Search results for: Petr Bílý

Authors: Petr Homola, Lucie Novakova, Vaclav Kafka, Mariluz P. Oscoz

Abstract:

Shear spinning is closely related to the asymmetric incremental sheet forming (AISF) that could significantly reduce costs incurred by the fabrication of complex aeronautical components with a minimal environmental impact. The spinning experiments were carried out on commercially pure titanium (Ti-Gr2) and Ti-6Al-4V (Ti-Gr5) alloy. Three forming modes were used to characterize the titanium alloys properties from the point of view of different spinning parameters. The structure and properties of the materials were assessed by means of metallographic analyses and microhardness measurements. The highest value wall angle failure limit was achieved using spinning parameters mode for both materials. The feed rate effect was observed only in the samples from the Ti-Gr2 material, when a refinement of the grain microstructure with lower feed rate and higher tangential speed occurred. Ti-Gr5 alloy exhibited a decrease of the microhardness at higher straining due to recovery processes.

Keywords: Incremental forming, metallography, shear spinning, titanium alloys.

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Authors: Petr Květon, Martin Jelínek

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We try to identify the role of various aspects of parenting style in the phenomenon of videogame playing addiction. Relevant self-report questionnaires were part of a wider set of methods focused on the constructs related to videogame playing. The battery of methods was administered in school settings in paper and pencil form. The research sample consisted of 333 (166 males, 167 females) elementary and high school students at the age between 10 and 19 years (m=14.98, sd=1.77). Using stepwise regression analysis, we assessed the influence of demographic variables (gender and age) and parenting styles. Age and gender together explained 26.3% of game addiction variance (F(2,330)=58.81, p<.01). By adding four aspect of parenting styles (inconsistency, involvement, control, and warmth) another 10.2% of variance was explained (∆F(4,326)=13.09, p<.01). The significant predictor was gender of the respondent, where males scored higher on game addiction scale (B=0.70, p<.01), age (β=-0.18, p<.01), where younger children showed higher level of addiction, and parental inconsistency (β=0.30, p<.01), where the higher the inconsistency in upbringing, the more developed game playing addiction.

Keywords: Gender, parenting styles, video games, addiction.

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Authors: Petr V. Vasilev, Eduard V. Volkov, Alexej N. Godok, Alexej A, Grischschuk, Vitalij A. Rybalchenko

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Laser Doppler flowmetry is a modern method of noninvasive microcirculation investigation. The aim of our study was to use this method in the examination of patients with secondary lymphedema of the lower extremities and obliterating atherosclerosis of lower extremities. In the analysis of the amplitude-frequency spectrum of secondary lymphedema patients we have identified remarkable changes. To describe the changes we used a special amplitude rate. In both of patients groups this rate was significally (p<0.05) different with the control group. So the marker phenomena of the amplitude-frequency spectrum of the LDF signal were identified. It is suggested that there is a limfodynamics contribution to the formation of the output signal of laser Doppler flowmetry. These data have fundamental meaning and are interesting for practical medicine, as they give an opportunity to further developments for the use of laser Doppler flowmetry in the diagnostics and monitoring the effectiveness of the treatment.

Keywords: laser Doppler flowmetry, secondary lymphedema of the lower extremities, obliterating atherosclerosis, non-invasive diagnostics.

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Authors: Petr Homola, Roman Růžek

Abstract:

Laser beam micro-drilling (LBMD) is one of the most important non-contact machining processes of materials that are difficult to machine by means oeqf conventional machining methods used in various industries. The paper is focused on LBMD knock-down effect on Ti-6Al-4V (Grade 5) titanium alloy sheets properties. Two various process configurations were verified with a focus on laser damages in back-structure parts affected by the process. The effects of the LBMD on the material properties were assessed by means of tensile and fatigue tests and fracture surface analyses. Fatigue limit of LBMD configurations reached a significantly lower value between 15% and 30% of the static strength as compared to the reference raw material with 58% value. The farther back-structure configuration gives a two-fold fatigue life as compared to the closer LBMD configuration at a given stress applied.

Keywords: Fatigue, fracture surface, laser beam micro-drilling, titanium alloy.

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Authors: Lucie Novakova, Petr Homola, Vaclav Kafka

Abstract:

Asymmetric incremental sheet forming (AISF) could significantly reduce costs incurred by the fabrication of complex industrial components with a minimal environmental impact. The AISF experiments were carried out on commercially pure titanium (Ti-Gr2), Timetal (15-3-3-3) alloy, and Ti-6Al-4V (Ti-Gr5) alloy. A special testing geometry was used to characterize the titanium alloys properties from the point of view of the forming zone and titanium structure effect. The structure and properties of the materials were assessed by means of metallographic analyses and microhardness measurements.The highest differences in the parameters assessed as a function of the sampling zone were observed in the case of alpha-phase Ti-Gr2at the expense of the most substantial sheet thinning occurrence. A springback causes a smaller stored deformation in Timetal (β alloy) resulting in less pronounced microstructure refinement and microhardness increase. Ti-6Al-4V alloy exhibited early failure due to its poor formability at ambient temperature.

 

Keywords: Incremental forming, metallography, hardness, titanium alloys.

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Authors: Petr Teply

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The New Basel Capital Accord (Basel II) influences how financial institutions around the world, and especially European Union institutions, determine the amount of capital to reserve. However, as the recent global crisis has shown, the revision of Basel II is needed to reflect current trends, such as increased volatility and correlation, in the world financial markets. The overall objective of Basel II is to increase the safety and soundness of the international financial system. Basel II builds on three main pillars: Pillar I deals with the minimum capital requirements for credit, market and operational risk, Pillar II focuses on the supervisory review process and finally Pillar III promotes market discipline through enhanced disclosure requirements for banks. The aim of this paper is to provide the historical background, key features and impact of Basel II on financial markets. Moreover, we discuss new proposals for international bank regulation (sometimes referred to as Basel III) which include requirements for higher quality, constituency and transparency of banks' capital and risk management, regulation of OTC markets and introduction of new liquidity standards for internationally active banks.

Keywords: Basel II, Basel III, risk management, bank regulation

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Authors: Magdalena Naplavova, Tomas Ludik, Petr Hruza, Frantisek Bozek

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The use of IT equipment has become a part of every day. However, each device that is part of cyberspace should be secured against unauthorized use. It is very important to know the basics of these security devices, but also the basics of safe conduct their owners. This information should be part of every curriculum computer science education in primary and secondary schools. Therefore, the work focuses on the education of pupils in primary and secondary schools on the Internet. Analysis of the current state describes approaches to the education of pupils in security issues on the Internet. The paper presents a questionnaire-based survey which was carried out in the Czech Republic, whose task was to ascertain the level of opinion pupils in primary and secondary schools on the issue of communication in social networks. The research showed that awareness of socio-pathological phenomena on the Internet environment is very low. Based on the results it was proposed appropriate ways of teaching to this issue and its inclusion a proposal of curriculum for primary and secondary schools.

Keywords: Cyberspace, educational system, general awareness, information security, questionnaire, socio-pathological phenomena.

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Authors: Milan Rippel, Petr Teply

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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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Authors: Petr Seďa

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This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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Authors: František Šebek, Petr Kubík, Jindřich Petruška, Jiří Hůlka

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Present study is aimed on the cutting process of circular cross-section rods where the fracture is used to separate one rod into two pieces. Incorporating the phenomenological ductile fracture model into the explicit formulation of finite element method, the process can be analyzed without the necessity of realizing too many real experiments which could be expensive in case of repetitive testing in different conditions. In the present paper, the steel AISI 1045 was examined and the tensile tests of smooth and notched cylindrical bars were conducted together with biaxial testing of the notched tube specimens to calibrate material constants of selected phenomenological ductile fracture models. These were implemented into the Abaqus/Explicit through user subroutine VUMAT and used for cutting process simulation. As the calibration process is based on variables which cannot be obtained directly from experiments, numerical simulations of fracture tests are inevitable part of the calibration. Finally, experiments regarding the cutting process were carried out and predictive capability of selected fracture models is discussed. Concluding remarks then make the summary of gained experience both with the calibration and application of particular ductile fracture criteria.

Keywords: Ductile fracture, phenomenological criteria, cutting process, explicit formulation, AISI 1045 steel.

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Authors: Petr Cernohorsky, Jan Voracek

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Well-developed strategic marketing planning is the essential prerequisite for establishment of the right and unique competitive advantage. Typical market, however, is a heterogeneous and decentralized structure with natural involvement of individual or group subjectivity and irrationality. These features cannot be fully expressed with one-shot rigorous formal models based on, e.g. mathematics, statistics or empirical formulas. We present an innovative solution, extending the domain of agent based computational economics towards the concept of hybrid modeling in service provider and consumer market such as telecommunications. The behavior of the market is described by two classes of agents - consumer and service provider agents - whose internal dynamics are fundamentally different. Customers are rather free multi-state structures, adjusting behavior and preferences quickly in accordance with time and changing environment. Producers, on the contrary, are traditionally structured companies with comparable internal processes and specific managerial policies. Their business momentum is higher and immediate reaction possibilities limited. This limitation underlines importance of proper strategic planning as the main process advising managers in time whether to continue with more or less the same business or whether to consider the need for future structural changes that would ensure retention of existing customers or acquisition of new ones.

Keywords: Agent-based computational economics, hybrid modeling, strategic marketing, system dynamics.

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Authors: Petr Teply, Ondrej Vejdovec

Abstract:

There are three main ways of categorizing capital in banking operations: accounting, regulatory and economic capital. However, the 2008-2009 global crisis has shown that none of these categories adequately reflects the real risks of bank operations, especially in light of the failures Bear Stearns, Lehman Brothers or Northern Rock. This paper deals with the economic capital allocation of global banks. In theory, economic capital should reflect the real risks of a bank and should be publicly available. Yet, as discovered during the global financial crisis, even when economic capital information was publicly disclosed, the underlying assumptions rendered the information useless. Specifically, some global banks that reported relatively high levels of economic capital before the crisis went bankrupt or had to be bailed-out by their government. And, only 15 out of 50 global banks reported their economic capital during the 2007-2010 period. In this paper, we analyze the changes in reported bank economic capital disclosure during this period. We conclude that relative shares of credit and business risks increased in 2010 compared to 2007, while both operational and market risks decreased their shares on the total economic capital of top-rated global banks. Generally speaking, higher levels of disclosure and transparency of bank operations are required to obtain more confidence from stakeholders. Moreover, additional risks such as liquidity risks should be included in these disclosures.

Keywords: global crisis, economic capital, risk management, risk allocation, bank

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Authors: Petr Gurný

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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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Authors: Jiri Plocek, Petr Holec, Simona Kubickova, Barbara Pacakova, Irena Matulkova, Alice Mantlikova, Ivan Nemec, Daniel Niznansky, Jana Vejpravova

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This article presents summary on preparation and characterization of zinc, copper, cadmium and cobalt chromite nanocrystals, embedded in an amorphous silica matrix. The ZnCr2O4/SiO2, CuCr2O4/SiO2, CdCr2O4/SiO2 and CoCr2O4/SiO2 nanocomposites were prepared by a conventional sol-gel method under acid catalysis. Final heat treatment of the samples was carried out at temperatures in the range of 900−1200 ◦C to adjust the phase composition and the crystallite size, respectively. The resulting samples were characterized by Powder X-ray diffraction (PXRD), High Resolution Transmission Electron Microscopy (HRTEM), Raman/FTIR spectroscopy and magnetic measurements. Formation of the spinel phase was confirmed in all samples. The average size of the nanocrystals was determined from the PXRD data and by direct particle size observation on HRTEM; both results were correlated. The mean particle size (reviewed by HRTEM) was in the range from ∼4 to 46 nm. The results showed that the sol-gel method can be effectively used for preparation of the spinel chromite nanoparticles embedded in the silica matrix and the particle size is driven by the type of the cation A2+ in the spinel structure and the temperature of the final heat treatment. Magnetic properties of the nanocrystals were found to be just moderately modified in comparison to the bulk phases.

Keywords: Chromite, Fourier transform infrared spectroscopy, agnetic properties, nanocomposites, Raman spectroscopy, Rietveld refinement, sol-gel method, spinel.

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Authors: Marcela Karmazínová, Jindrich Melcher, Lubomír Vítek, Petr Cikrle

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The paper deals with the diagnostics of steel roof structure of the winter sports halls built in 1970 year. The necessity of the diagnostics has been given by the requirement to the evaluation design of this structure, which has been caused by the new situation in the field of the loadings given by the validity of the European Standards in the Czech Republic from 2010 year. Due to these changes in the normative rules, in practice existing structures are gradually subjected to the evaluation design and depending on its results to the strengthening or reconstruction, respectively. Steel roof is composed of plane truss main girders, purlins and bracings and the roof structure is supported by two arch main girders with the span of L = 84 m. The in situ diagnostics of the roof structure was oriented to the following parts: (i) determination and evaluation of the actual material properties of used steel and (ii) verification of the actual dimensions of the structural members. For the solution the nondestructive methods have been used for in situ measurement. For the indicative determination of steel strengths the modified method based on the determination of Rockwell’s hardness has been used. For the verification of the member’s dimensions (thickness of hollow sections) the ultrasound method has been used. This paper presents the results obtained using these testing methods and their evaluation, from the viewpoint of the usage for the subsequent static assessment and design evaluation of the existing structure. For the comparison, the examples of the similar evaluations realized for steel structures of the stadiums in Olomouc and Jihlava cities are briefly illustrated, too.

Keywords: Diagnostics, existing steel structure, sport hall, steel strength, indirect non-destructive methods, Rockwel’s hardness, destructive methods, actual dimensions, ultrasound method.

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