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Terminated in academic year 2023/2024

Quantitative Methods of Economic Analysis

Type of study Doctoral
Language of instruction Czech
Code 157-0901/02
Abbreviation KMEA
Course title Quantitative Methods of Economic Analysis
Credits 10
Coordinating department Department of Systems Engineering and Informatics
Course coordinator prof. Ing. Jana Hančlová, CSc.

Subject syllabus

Research methods and tools.Possibilities to increase the level of decision making management. Quantitative approach to support decision making activities. Quantitative methods of economic analyses. Business processes modelling and the supporting software. Dynamic system and its properties, methodology of dynamic systems creation. Methods of operations research. Financial models. Fuzzy modelling.

E-learning

LMS Moodel, MS Teams

Literature

DUBOIS, D., PRADE, H. Fuzzy Sets and Systems. New York: Academic Press, 1980.
GUJARATI, D. N. Basic Econometrics. 4th Ed. Singapore: Mc Graw-Hill, 2003. 1002 pp. ISBN 0-07-233542-4.
HILLIER, F., LIEBERMANN, G. J. Introduction to operations research. 9th ed. 1047 p. New York: McGraw-Hill Higher Education, 2010. ISBN 978-0-07-337629-5.
KAUFMANN, A. Introduction to the Theory of Fuzzy Subsets. New York: Academic Press, 1986.
NOVÁK, V., PERFILIEVA, I. MOČKOŘ, J. Mathematical principles of fuzzy logic. Praha: Springer, 1999. ISBN 07923-8595-0.
SAATY, T. L. Fundamentals of Decision Making and Priority Theory with the Analytic Hierarchy Process. Pittsburg: RWS Publications, 2006. ISBN 0-9620317-6-3.
WOOLDRIDGE, J. Introductory Econometrics: A Modern Approach. 4th ed. Mason. Ohio: South Western Cengage Learning, 2008. ISBN 9780324581621 .

Advised literature

ADAMS, A., BLOOMFIELD, D., BOOTH, P. Investment Mathematics and Statistic. Kluwer Law International, 1995.
AGRESTI, A. An Introduction to Categorial Data Analysis. John Wiley & Sons, 2007. ISBN 978-0-471-225618-5.
ANDERSON, D. R., SWEENEY, D. J., WILLIAMS, T.A. Statistics for Business and Economics. South- Western: Cengage Learning, 2012. ISBN 978-0-538-48164-9.
DOUGHERTY, CH. Introduction to Econometrics. 3rd ed. Oxford: Oxford University Press, 2006. 480 pp. ISBN 978-0-19-928096-4.
FABOZZI, F. J. Fixed Income Mathematics. 1993.
GREENE, W. H. Econometric Analysis. 6th Ed. Prentice Hall, 2007, ISBN 9780135132456
HILL, R. C., GRIFFITHS, W. E., LIM, G. C. Principles of Econometrics. 3rd Edition. 2008. 608 pages. ISBN 978-0-471-72360-8.
HULL, J. C. Options, Futures, and other Derivarives. Prentice-Hall, 2002.
TRIANTAPHYLLOU, E. Multi-Criteria Decision Making Methods: A komparative study. Kluwer Academic Publishers, 2000. ISBN 0-7923-6607-7.
WONNACOTT, T. H., WONNACOTT, R. J. Statistika pro obchod a hospodářství. Praha: Victoria Publishing, 1999. ISBN 80-85605-09-0.
WISNIEWSKI, M. Quantitative Methods for Decision Makers. 4th ed. Prentice Hall, 2006.
. 2007.