15 research outputs found

    Sondova diagnostika v casove promennem plazmatu ve smesich Ar+n-hexan

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    Available from STL Prague, CZ / NTK - National Technical LibrarySIGLECZCzech Republi

    On some topics of financial theory

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    Thesis (Ph.D.)--Massachusetts Institute of Technology, Sloan School of Management, 1999.Includes bibliographical references (p. [126]-133).Thesis consists of three unrelated Chapters, three Financial Economics research topics: (I) Approximate Factor Structure: Concept of approximate factor structure is equivalent to assumption of Arbitrage Pricing Theory (APT). Novel estimation procedure and tests for approximate factor structure of series of sample covariance matrices with increasing order are developed from APT research. Time/crosssection double-limit asymptotics is addressed by proposed random aggregation. It is shown that resulting small-order sample covariance matrix of the portfolios is informative about approximate factor structure even for time samples size and portfolio set size growing slower than cross-section. Procedure is applied to weekly NYSE/AMEX 1988-92 stock returns panel. Empirical results are ambiguous and vary across asymptotically equivalent tests and number of aggregated portfolios. Simulations show significant bias of sample statistic from asymptotic counterparts. Bias reduction and related corrections resembling bootstrap are considered. Besides small-sample deviation from asymptotic model, weak results might result from non-existence of approximate factor structure in considered sample. Possible inconsequentiality of APT assumption for portfolio investment is discussed briefly: that approximate factor structure is not preserved under change of asset base is known but underappreciated. (II) Rebundling in Mean-Variance Portfolio Theory: Concept of "rebundling", economically irrelevant change of full set of base investment assets, is studied within context of mean/variance portfolio theory. Complete set of rebundling invariants is found, characterized, discussed; results applied to CAPM. Alternative approaches of CAPM arc also illustrated. Further, invariants for time scale and stochastic numeraire indeterminacy and their relationships are studied. Empirical research project on associated issues is proposed. (III) Trading Volume and MiniCRSP Database: Description of MiniCRSP database is provided together with first results of trading volume empirical analysis based on it. MiniCRSP is database of daily and weekly prices, returns and turnovers data derived from CRSP Stocks daily file, with superior storage, convenience, portability, and speed parameters. Analysis includes advantages of of weekly over daily data financial research. Errors in input volume data are investigated and important class of them characterized and remedied. Exploratory analysis of turnover behavior in interaction with return behavior is studied.by Petr Adamek.Approximate factor strucutre -- Rebundling in mean-variance portfolio theory -- Trading volume and miniCRSP database.Ph.D

    The possibilities of using drones in the 3D object modelling field

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    This article is focused on the 3D Modelling of Objects from recordings taken by drones. The principles of multi-propeller devices and individual commercially-available parts for the construction of drones. A separate part is devoted to the Photogrammetry technique for the 3D modelling of objects from images taken by drones. It maps the currently available software for this method, and presents tools available online, as well as PC tools and mobile applications. The practical part describes the construction and assembly of one’s own multi-propeller machine and its subsequent use for collecting imagery material for the modelling of selected objects. The modelling process – with the support of selected software, is also described. The result is evaluated from the perspective of its possible use in Safety/Security Technologies

    The possibilities of using drones in the 3D object modelling field

    No full text
    This article is focused on the 3D Modelling of Objects from recordings taken by drones. The principles of multi-propeller devices and individual commercially-available parts for the construction of drones. A separate part is devoted to the Photogrammetry technique for the 3D modelling of objects from images taken by drones. It maps the currently available software for this method, and presents tools available online, as well as PC tools and mobile applications. The practical part describes the construction and assembly of one’s own multi-propeller machine and its subsequent use for collecting imagery material for the modelling of selected objects. The modelling process – with the support of selected software, is also described. The result is evaluated from the perspective of its possible use in Safety/Security Technologies

    The possibilities of using Bluetooth to control the lift platform used for people with reduced mobility

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    The paper presents the design of a control unit and an application for Android OS, which will use the Bluetooth transmission to control vertical lifting devices for people with reduced mobility. The theoretical part consists of the description of the Android Studio development environment, the description of data transfer using Bluetooth, and the estimation of the reduction in platform production costs and the competitiveness of these products on the global market. From the theoretical part there is a practical part, which deals with the development of a new control unit for lifting equipment ZP5, using mobile application and introducing these technologies into the production process. The practical part also describes the effect of these adjustments on increasing the production and sale of vertical staircase platforms with a view to use for other products for people with reduced mobility

    Remote controlled gate controller using a GSM network and Arduino platform

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    Most remote controllers for entrance gates operate on free frequencies 433 or 868 MHz. However, this technology limits the user comfort, as it is usually not common that bi-directional communication is established. A higher comfort of controlling the entrance gates can be achieved by employing the GSM network for transmission of commands and messages between the gate controller and the user. In this case, only a conventional GSM cellular phone is needed to control the gate. A description of such a controller based on the GSM module and Arduino controller is provided in this paper

    Should Carbohydrate Intake Be More Liberal during Oral and Enteral Nutrition in Type 2 Diabetic Patients?

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    Carbohydrate (CHO) intake in oral and enteral nutrition is regularly reduced in nutritional support of older patients due to the high prevalence of diabetes (usually type 2—T2DM) in this age group. However, CHO shortage can lead to the lack of building blocks necessary for tissue regeneration and other anabolic processes. Moreover, low CHO intake decreases CHO oxidation and can increase insulin resistance. The aim of our current study was to determine the extent to which an increased intake of a rapidly digestible carbohydrate—maltodextrin—affects blood glucose levels monitored continuously for one week in patients with and without T2DM. Twenty-one patients (14 T2DM and seven without diabetes) were studied for two weeks. During the first week, patients with T2DM received standard diabetic nutrition (250 g CHO per day) and patients without diabetes received a standard diet (350 g of CHO per day). During the second week, the daily CHO intake was increased to 400 in T2DM and 500 g in nondiabetic patients by addition of 150 g maltodextrin divided into three equal doses of 50 g and given immediately after the main meal. Plasma glucose level was monitored continually with the help of a subcutaneous sensor during both weeks. The increased CHO intake led to transient postprandial increase of glucose levels in T2DM patients. This rise was more manifest during the first three days of CHO intake, and then the postprandial peak hyperglycemia was blunted. During the night’s fasting period, the glucose levels were not influenced by maltodextrin. Supplementation of additional CHO did not influence the percentual range of high glucose level and decreased a risk of hypoglycaemia. No change in T2DM treatment was indicated. The results confirm our assumption that increased CHO intake as an alternative to CHO restriction in type 2 diabetic patients during oral and enteral nutritional support is safe
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