Modelování efektů přelévání volatility

The main goal of this thesis is to investigate, compute and interpret volatility spillover effect in selected European developed stock markets using extended autoregressive conditional volatility models. In particular, there is modelled an impact of volatility coming from US and Eurozone stock markets. For the purpose of this thesis, we utilize daily returns of US, Eurozone, German, French, British and Swiss stock markets covering the period from January 2003 to August 2017. All the stock markets is approximated by main stock indexes. The main goal of this thesis is supported by two sub-goals: the first sub-goal is to model and measure the price spillover effect using VAR models; the second sub-goal is to investigate an impact of global financial crisis on volatility spillover effects. Results confirmed significant impact of the price and volatility spillover effect coming from the US stock market. This effect increased during the global financial crisis.Hlavním cílem této diplomové práce je analýza, kvantifikace a interpretace efektu přelévání volatility na vybraných evropských rozvinutých akciových trzích za použití rozšířených autoregresivních modelů podmíněné volatility. Předně řečeno, v předložené práci bude modelován vliv volatility přicházející z amerického akciového trhu a trhu eurozóny. Pro účely této práce jsou využity denní výnosy amerického, německého, francouzského, britského a švýcarského akciového trhu a také trhu eurozóny v období od ledna 2003 do srpna 2017. Vývoj akciových trhů bude aproximován hlavními akciovými indexy. Hlavní cíl diplomové práce je rozvinut do dvou dílčích cílů. Prvním z nich je modelování a měření také efektů přelévání cenových šoků při využití VAR modelů. Druhý dílčí cíl je analýza vlivu globální finanční krize na efekt přelévání volatility. Dosažené výsledky potvrdily významný vliv efektů volatility z amerického akciového trhu. Tento efekt navíc vzrostl v době globální finanční krize.154 - Katedra financívelmi dobř

Srovnání Šangajské burzy s burzou v Tokiu

Import 02/11/2016This objective of this thesis is to make reader have a comprehensive understanding of the Shanghai Stock Exchange and Tokyo Stock Exchange. In the second part of the thesis principles of the financial market and functions of stock exchange are introduced; and in the following third part is comparison of development of Shanghai and Tokyo Stock Exchanges. The last part which is also the most important part of the thesis is comparison of the number of listed corporation, the trading values, stocks traded and the stock index of these two stock exchanges. Overall the thesis will describe and explain the functioning of these two stock exchanges.This objective of this thesis is to make reader have a comprehensive understanding of the Shanghai Stock Exchange and Tokyo Stock Exchange. In the second part of the thesis principles of the financial market and functions of stock exchange are introduced; and in the following third part is comparison of development of Shanghai and Tokyo Stock Exchanges. The last part which is also the most important part of the thesis is comparison of the number of listed corporation, the trading values, stocks traded and the stock index of these two stock exchanges. Overall the thesis will describe and explain the functioning of these two stock exchanges.154 - Katedra financídobř

Acupuncture in Treatment of Chronic Functional Constipation

Constipation is not only a symptom but is a predominant presenting symptom in many diseases. The prevalence is between 3 and 27% worldwide, and is especially prevalent in the elderly population. The aetiology is multifactorial. Laxative abuse or enema use are usually a norm in patients’ constipation. Patients tend not to seek further medical aid after several unsuccessful therapies and this can seriously affect their quality of life

Cerebral vasomotor reactivity predicts the development of acute stroke in patients with internal carotid artery stenosis

Objective To investigate the relationship between cerebral vasomotor reactivity (VMR) and acute stroke in patients with internal carotid artery stenosis. Methods 54 patients with internal carotid artery stenosis were enrolled. VMR was calculated by transcranial Doppler monitoring of the velocity of blood flow. 3-Dimensional dynamic contrast enhanced magnetic resonance angiography was used to detect stenosis, and diffusion weighted imaging was used to detect infarction. Results VMR value was significantly lower in patients with carotid artery stenosis than in control group (T=3.112, P=0.002), and significantly lower in patients with aortic atherosclerotic stroke than in non-infarct group (T=10.930, P=0.000). However, VMR value was significantly higher in patients with new-onset small-artery occlusion stroke than in non-infarction group (T=−2.538, P=0.013). Scatter plots showed that aortic atherosclerotic stroke occurred mainly in patients with severe internal carotid artery stenosis, and VMR value in cerebral artery significantly decreased. Conclusion Decreased VMR value is an important prognostic factor for the occurrence of aortic atherosclerotic stroke, and can be used as a reference for preoperative hemodynamic evaluation in patients with internal carotid artery stenosis

On the Request Expression in Japanese Textbooks in China

In recent years, Japanese language education in China is trying to focus on cultivating communicative competence from the traditional grammar teaching mode. However, the current Japanese textbooks in Chinese University, it does not seem to keep up with the pace of change. This paper is trying to reveal the problems and shortcomings of request expression in the mainstream textbooks, which are widely used in Chinese University.departmental bulletin pape

Alleviating Video-Length Effect for Micro-video Recommendation

Micro-videos platforms such as TikTok are extremely popular nowadays. One important feature is that users no longer select interested videos from a set, instead they either watch the recommended video or skip to the next one. As a result, the time length of users' watching behavior becomes the most important signal for identifying preferences. However, our empirical data analysis has shown a video-length effect that long videos are easier to receive a higher value of average view time, thus adopting such view-time labels for measuring user preferences can easily induce a biased model that favors the longer videos. In this paper, we propose a Video Length Debiasing Recommendation (VLDRec) method to alleviate such an effect for micro-video recommendation. VLDRec designs the data labeling approach and the sample generation module that better capture user preferences in a view-time oriented manner. It further leverages the multi-task learning technique to jointly optimize the above samples with original biased ones. Extensive experiments show that VLDRec can improve the users' view time by 1.81% and 11.32% on two real-world datasets, given a recommendation list of a fixed overall video length, compared with the best baseline method. Moreover, VLDRec is also more effective in matching users' interests in terms of the video content.Comment: Accept by TOI

Genome-wide comparison of microRNAs and their targeted transcripts among leaf, flower and fruit of sweet orange

BACKGROUND: In plants, microRNAs (miRNAs) regulate gene expression mainly at the post-transcriptional level. Previous studies have demonstrated that miRNA-mediated gene silencing pathways play vital roles in plant development. Here, we used a high-throughput sequencing approach to characterize the miRNAs and their targeted transcripts in the leaf, flower and fruit of sweet orange. RESULTS: A total of 183 known miRNAs and 38 novel miRNAs were identified. An in-house script was used to identify all potential secondary siRNAs derived from miRNA-targeted transcripts using sRNA and degradome sequencing data. Genome mapping revealed that these miRNAs were evenly distributed across the genome with several small clusters, and 69 pre-miRNAs were co-localized with simple sequence repeats (SSRs). Noticeably, the loop size of pre-miR396c was influenced by the repeat number of CUU unit. The expression pattern of miRNAs among different tissues and developmental stages were further investigated by both qRT-PCR and RNA gel blotting. Interestingly, Csi-miR164 was highly expressed in fruit ripening stage, and was validated to target a NAC transcription factor. This study depicts a global picture of miRNAs and their target genes in the genome of sweet orange, and focused on the comparison among leaf, flower and fruit tissues. CONCLUSIONS: This study provides a global view of miRNAs and their target genes in different tissue of sweet orange, and focused on the identification of miRNA involved in the regulation of fruit ripening. The results of this study lay a foundation for unraveling key regulators of orange fruit development and ripening on post-transcriptional level. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (doi:10.1186/1471-2164-15-695) contains supplementary material, which is available to authorized users