Course detail
Advanced Methods of Analyses and Simulation
FP-RpmamKAcad. 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
Number of ECTS credits
Mode of study
Guarantor
Department
Entry knowledge
Rules for evaluation and completion of the course
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 meetings, consultations. The check of results of individual written assignments.
Aims
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
Prerequisites and corequisites
Basic literature
DOSTÁL, P. Pokročilé metody analýz a modelování v podnikatelství a veřejné správě. 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
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
- Programme MGR-KS Master's
branch MGR-ŘEP-KS , 1 year of study, summer semester, compulsory-optional
Type of course unit
Lecture
Teacher / Lecturer
Syllabus
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
Guided consultation in combined form of studies
Teacher / Lecturer