|
Lecturer(s)
|
-
Mrkvička Tomáš, prof. RNDr. Ph.D.
|
|
Course content
|
Content of the subject: 1. Classification of models from different perspectives. Linear programming, sensitivity analysis, parametric linear programming, multicriteria optimization. Transport tasks, including special types. 2. Structural analysis. Analysis of data packaging and its application. Stochastic and deterministic network models. Models of Conflict Situations and Theory. 3. Stochastic models and a simulation approach to their solution. Multi-criteria evaluation of variants, selection issues. Software support for basic types of mathematical models used in management and decision making (EXCEL and its modules, LINGO, @RISK, MS Project). 4. Modern methods of time series analysis. 5. Analysis of major components. 6. Methods of cluster analysis, discriminatory analysis and multidimensional analysis of variance. 7. Econometric models. Classical model of linear regression and its generalization, violation of assumptions, heteroskedasticity, autocorrelation. 8. Special Models of Linear Regression - Discrete Models, Logistic and Poisson Regression. 9. Multiline models of linear regression, structural and reduced shape, model identification. 10. Application of econometric models in practice.
|
|
Learning activities and teaching methods
|
|
unspecified
|
|
Learning outcomes
|
The aim of the course is to introduce the advanced knowledge from the field of Financial Management of Enterprises which widen the previous knowledge from Master study. The course content is focused on the obtaining the skills in quantification and evaluation of economic indicators, strategic and investment management, risk management and specific issues related to international corporations. The course covers two semesters.
|
|
Prerequisites
|
unspecified
|
|
Assessment methods and criteria
|
Oral examination
The condition of the credit is the submission of a written assignment given by the lecturer during the enrollment of the subject. The successful completion of the course requires the understanding of selected concepts of mathematical and statistical methods and the ability to apply acquired knowledge in solving concrete problems of economic practice.
|
|
Recommended literature
|
-
ANDĚL, J. (2003). Statistické metody. Praha, Matfyzpress UK, 299 s..
-
Anderson, D.R. a kol. Management Science: Quantitative Approaches to Decision Making. New York : 10th ed. West Publ., 2002.
-
Cipra, T. Finanční ekonometrie. Ekopress, 2008. ISBN 978-80-86929-43-9.
-
Gros, I. Kvantitativní metody v manažerském rozhodování.. Praha: Grada Publishing, 2003. ISBN 80-247-0421-8.
-
Hebák, P., Hustopecký, J.:. Průvodce moderními statistickými metodami, SNTL, Praha, 293s. 1990.
-
Jablonský, J. Operační výzkum - kvantitativní metody pro ekonomické rozhodování. Praha : Professional Publishing, 2003.
-
Maňas, M. Teorie her a její aplikace. Praha, SNTL, 1991.
-
Wooldridge, J.M. Introductory Econometrics: A Modern Approach. South-Western College pub, 2009.
|