Infopaket

Intelligent analysis of financial data

ВК.4.03.04

Вибіркова дисципліна для ОП

First

2022/2023

5 Semester

3

PLO 4. Use methods of computational intelligence, machine learning, neural network and fuzzy data processing, genetic and evolutionary programming to solve problems of recognition, forecasting, classification, identification of control objects, etc.

Distance form

Know: discrete mathematics, data structures and algorithms, probability theory and mathematical statistics within the scope of standard university courses. Be able to: apply knowledge from the above disciplines to solving problems. Possess elementary skills: working with a computer

The discipline is a selective component of the training of specialists at the first (bachelor) level of higher education in the field of knowledge 12 "Information Technologies" from the specialty 122 "Computer Science", educational and professional program "Informatics". It is taught in the 5th semester, the volume is 90 hours. (3 ECTS credits), of which lectures – 28 hours, practical – 14 hours, consultations – 2 hours, independent work – 46 hours. The discipline is based on the basic stochastic models in insurance, financial mathematics and economics, intellectual methods and algorithms of data processing and analysis, the principles of their implementation in programming languages, application in applied problems. Methods and algorithms of intellectual analysis of financial data, solving educational and practical problems are considered.

Osnovnі: 1. Leonenko M.M., Mіshura Iu.S., Parkhomenko V.M., Iadrenko M.I. Teoretiko-imovіrnіsnі ta statistichnі metodi v ekonometritsі ta fіnansovіi matematitsі. K.: Іnformtekhnіka, 1995. 380 s. 2. Zbіrnik zadach z fіnansovoї matematiki. Borisenko O.D., Iu.S. Mіshura, V.M. Radchenko, G.M. Shevchenko. Vidavnicho-polіgrafіchnii tsentr "Kiїvs-kii unіversitet", 2008. 3. Kartashov M.V. Protsesi Markova v aktuarnіi matematitsі. K.: VPТs Kiїvs-kii unіversitet, 2008. 56 s. 4. Mіshura Iu.S., Ral-chenko K.V., Shevchenko G.M. Vipadkovі protsesi. Teorіia. Statistika. Zastosuvannia. VRТs Kiїvs-kogo natsіonal-nogo unіversitetu іmenі Tarasa Shevchenka, 2021. 496 s. 5. Mіshura Iu.S., Ral-chenko K.V., Sakhno L.M., Shevchenko G.M. Vipadkovі protsesi. Teorіia. Statistika. Zastosuvannia. VRТs Kiїvs-kogo natsіonal-nogo unіversitetu іmenі Tarasa Shevchenka, 2019. 6. Mishura Yu. Financial Mathematics. Elsevier, 2016. 194 p. ..

Lectures, practical classes, consultations, independent work

- semester assessment: The fifth semester 1. Control work 1: РН1.1, РН1.2, РН2.1, РН2.2 – 20 points/12 points. 2. Control work 2: РН1.1, РН1.2, РН2.1, РН2.2 – 20 points/12 points. 3. Practical task: RN 1.1., RN1.2, RN2.1, RN 3.1, RN4.1, RN4.2 — 60 points/ 36 points.

Ukrainian