Proposal of creation of a portfolio with minimal risk

The aim of this work is to propose a method for creating portfolios with a minimal expected risk. The proposed method consists of two steps. In the first step, the authors use a method for finding a minimum spanning tree. It is a graph theory tool, which is the field of discrete mathematics. Graph is defined as a set of vertices and edges. By this method the authors distribute assets, for example a stock index, into several subgroups. From each group it is then chosen an asset, from which most of the edges come out. These selected assets will be used to create a portfolio. In the second step, the authors will use a method of minimizing the standard deviation of the portfolio to calculate the weight of its assets. By this method, first it is found the weight of each asset so that the resulting portfolio would have the lowest possible expected risk. Then the authors find the portfolio with the lowest possible expected risk at required yield and create investment strategies. These strategies are compared during the time and between each other based on the variation coefficient. The article can be a practical guide for an individual investor during the minimal risk portfolio creation and shows him, which assets (and which asset weights) of the selected index to purchase

Portfolio creation using graph characteristics

The aim of this work is by combination of the graph theory and Markowitz portfolio theory to illustrate how some graph characteristics are related to the diversification potential of individual portfolio-forming stocks. Using the graph characteristic, the vertex eccentricity, individual stocks are divided into two groups: a group of large and group of small eccentricity. Eccentricity in this context is considered to be a very suitable metric of the centrality of individual vertices. Different price histories (5 to 30 years) of the Standard and Poor’s index are analyzed. Using the simulation analysis, samples of mentioned groups are generated and then tested by means of comparison to show that larger eccentricity samples, representing stocks on the periphery of the minimum spanning tree of the graph, have a higher potential for diversification than those found in the center of the graph. The results published in the article can be a practical guide for an individual investor during the portfolio creation process and help him/her with decision-making about stock selection

Proceedings of the 12th International Conference on Kinanthropology

Proceedings of the 12th Conference of Sport and Quality of Life 2019 gatheres submissions of participants of the conference. Every submission is the result of positive evaluation by reviewers from the corresponding field. Conference is divided into sections – Analysis of human movement; Sport training, nutrition and regeneration; Sport and social sciences; Active ageing and sarcopenia; Strength and conditioning training; section for PhD students

Application for Tree Stability Measurement

This thesis is concerned with the subject of tree stability under a wind load. It defines, what the tree stability is, which techniques are used for its measurement and why it is important to determine it. It describes development process of application, that examines tree stability. Furthermore it analyses available the development tools, discusses a design and an implementation of the application written in C# language. Application has been created using .NET Framework along with graphical subsystem Windows Presentation Foundation following the design pattern Model View ViewModel. The result of this thesis is a desktop application aimed on Windows operating system. It can compute stability coefficient of the tree using information about trees‘ geometry and its environment. The value of stability coefficient is commonly used for tree safety inspection