Inovation of Content of Selected Courses
Provider: Ministerstvo školství, mládeže a tělovýchovy
Programme: Interní rozvojová soutěž
Implementation period: 01.01.18 - 31.12.18
Workplace:
Fakulta ekonomicko-správní - Ústav matematiky a kvantitativních metod
Investigator: Zapletal David
Description:
The project focuses on the innovation of content of courses Financial time series and Statistic methods in economics in the form of an extension of popular and in practice very often used methods and topics. Extensions will be both in theoretical and application level, with the help of appropriate statistical software. Specifically, it is about neural network issues, which are used, among others, for the construction of nonlinear models in the analysis of financial time series. Furthermore, nonlinear regression models focusing on various modifications of the logistic regression model and survival analysis. These methods are widely used today in banking, insurance and risk management.
The project focuses on the innovation of content of courses Financial time series and Statistic methods in economics in the form of an extension of popular and in practice very often used methods and topics. Extensions will be both in theoretical and application level, with the help of appropriate statistical software. Specifically, it is about neural network issues, which are used, among others, for the construction of nonlinear models in the analysis of financial time series. Furthermore, nonlinear regression models focusing on various modifications of the logistic regression model and survival analysis. These methods are widely used today in banking, insurance and risk management.
