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Probabilistic Modelling and Soft Computing Methods

Anotace

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.

Povinná literatura

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 

Doporučená literatura

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 .


Language of instruction čeština
Code 155-0907
Abbreviation PMMSC
Course title Probabilistic Modelling and Soft Computing Methods
Coordinating department Department of Applied Informatics
Course coordinator prof. Ing. Dušan Marček, CSc.