Course syllabus DMSA - Quantitative Methods (FBE - 2019/2020 - post-graduate studies)


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Course code:
DMSA
Course title in Czech:
Quantitative Methods
Course title in English: Quantitative Methods
Semester:
2019/2020
Mode of completion and number of credits: Exam (0 credits), Commissional exam (0 credits)
Mode of delivery and timetabled classes:
full-time, 0/0 (hours of lectures per week / hours of seminars per week)
part-time, 0/0 (lectures per period / seminars per period)
Level of course:
-- item not defined --
Course type: optional
Type of delivery: usual
Mode of delivery for our mobility students abroad: -- item not defined --
Language of instruction:
Czech, English
Course supervisor:
Course supervising department:
Faculty:
Teachers:
doc. Mgr. David Hampel, Ph.D. (examiner)
doc. Ing. Mgr. Jitka Janová, Ph.D. (supervisor)
doc. Ing. Luboš Střelec, Ph.D. (examiner)
Prerequisites: none
 
Timetable in this semester:
-- item not defined --
 
Aim of the course and learning outcomes:
Objective of the subject is to develop students' knowledge in the field of applying quantitative methods in economic research.
 
Course content:
1.
Regression models (allowance 0/0)
 
a.
Multiple linear and non-linear regression and correlation
b.
Methods of construction and premises of linear regression models
c.Estimations in multiple linear regression and correlation
d.
Testing hypotheses in multiple linear regression and correlation
e.
Multiple regression and correlation analysis using computers

2.
Time series models (allowance 0/0)
 
a.
Index analysis
b.
Fisher axiomatic theory of indices
c.Summary indices of the 3rd generation
d.
Modern methods of index decomposition and absolute differences
e.
Quantitative part of pyramidal analysis

3.Multi-dimensional statistical methods (allowance 0/0)
 
a.
Classification of multi-dimensional statistical methods
b.
Methods of correlation structures analysis (analysis of main components, factor analysis, canonical correlation analysis)
c.
Methods of multi-dimensional classification and typology (discrimination analysis, cluster analysis)
d.Solution of multi-dimensional analysis issues using computers

4.
Linear programming (allowance 0/0)
 
a.Multi-programming
b.
Targeted programming
c.
Parametric programming
d.
Specific types of distribution problems

5.
Non-linear programming (allowance 0/0)
 
a.Dynamic programming
b.
Discrete problems of dynamic programming
c.
Bellman principle of optimum
d.
One- and two-parameter reproduction model
e.
Conjunctive optimisation problems
f.
Pontrjagin principle of maximum

6.
Structural analysis (allowance 0/0)
 
a.Structural optimisation models
b.Stability of technical coefficients and their updating
c.
Dynamic structural models
d.
Sgtochastic models

7.
Markov chains (allowance 0/0)
 
a.
Markov processes, queuing systems
b.Inventory management models
c.
Models of renovation
d.
Simulation models

Learning activities and teaching methods:
Type of teaching methodDaily attendanceCombined form
Total
0 h
0 h
 
Assessment methods:
Oral examination within the Examination board 2.
 
Assessment criteria ratio:
Requirement type
Daily attendance
Combined form
Total
0 %
0 %
 
Recomended reading and other learning resources:
Basic:
ACZEL, A D. -- SOUNDERPANDIAN, J. Complete business statistics. 6th ed. Boston: McGraw-Hill, 2006. 819 p. ISBN 007-124416-6.
FREEDMAN, D. Statistics. 4th ed. New York: W.W. Norton & Co., 576 p. ISBN 978-0-393-92972-0.
FAHRMEIR, L. -- TUTZ, G. Multivariate statistical modelling based on generalised linear models. 2nd ed. New York: Springer Verlag, 2001. 515 p. Springer series in statistics. ISBN 0-387-95187-3.
HINDLS, R. et al. Statistika pro ekonomy. 8th ed. Praha: Professional Publishing, 2007. 415 p. ISBN 978-80-86946-43-6.
LAY, D C. Linear algebra and its applications. 3rd ed. Boston: Addison Wesley, 2003. 492 p. ISBN 0-201-70970-8.

Course listed in study plans for this semester:
-- item not defined --
 
Course listed in previous semesters:
2020/2021 - post-graduate studies, 2018/2019 - post-graduate studies, 2017/2018 - post-graduate studies, 2016/2017 - post-graduate studies, 2015/2016 - post-graduate studies, 2014/2015 - post-graduate studies (and older)
Teaching place:
Brno


Last modification made by Ing. Jiří Gruber on 07/18/2019.

Type of output: