Infopaket

Adaptive information processing and recognition

ДВС.2.03

Вибіркова дисципліна для ОП

Second

2021/2022

4 Semester

5

PLO11.2. Understand the main areas of applied mathematics and computer science to the extent necessary for the development of general professional mathematical disciplines, applied disciplines, and the use of their methods in the chosen profession. PLO15.2. Be able to implement automatic and automated systems using mathematical and computer models, and developed algorithms.

Full-time form

1. Know the materials of standard courses in mathematical analysis, linear algebra, discrete mathematics, differential equations, operations research, probability theory, mathematical statistics, mathematical physics, numerical methods, and decision-making theories. 2. Be able to build and research models of decision-making and forecasting of the behavior of objects modeled by stochastic processes based on decision-making theory. 3. Possess basic skills in building decision-making models.

Acquaintance and assimilation of the basic principles of the research of forecasting models of the behavior of the studied objects on the example of financial market assets; acquisition of practical decision-making skills in various spheres of activity. Formation of competence in the practical application of mathematical models of forecasting the behavior of objects of arbitrary nature.

1. John.C.Hull. Options, futures and other derivatives. 2. Christopher Hunter. Derivative Securities. 3. Martin Baxter, Andrew Rennie. Financial calculus. An introduction to derivative. Press syndicate of the University of Cambridge. 4. Rama Cont, Peter Tankov. Financial modeling with jamp processes. Capman and Hall/ CRC Press company, London, New York. Wasington. 5. Biehun V.V., Horbunov O.V., Kadenko I.M., Pysmennyi E.M., ta in. Imovirnisnyi analiz bezpeky VSTO. Kyiv, 2000. Hlava 1, s. 12-28. 6. Lysychenko H.V., Zabulonov Yu.L., Khmil H.A. Pryrodnyi, tekhnohennyi ta ekolohichnyi ryzyky: analiz, otsinka, upravlinnia. Kyiv : Nauk. dumka, 2008. 542 s. 7. Morozov A.O., Hrechaninov V.F., Biehun V.V. Upravlinnia bezpekoiu v epokhu informatsiinoho suspilstva. Visnyk NAN Ukrainy. K., 2015. No 10. S. 34-41. 8. Biehun V.V Metodolohichni osnovy informatsiinoi tekhnolohii upravlinnia bezpekoiu na osnovi ryzyk-oriientovanoho pidkhodu: dys. d-ra tekhn. nauk: 05.13.06. Kyiv, 2020. 553 s.

Lectures, seminar classes, independent work.

The maximum number of points that can be obtained by a student is 60 points: 1. Control work No. 1: RN 1.1, RN.1.2 – 20/12 points. 2. Control paper No. 2: RN 1.3, RN 1.4 – 20/12 points. 3. Oral answers: PH 1.1, PH 1.2, PH 1.3, PH 1.4, PH 2.1, PH 2.2, PH 2.3, PH 4.1 – 20/12 points. Final evaluation (in the form of an exam): The maximum number of points that can be obtained by a student is 40 points. - Learning outcomes that will be evaluated: PH 1.1, PH 1.2, PH 1.3, PH 1.4, PH 2.1, PH 2.2, PH 2.3, PH 4.1. - Form of conduct: written work. - Types of tasks: 4 written tasks (1 theoretical question and 1 practical task for each content part). - The student receives an overall positive grade in the discipline if his grade for the exam is at least 24 (twenty-four) points. - A student is admitted to the exam if during the semester he: scored at least 36 points in total; and completed and passed 2 (two) test papers on time.

Ukrainian