BPM_NUMA Numerical methods

Faculty of Economics and Administration
Spring 2015
Extent and Intensity
1/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Václav Studený, Ph.D. (lecturer)
RNDr. Václav Studený, Ph.D. (seminar tutor)
Guaranteed by
RNDr. Luboš Bauer, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Supplier department: Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Timetable
Thu 14:35–17:55 S301
Prerequisites
! PMNUMA Numerical Methods
Basic of mathematical analysis, algebra, linear algebra
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The course will make students capable to: numerical proces of empirical data solve mathematical problem using the computer. choose appropriate stochastic tools for the morphology of amorphous processes
Syllabus
  • -Metric spaces and linear spaces with scalar product --metric on spaces of functions --ortonormal basis and projections -Polynomial interpolation --Lagrange polynomial --Newton form of the interpolation polynomial --Bernstein form of the interpolation polynomial --Newton–Cotes formulas --Taylor series expansion --Hermite interpolation, ( interpolation using the unique polynomial of degree at most 2n-1 that takes prescribed function and first derivative values at n distinct points. ) - Fourier series decomposition of a periodic function into a sum of simple oscillating functions, namely sines and cosines -fitting a model function that is linear in the model parameters to data by minimizing the least-squares error ion different metrics. -Projection onto a space of function by minimizing the least-squares error. -Nonlinear equation --Horner formula --Regula falsi -Fixpoints of contractions. Stochastics models
Literature
  • Sheskin, David J., Handbook of Parametric and Nonparametric Statistical Procedures, CRC Press, 1997
  • Kenneth L. Judd: Numerical Methods in Economics, ISBN-10: 0-262-10071-1, ISBN-13: 978-0-262-10071-7
  • Mario J. Miranda and Paul L. Fackler, Applied Computational Economics and Finance, ISBN-10: 0-262-13420-9, ISBN-13: 978-0-262-13420-0
Teaching methods
lectures, class discussion, group projects, homeworks, reading, drills
Assessment methods
tests, pojects, oral exam
Language of instruction
English
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
General note: Nezapisují si studenti, kteří absolvovali předmět PMNUMA.
Information about innovation of course.
This course has been innovated under the project "Inovace studia ekonomických disciplín v souladu s požadavky znalostní ekonomiky (CZ.1.07/2.2.00/28.0227)" which is cofinanced by the European Social Fond and the national budget of the Czech Republic.

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The course is also listed under the following terms Spring 2010, Spring 2011, Spring 2012, Spring 2013, Spring 2014, Spring 2016.
  • Enrolment Statistics (Spring 2015, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2015/BPM_NUMA