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Probabilistic Modelling and Soft Computing Methods

Type of study Doctoral
Language of instruction Czech
Code 155-0907/01
Abbreviation PMMSC
Course title Probabilistic Modelling and Soft Computing Methods
Credits 10
Coordinating department Department of Applied Informatics
Course coordinator prof. Ing. Dušan Marček, CSc.

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

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 

Advised 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 .