Advanced Methods of Analyses and Simulation

• 26 hrs lectures
• 26 hrs exercises

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.

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.

K

• DOSTÁL, P. The Use of Optimization Methods in Business and Public Services. In Zelinka, I., Snášel, V., Abraham, A. Handbook of Optimization, USA: Springer, 2012. ISBN 978-3-642-30503-0.
• BROZ, Z., DOSTÁL, P. Multilingual dictionary of artificial intelligence. Brno: CERM Akademické nakladatelství, 2012. 142 p. ISBN 978-80-7204-800-7, e-ISBN 978-80-7204-801-4.
• SMEJKAL,V., RAIS, K. Řízení rizik ve firmách a jiných organizacích, Grada, Publishing.,a.s. Grada, Praha, 2006.
• ALTROCK,C. Fuzzy Logic &Neurofuzzy, Book & Cd Edition, 1996, 375 s., ISBN 0-13-591512-0
• GATELY, E. Neural Network for Financial Forecasting, John Wiley & Sons Inc., 1996, 169 s., ISBN 0-471-11212-7
• DAVIS,L. Handbook of Genetic Algorithms, Int. Thomson Com. Press, 1991, 385 s., ISBN 1-850-32825-0
• PETERS, E. Fractal Market Analysis, John Wiley & Sons Inc., 1994, 315 s., SBN 0-471-58524-6
• REBEIRO,R.R., ZIMMERMANN,H.J. Soft Computing in Fin.Engineering, Spring Verlag Comp.,1999,509s.,ISBN3-7908-1173-4.
• Matlab The MathWorks Inc., US, 2017

• 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. Advanced Decision Making in Business and Public Services. Brno: CERM Akademické nakladatelství, 2013. 168 p. ISBN: 978-80-7204-747-5
• DOSTÁL, P., SOJKA, Z. Financial Risk management, Zlín 2008, 80s., ISBN 978-80-7318-772-9.

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.

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.