Czech

Not applicable.

The obtained knowledge and skills of the subject will enable the graduates fine and modern access in the processes of analyses and simulation (in the national economy and private sector, organizations, firms, companies, banks, etc.) in order to support decision making in business focussed on problems of risk management.

Knowledge from the mathematical sector (linear algebra, arrays, analyses of functions, operations with matrixes), statistics (analysis of time series, regression analyses, the use of statistical methods in economy), risk management.

Not applicable.

Teaching is carried out through lectures and seminars. Lectures consist of interpretations of basic principles, methodology of given discipline, problems and their exemplary solutions. Seminars particularly support practical mastery of subject matter presented in lectures or assigned for individual study with the active participation of students.

The credit will be granted in case of active participation in trainings, and handing in the final assignment and the final test.
The work will range approximately from 8 to 12 pages concentrating on individual problem from practice leading to solution with the help of theory of fuzzy logic, artificial and neural network or genetic algorithms.

1. Introduction and definition of subject "Advanced methods of analyses and simulation
2. Identification of basic terms in area of analyses
3. Identification of basic terms and fuzzy logic rules, build-up of models
4. Presentation of case studies of the use of fuzzy logic in risk management
5. Identification of basic terms in the area of artificial neural networks
6. Presentation of case studies of the use of artificial neural networks in risk management
7. Identification of basic terms in the area of genetic algorithms
8. Presentation of case studies of the use of genetic algorithms in risk management
9. Methods of simulation of prediction by means of fuzzy logic, neural networks and genetic algorithms
10. Introduction to theory of chaos and possible usage in risk management
11. The usage of software means for solving problems
12. Introduction to problems of simulation
13. Presentation of applications of the usage of simulation in risk management

Not applicable.

The aim of the course is to make students familiar with the methods of analyses and simulation techniques (fuzzy logic, artificial neural networks, and genetic algorithms) by the way of explanation of the principles of these theories and their resulting applications in decision making in business focussed to problems of risk management.

Attendance form: 80% face-to face, 20% distance learning.
Attendance in seminars will be checked, a student has to fulfil at least 75% attendance in seminars.
Absence in seminars could be recompense with a special assignment or with a special exam test.

Not applicable.

Not applicable.

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DOSTÁL, P. Pokročilé metody rozhodování v podnikatelství a veřejné správě. Brno: CERM Akademické nakladatelství, 2012. 718 p. ISBN 978-80-7204-798-7, e-ISBN 978-80-7204-799-4.
DOSTÁL, P., SOJKA, Z. Financial Risk management, Zlín 2008, 80s., ISBN 978-80-7318-772-9.

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