describe how the town councils worked and with which central regulations they operated. Secondly I did the statistic quatification of all criminal delicts which are mentioned in "pitch" or "black" books of Náchod and Nymburk and other materials of court provenance. Then I compared court causes from other "pitch"/ "black" books which were published in the past with material from Náchod's and Nymburk's archive. I managed to use modern historical methods such as microhistory and historical anthropology to show which postures took early modern society to different types of criminal delicts or problematic phenomenona like sexual life before marriage, suicide, rape or witchcraft. In connection with this I tried to clear up why were criminal delicts like infanticide or witchcraft punished with such a brutal death penalty. As well as this I attempted to describe in details the fact that punishment was not irreversible. The town council was very open to requests of mercy especially if a priest or a clerk of local...Institute of Czech HistoryÚstav českých dějinFaculty of ArtsFilozofická fakult

Algoritmy pro problémy multi-agentního vyzvednutí a doručení

In this thesis, we explore the world of Multiagent pickup and delivery algorithms. Basic definitions, as well as simple extensions, are introduced to the reader. State-of-the- art algorithms are thoroughly described, analyzed, and tested in various environments based on multiple conditions. We describe the scalability of the algorithms and demon- strate it in multiple scenarios. The thesis includes a short overview of explainable plans, their motivation, and their implementation. Support software was created for conducting experiments, visualization, and making explainable plans. 1V rámci této práce zkoumáme algoritmy pro problémy multi-agentního vyzvednutí a doručení. Čtenáři představujeme základní definice společně s jednoduchými rozšířeními. Dále jsou důkladně popsány a analyzovány state-of-the-art algoritmy, které jsou otesto- vány v různých prostředích a na základě různých podmínek. V práci také popisujeme škálovatelnost algoritmů a demonstrujeme jí v několika scénářích. Práce zahrnuje krátké shrnutí vysvětlitelných plánů, motivaci za nimi a jejich implementaci. Podpůrný software byl vytvořen za účelem testování, vizualizace a vytváření vysvětlitelných plánů. 1Department of Theoretical Computer Science and Mathematical LogicKatedra teoretické informatiky a matematické logikyFaculty of Mathematics and PhysicsMatematicko-fyzikální fakult

A Simulation Analysis of an Extension of One-Dimensional Speckle Correlation Method for Detection of General In-Plane Translation

The purpose of the study is to show a proposal of an extension of a one-dimensional speckle correlation method, which is primarily intended for determination of one-dimensional object's translation, for detection of general in-plane object's translation. In that view, a numerical simulation of a displacement of the speckle field as a consequence of general in-plane object's translation is presented. The translation components ax and ay representing the projections of a vector a of the object's displacement onto both x- and y-axes in the object plane (x,y) are evaluated separately by means of the extended one-dimensional speckle correlation method. Moreover, one can perform a distinct optimization of the method by reduction of intensity values representing detected speckle patterns. The theoretical relations between the translation components ax and ay of the object and the displacement of the speckle pattern for selected geometrical arrangement are mentioned and used for the testifying of the proposed method's rightness

Histochemical detection of GM1 ganglioside using cholera toxin-B subunit. Evaluation of critical factors optimal for in situ detection with special emphasis to acetone pre-extraction

A comparison of histochemical detection of GM1 ganglioside in cryostat sections using cholera toxin B-subunit after fixation with 4% formaldehyde and dry acetone gave tissue-dependent results. In the liver no pre-treatment showed detectable differences related to GM1 reaction products, while studies in the brain showed the superiority of acetone pre-extraction (followed by formaldehyde), which yielded sharper images compared with the diffuse, blurred staining pattern associated with formaldehyde. Therefore, the aim of our study was to define the optimal conditions for the GM1 detection using cholera toxin B-subunit

The preparation route and final form of V-MXenes override the effect of the O/F ratio on their magnetic properties

This work was supported by OP VVV “Excellent Research Teams” project no. CZ.02.1.01/0.0/0.0/15_003/0000417 – CUCAM. P. E. would like to also acknowledge the Czech Science Foundation for the ExPro project (19-27551X). Computational resources and low-temperature infrastructure were supplied by the projects “e-Infrastruktura CZ” (e-INFRA CZ LM2018140) and MGML (LM2023065) supported by the Ministry of Education, Youth and Sports of the Czech Republic.Transition metal carbides and nitrides (MXenes) show a high potential for electrochemical energy storage in batteries and supercapacitors and for electrocatalysis. Their excellent electronic and magnetic characteristics have been highlighted in several theoretical studies. However, experimental research on MXenes is yet to confirm their predicted properties as candidates for controllable magnetic 2D materials. Here, we report our theoretical and experimental study of V2CTx MXenes (T = O, OH, F), providing key insights into their magnetism. Based on our density functional theory (DFT) analysis, we predicted ferromagnetic (FM) and antiferromagnetic (AFM) states of V2CTx, which are determined by the O/F ratio of surface functional groups. Accordingly, we prepared V2CTx MXenes in the form of multilayered powders and thin films with different O/F ratios. No experimental evidence of FM or AFM properties was found in any material. Nevertheless, powders and films with almost identical chemical compositions (in terms of O/F ratio) displayed different magnetic properties, whereas films with disparate chemical compositions revealed a similar magnetic character. Therefore, the preparation route and form of the final V2CTx material override the effect of the O/F ratio, which is often overestimated in theoretical studies. Moreover, these findings underscore the importance of preparing MXene materials to experimentally confirm their theoretically predicted properties.Peer reviewe

The Minimal Proteome in the Reduced Mitochondrion of the Parasitic Protist Giardia intestinalis

The mitosomes of Giardia intestinalis are thought to be mitochondria highly-reduced in response to the oxygen-poor niche. We performed a quantitative proteomic assessment of Giardia mitosomes to increase understanding of the function and evolutionary origin of these enigmatic organelles. Mitosome-enriched fractions were obtained from cell homogenate using Optiprep gradient centrifugation. To distinguish mitosomal proteins from contamination, we used a quantitative shot-gun strategy based on isobaric tagging of peptides with iTRAQ and tandem mass spectrometry. Altogether, 638 proteins were identified in mitosome-enriched fractions. Of these, 139 proteins had iTRAQ ratio similar to that of the six known mitosomal markers. Proteins were selected for expression in Giardia to verify their cellular localizations and the mitosomal localization of 20 proteins was confirmed. These proteins include nine components of the FeS cluster assembly machinery, a novel diflavo-protein with NADPH reductase activity, a novel VAMP-associated protein, and a key component of the outer membrane protein translocase. None of the novel mitosomal proteins was predicted by previous genome analyses. The small proteome of the Giardia mitosome reflects the reduction in mitochondrial metabolism, which is limited to the FeS cluster assembly pathway, and a simplicity in the protein import pathway required for organelle biogenesis