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