A Temporal extension of Prolog

AbstractTemporal Prolog, a temporal logic extension of PROLOG, is presented. The primary criterion for the model selection has been its natural embedment into the logic programming paradigm. Under strong efficiency constraints, a first-order “reified” logic has been taken as a basis for the implementation. Allen's temporal constraint algorithm has been extended for treatment of retractable constraints. Their embedment into Temporal Prolog can be viewed as an instance of the Constraint Logic Programming paradigm. An example inspired by K. Forbus's Qualitative Process Theory illustrates how qualitative simulation and related tasks can be formulated in Temporal Prolog in a transparent and declarative way

Representational Capacity of Deep Neural Networks -- A Computing Study

There is some theoretical evidence that deep neural networks with multiple hidden layers have a potential for more efficient representation of multidimensional mappings than shallow networks with a single hidden layer. The question is whether it is possible to exploit this theoretical advantage for finding such representations with help of numerical training methods. Tests using prototypical problems with a known mean square minimum did not confirm this hypothesis. Minima found with the help of deep networks have always been worse than those found using shallow networks. This does not directly contradict the theoretical findings---it is possible that the superior representational capacity of deep networks is genuine while finding the mean square minimum of such deep networks is a substantially harder problem than with shallow ones

Šíření volatility mezi ropou a komoditními potravinami

V této práci se zabýváme šířením volatility mezi ropou a komoditními potravinami. Základní hypotéza stanovuje ropu jakožto výrobní faktor těchto komoditních potravin a naším cílem je kvantifikování odpovídajících ceonových efektů. Využíváme především metod vlnkové koherence a částečné vlnkové koherence, které poskytují hodnotný vhled do onoho spletence komodit, a to bez nutnosti jakýchkoliv přísných omezení a předpokladů, splňovaných našimi daty. Dále aplikujeme DCC-GARCH model, s cílem zachycení předpokládaného šíření volatility. Zároveň jsme provedli i několik jednoduchých analýz k porovnání, jmenovitě jsme otestovali tzv. Grangerovu kauzalitu a spočítali jsme Personův korelační koeficient. Náš vzorek dat, obsahující 10 komodit a dva indexy, pokrývá poslední dekádu, výrazně rozšiřujíc již existující literární kontext. Naše výsledky jsou povětšinou konzistentní se spjatou literaturou, a to především v rámci skupiny ropa-paliva a skupiny zahrnující potraviny. Výsledky v rámci primární otázky našeho výzkumu, zabývajícího se šířením volatility mezi ropou a potravinami, identifikují relativně silný vztah ropy jak se sójou, tak i s kukuřicí. Vztahy ropy s bavlnou a pšenicí respektive, jsou shledány býti komparativně slabší, a spojitosti mezi ropou a skotem jsou prakticky nulové. Hlavní přínosy této práce...In this thesis, we analyze volatility spillovers between crude oil and food commodities. The principal hypothesis assumes crude oil to behave as a production factor of the agricultural food commodities, thence we are looking for appropriate price effects. We mainly employ wavelet coherence and partial wavelet coherence, which provide us with valuable insight into the commodities nexus, without any strict restraints and assumptions levied on our data. Secondly, we build a DCC-GARCH model in order to model the presumed volatility spillovers. We also perform several simple benchmark analyses, in particular we test for Granger causality and we compute the Pearson correlation coefficients. Our data sample, including 10 commodities and 2 indices, covers the latest decade, significantly widening the existing contextual literature. Our results are mostly compliant with related literature, especially regarding the crude oil-fuels bundle and food commodities bundle, respectively. Considering the main research question of volatility spillovers between food commodities and crude oil, our results are indicating reasonably strong relationships with crude oil for soybeans and corn, leaving cotton and wheat rather on the verge of strong relationship and finding cattle to be completely unrelated. Main merits of the thesis...Institute of Economic StudiesInstitut ekonomických studiíFakulta sociálních vědFaculty of Social Science

Warranty Data Analysis: A Review

Warranty claims and supplementary data contain useful information about product quality and reliability. Analysing such data can therefore be of benefit to manufacturers in identifying early warnings of abnormalities in their products, providing useful information about failure modes to aid design modification, estimating product reliability for deciding on warranty policy and forecasting future warranty claims needed for preparing fiscal plans. In the last two decades, considerable research has been conducted in warranty data analysis (WDA) from several different perspectives. This article attempts to summarise and review the research and developments in WDA with emphasis on models, methods and applications. It concludes with a brief discussion on current practices and possible future trends in WDA

Volatility spillovers between crude oil and food commodities

In this thesis, we analyze volatility spillovers between crude oil and food commodities. The principal hypothesis assumes crude oil to behave as a production factor of the agricultural food commodities, thence we are looking for appropriate price effects. We mainly employ wavelet coherence and partial wavelet coherence, which provide us with valuable insight into the commodities nexus, without any strict restraints and assumptions levied on our data. Secondly, we build a DCC-GARCH model in order to model the presumed volatility spillovers. We also perform several simple benchmark analyses, in particular we test for Granger causality and we compute the Pearson correlation coefficients. Our data sample, including 10 commodities and 2 indices, covers the latest decade, significantly widening the existing contextual literature. Our results are mostly compliant with related literature, especially regarding the crude oil-fuels bundle and food commodities bundle, respectively. Considering the main research question of volatility spillovers between food commodities and crude oil, our results are indicating reasonably strong relationships with crude oil for soybeans and corn, leaving cotton and wheat rather on the verge of strong relationship and finding cattle to be completely unrelated. Main merits of the thesis..

Mandatory disclosure

The bachelor thesis firstly introduces the problems of mandatory disclosure and describes different attitudes to it. Following is the essential part of the work containing the definition and specification of the studied models of monopoly and duopoly. These models are further analysed and solved using the game theory tools and microeconomics methods for profit optimization. Subsequently the numerical results are evaluated and presented. The obtained results are suggesting whether voluntary or mandatory disclosure regime is more profitable for whom under different conditions - the models parameters in other words. Finally the discussion of the results, the results' relevance and interpretations in the context of related literature are presented. The particular numerical results are of a reasonable nature and rather fit to the literature context than not

Povinné zveřejňování

Bakalářská práce nejprve představuje problematiku povinného zveřejňování (informací) a popisuje rozdílné přístupy k této problematice. Následuje stěžejní část práce obsahující definici a specifikaci studovaných modelů monopolu a duopolu. Oba modely jsou dále analyzovány a řešeny za pomoci nástrojů teorie her a mikroekonomických optimalizačních metod. Následně jsou vyčísleny a prezentovány číselné výsledky. Získané výsledky doporučují režim zveřejňování buďto dobrovolný či povinný v závislosti na konkrétních hodnotách parametrů modelu a na tom, pro koho je to profitabilnější. Závěrem je diskuse výsledků, jejich relevance a interpretace v kontextu další literatury. Konkrétní číselné výsledky jsou rozumné povahy a vcelku zapadají do onoho kontextu.The bachelor thesis firstly introduces the problems of mandatory disclosure and describes different attitudes to it. Following is the essential part of the work containing the definition and specification of the studied models of monopoly and duopoly. These models are further analysed and solved using the game theory tools and microeconomics methods for profit optimization. Subsequently the numerical results are evaluated and presented. The obtained results are suggesting whether voluntary or mandatory disclosure regime is more profitable for whom under different conditions - the models parameters in other words. Finally the discussion of the results, the results' relevance and interpretations in the context of related literature are presented. The particular numerical results are of a reasonable nature and rather fit to the literature context than not.Institute of Economic StudiesInstitut ekonomických studiíFakulta sociálních vědFaculty of Social Science

Unsupervised learning by backward inhibition

Backward inhibition in a two-layer connectionist network can be used as an alternative to, or an enhancement of, the competitive model for unsupervised learning. Two feature discovery algorithms based on backward inhibition are presented. It is shown that they are superior to the competitive feature discovery algorithm in feature independence and controllable grain. Moreover, the representation in the feature layer is distributed, and a certain "classification hierarchy " is defined by th