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