Course detail
Advanced Methods of Analyses and Simulation
FP-RpmamPAcad. year: 2023/2024
The content of the subject 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 managerial practice.
Language of instruction
Czech
Number of ECTS credits
4
Mode of study
Not applicable.
Guarantor
Department
Entry knowledge
The knowledge in the area of math (linear algebra, arrays, analyses of functions, operations with matrixes) statistics (analysis of time series, regression analyses, the use of statistical methods in economy), operational analysis (linear programming), financial analyses and planning (the analyses of profits and costs, cash flow, value and bankruptcy model).
Rules for evaluation and completion of the course
The credit will be granted in case of an active participation in trainings and handing in the final assignment, in case of need the written 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 neural network or genetic algorithms.
The classified credit will be classified according ECTS. The way of implementation is in the form of test with in the range 0-20 points. A-20-19;B18-17;C16-15;D14-13;E12-;F10-0.
The participation in lectures is not checked. The participation in trainings is compulsory and is systematically checked. The students are supposed to excuse for their absence. The teacher judges the reason of excuse. The way of substitution of a missed training will be set by the teacher individually.
The classified credit will be classified according ECTS. The way of implementation is in the form of test with in the range 0-20 points. A-20-19;B18-17;C16-15;D14-13;E12-;F10-0.
The participation in lectures is not checked. The participation in trainings is compulsory and is systematically checked. The students are supposed to excuse for their absence. The teacher judges the reason of excuse. The way of substitution of a missed training will be set by the teacher individually.
Aims
The aim of the course is to get acquainted with some advanced and non-standard methods of analysis and simulation techniques in economy and finance by the method of explanation of these theories, to become familiar with these theories and their use.
The obtained knowledge and skills of the subject will enable the graduates the top and modern access in the processes of analyses and simulation in the national economy and private sector, organizations, firms, companies, banks, etc., especially in managerial, but also in economical and financial sphere.
The obtained knowledge and skills of the subject will enable the graduates the top and modern access in the processes of analyses and simulation in the national economy and private sector, organizations, firms, companies, banks, etc., especially in managerial, but also in economical and financial sphere.
Study aids
Not applicable.
Prerequisites and corequisites
Not applicable.
Basic literature
DOSTÁL, P.: Advanced Decision making in Business and Public Services, Akademické nakladatelství CERM, 2011 Brno,ISBN 978-80-7204-747-5. (EN)
DOSTÁL, P. Pokročilé metody analýz a modelování v podnikatelství a veřejné správě. CERM. CERM. Brno: CERM Akademické nakladatelství, 2008. 340 p. ISBN: 978-80-7204-605-8. (CS)
DOSTÁL, P, RAIS, K., SOJKA, Z.: Pokročilé metody manažerského rozhodování, Praha Grada, 2005., ISBN 80-247-1338-1. (CS)
THE MATHWORKS. MATLAB – User’s Guide, The MathWorks, Inc., 2011. (EN)
DOSTÁL, P. Pokročilé metody analýz a modelování v podnikatelství a veřejné správě. CERM. CERM. Brno: CERM Akademické nakladatelství, 2008. 340 p. ISBN: 978-80-7204-605-8. (CS)
DOSTÁL, P, RAIS, K., SOJKA, Z.: Pokročilé metody manažerského rozhodování, Praha Grada, 2005., ISBN 80-247-1338-1. (CS)
THE MATHWORKS. MATLAB – User’s Guide, The MathWorks, Inc., 2011. (EN)
Recommended reading
ALTROCK,C.: Fuzzy Logic &Neurofuzzy – Applications in Business & Finance, Book & Cd Edition, 1996, 375 s., ISBN 0-13-591512-0. (EN)
DAVIS,L.: Handbook of Genetic Algorithms, Int. Thomson Com. Press, 1991, 385 s., ISBN 1-850-32825-0. (EN)
FANTA, J.: Technologie umělé inteligence na kapitálových trzích, UK Praha, 1999, 92 s., ISBN 80-7184-8661. (CS)
GATELY, E.: Neural Network for Financial Forecasting, John Wiley & Sons Inc., 1996, 169 s., ISBN 0-471-11212-7. (EN)
HERBST,F.: Analyzing and Forecasting Futures Prices, John Wiley & Sons Inc., 1992, 238 s., ISBN 0-471-53312-2. (EN)
PETERS, E.: Fractal Market Analysis – Applying Chaos Theory, John Wiley & Sons Inc., 1994, 315 s., ISBN 0-471-58524-6. (EN)
RAIS, K., SMEJKAL,V.: Řízení rizik, Grada, 2004, 274 s., ISBN 80-247-0198-7. (CS)
REBEIRO,R.R., ZIMMERMANN,H.J.: Soft Computing in Financial Engineering, Spring Verlag Company, 1999, 509 s., ISBN 3-7908-1173-4. (EN)
DAVIS,L.: Handbook of Genetic Algorithms, Int. Thomson Com. Press, 1991, 385 s., ISBN 1-850-32825-0. (EN)
FANTA, J.: Technologie umělé inteligence na kapitálových trzích, UK Praha, 1999, 92 s., ISBN 80-7184-8661. (CS)
GATELY, E.: Neural Network for Financial Forecasting, John Wiley & Sons Inc., 1996, 169 s., ISBN 0-471-11212-7. (EN)
HERBST,F.: Analyzing and Forecasting Futures Prices, John Wiley & Sons Inc., 1992, 238 s., ISBN 0-471-53312-2. (EN)
PETERS, E.: Fractal Market Analysis – Applying Chaos Theory, John Wiley & Sons Inc., 1994, 315 s., ISBN 0-471-58524-6. (EN)
RAIS, K., SMEJKAL,V.: Řízení rizik, Grada, 2004, 274 s., ISBN 80-247-0198-7. (CS)
REBEIRO,R.R., ZIMMERMANN,H.J.: Soft Computing in Financial Engineering, Spring Verlag Company, 1999, 509 s., ISBN 3-7908-1173-4. (EN)
Classification of course in study plans
Type of course unit
Lecture
26 hod., optionally
Teacher / Lecturer
Syllabus
1. Introduction
2. Fuzzy logic - terory
3. Fuzzy logic + application – Excel
4. Fuzzy logic – application Matlab
5. Artificial neural network - teory
6. Artificial neural network + applications Matlab
7. Genetic algorithms - theory
8. Genetic algorithms + aplikace Matlab
9. Theory of chaos
10. Datamining
11. Time series, prediction, capital markets
12. Production control, risk management
13. Decision making
2. Fuzzy logic - terory
3. Fuzzy logic + application – Excel
4. Fuzzy logic – application Matlab
5. Artificial neural network - teory
6. Artificial neural network + applications Matlab
7. Genetic algorithms - theory
8. Genetic algorithms + aplikace Matlab
9. Theory of chaos
10. Datamining
11. Time series, prediction, capital markets
12. Production control, risk management
13. Decision making
Computer-assisted exercise
13 hod., compulsory
Teacher / Lecturer
Syllabus
1. Fuzzy logic - Excel
2. Fuzzy logic - Assignment I.
3. Fuzzy logic - Assignment II.
4. Fuzzy logic – MATLAB
5. Neural networks, genetic algorithms
6. Credit
2. Fuzzy logic - Assignment I.
3. Fuzzy logic - Assignment II.
4. Fuzzy logic – MATLAB
5. Neural networks, genetic algorithms
6. Credit