155-0907/01 – Probabilistic Modelling and Soft Computing Methods (PMMSC)

Gurantor departmentDepartment of Applied InformaticsCredits10
Subject guarantorprof. Ing. Dušan Marček, CSc.Subject version guarantorprof. Ing. Dušan Marček, CSc.
Study levelpostgraduateRequirementChoice-compulsory type B
YearSemesterwinter + summer
Study languageCzech
Year of introduction2013/2014Year of cancellation
Intended for the facultiesEKFIntended for study typesDoctoral
Instruction secured by
LoginNameTuitorTeacher giving lectures
HUD0118 doc. Dr. Ing. Miroslav Hudec
MAR0011 prof. Ing. Dušan Marček, CSc.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Examination 28+0
Part-time Examination 28+0

Subject aims expressed by acquired skills and competences

The course focuses on probabilistic modeling of economic and financial processes with their use in managerial prediction systems at tactical and strategic decision-making level, as well as on modeling based on soft computing techniques.

Teaching methods

Lectures
Individual consultations

Summary

Soft Computing concept. Mathematical, statistical and probabilistic modelling methods. Regularization theory applied to modelling of economic processes. Artificial neural nets – applications in economics. Neural network learning as a support for model estimates. Using data prototype and their employment in the development of economic and financial models. Machine learning based on the SVM method (Support Vector Machine). Classification models based on the SVM method and their employment for large data modelling. Economical time series forecasting using SVM methods – problems and possibilities of their applications.

Compulsory literature:

SAUTER, Vicki L. Decision Support Systems for Business Intelligence. Wiley Computer Publishing, 2011. ISBN: 978-0-470-43374-4. ALPAIDYN, Etham. Introduction to Machine Learning (Adaptive Computation and Machine Learning Series), 2010, ISBN: 978-0262012119. CHARU C. AGGANWAL. Neural Networks and Deep Learning. Springer Publishing, 2018, ISBN 3319944622

Recommended literature:

Gabor K., Kiss, A. Building Neural Networks as Dataflow Graphs. Proceedings of 2019 IEEE 15th International Scientific Conference on Informatics, Informatics 2019, pp. 216-221, ISBN: 978-1-7281-3178-8. CHARU, C., Aggarwal. Neural Networks and Deep Learn-ing. Springer International Publishing AG, 2018, ISBN 3319944622. LANTZ, B. Machine learning with R. Birmingham. Packt Publishing, 2013, ISBN 9781782162155.

Way of continuous check of knowledge in the course of semester

Exam: quastions from selected topics

E-learning

Other requirements

Elaborating a written work that has a close relation to the PhD thesis topic.

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Soft Computing concept. Mathematical, statistical and probabilistic modelling methods. Regularization theory applied to modelling of economic processes. Artificial neural nets – applications in economics. Neural network learning as a support for model estimates. Using data prototype and their employment in the development of economic and financial models. Machine learning based on the SVM method (Support Vector Machine). Classification models based on the SVM method and their employment for large data modelling. Economical time series forecasting using SVM methods – problems and possibilities of their applications

Conditions for subject completion

Part-time form (validity from: 2013/2014 Winter semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of pointsMax. počet pokusů
Examination Examination   3
Mandatory attendence participation:

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Conditions for subject completion and attendance at the exercises within ISP:

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Occurrence in study plans

Academic yearProgrammeBranch/spec.Spec.ZaměřeníFormStudy language Tut. centreYearWSType of duty
2024/2025 (P0311D050019) Systems Engineering and Informatics P Czech Ostrava Choice-compulsory type B study plan
2024/2025 (P0311D050019) Systems Engineering and Informatics K Czech Ostrava Choice-compulsory type B study plan
2024/2025 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2024/2025 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2023/2024 (P0311D050019) Systems Engineering and Informatics P Czech Ostrava Choice-compulsory type B study plan
2023/2024 (P0311D050019) Systems Engineering and Informatics K Czech Ostrava Choice-compulsory type B study plan
2023/2024 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2023/2024 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2022/2023 (P0311D050019) Systems Engineering and Informatics K Czech Ostrava Choice-compulsory type B study plan
2022/2023 (P0311D050019) Systems Engineering and Informatics P Czech Ostrava Choice-compulsory type B study plan
2022/2023 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2022/2023 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2021/2022 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2021/2022 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2021/2022 (P0311D050019) Systems Engineering and Informatics P Czech Ostrava Choice-compulsory type B study plan
2021/2022 (P0311D050019) Systems Engineering and Informatics K Czech Ostrava Choice-compulsory type B study plan
2020/2021 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2020/2021 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2020/2021 (P0311D050019) Systems Engineering and Informatics P Czech Ostrava Choice-compulsory type B study plan
2020/2021 (P0311D050019) Systems Engineering and Informatics K Czech Ostrava Choice-compulsory type B study plan
2019/2020 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2019/2020 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2018/2019 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2018/2019 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2017/2018 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2017/2018 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2016/2017 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2016/2017 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2015/2016 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2015/2016 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2014/2015 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2014/2015 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan
2013/2014 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2013/2014 (P6209) Systems Engineering and Informatics (6209V025) System Engineering and Informatics K Czech Ostrava Choice-compulsory study plan

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