Você está na página 1de 7

THE BUCHAREST ACADEMY OF ECONOMIC STUDIES

Faculty: Economic Cybernetics, Statistics and Informatics Chair: Economic Cybernetics

SYLLABUS
Academic year: 2010-2011 Course title OPERATIONAL RESEARCH 1 Number of credit points 5 Faculty where delivered Bachelor program
Hours per semester / activities

Course code

01010101OS121104L

Total 56

C 28

Economic Cybernetics, Statistics and Informatics Economic Cybernetics, Statistics and Informatics

S 28 Year 1

L/P 0 Semester 2

Course type: F fundamental, S specialized, C complementary Course curricular category : C compulsory, E elective, F - free, S - special Pre-requisites
Compulsory Recommended

S C

Learning objectives
1. Initiate the students in economic and mathematical modeling. Techniques and algorithms for problem solving optimization models; 2. Acquiring the required knowledge to design the decisions for optimal management of economic systems; 3. Develop the correct modeling language and the right and well justified reasoning

Course contents (descriptors)


Chapter 1. Linear models and Optimization techniques; Chapter 2. Project Management; Chapter 3. Nonlinearity in economic processes modeling. Optimal conditions for convex programming.

Type of assessment (E exam, A continuous assessment, C colloquium) Assessment percentage Bibliography


Final exam/assessment paper 70% Projects/Essay(s) + attendance 20%

Frequency 10% 1.Nica V., Ciobanu Gh, Musta F., Mrcine V., Operational Research, Ed MatrixRom, Bucharest, 1998 2.Gheorghe Ciobanu, Nica V., Musta F., Mrcine V., Operational Research. Graphs and critical path analysis, Ed MatrixRom, Bucharest, 1996 3.Gheorghe Ciobanu, Tiganescu E., Operational research. Linear optimization, Ed ASE, Bucharest, 2002 4.Gheorghe Ciobanu, Nica V., Musta F., Mrcine V., Mitrut D., Operational research. Network optimization. Economic theory and applications, Ed MatrixRom, Bucharest, 2002 5. Musta F., Ciumara R., Gramatovici S., Economic and mathematical analysis of linear models, ASE Publishing House, Bucharest, 2003 6.Nica V., Special chapters of Operational Research Open Distance Learning Center, ASE Publishing House, Bucharest, 2001 1 2 3 4 5 6 Profesor dr. MARACINE Virginia Profesor dr. MARIN Dumitru Profesor dr. MITRUT Dorin Profesor dr. NICA Vasile Teodor Associate Professor GRAMATOVICI Sorina Associate Professor MARINESCU Daniela Elena

Instructors

THE BUCHAREST ACADEMY OF ECONOMIC STUDIES


Faculty: Economic Cybernetics, Statistics and Informatics Chair: Department of Economic Cybernetics and Informatics

SYLLABUS
Academic year: 2011-2012 Course title OPERATIONAL RESEARCH 2 Number of credit points 5 Faculty where delivered Bachelor program
Hours per semester / activities

Course code

01010102OS221105L

Total 56

C 28

Economic Cybernetics, Statistics and Informatics Economic Cybernetics, Statistics and Informatics

S 28 Year 2

L/P 0 Semester 2

Course type: F fundamental, S specialized, C complementary Course curricular category : C compulsory, E elective, F - free, S - special Pre-requisites
Compulsory Recommended

S C

Learning objectives
1. Consolidate and extend the knowledge and the ability to use the economic and mathematical modeling for economic processes analysis; 2. Integrate the optimization techniques in economic systems management; 3. Stimulate students creativity for study cases design and solving; 4. Using the dedicate software for economic problems solving

Course contents (descriptors)


Chapter 1. Optimization Problem in Transport and Distribution Networks; Chapter 2. Economic Modeling with Integer Variables; Chapter 3. Some Difficult Problems in Combinatorial Optimization.

Type of assessment (E exam, A continuous assessment, C colloquium) Assessment percentage Bibliography


Final exam/assessment paper 70% Projects/Essay(s) + attendance 20%

Frequency 10% 1.Nica V., Special Chapters of Operational Research, Centre for Distance Education, Ed ASE, Bucharest, 2001 2.Nica V., Ciobanu Gh, Musta F., Mrcine V., Operational Research, Ed MatrixRom, Bucharest, 1998 3.Ciobanu Gh, Nica V., Musta F., Mrcine V., Mitru D., Operational Research, Optimization in networks. Economic theory and applications, Ed Matrix ROM, Bucharest, 2002 4.Hillier FS, Lieberman G., Introduction to Operations Research, Mc. Graw-Hill Publishing Company, 1990 1 Professor dr. MITRUT Dorin 2 Professor dr. NICA Vasile Teodor 3 Associate Professor dr. GRAMATOVICI Sorina

Instructors

THE BUCHAREST ACADEMY OF ECONOMIC STUDIES


Faculty: Economic Cybernetics, Statistics and Informatics Chair: Mathematics

SYLLABUS
Academic year: 2010-2011 Course title ALGEBRA Number of credit points 5 Faculty where delivered Bachelor program
Hours per semester / activities

Course code

01010101OF111401L

Total 56

C 28

Economic Cybernetics, Statistics and Informatics Economic Cybernetics, Statistics and Informatics

S 28 Year 1

L/P 0 Semester 1

Course type: F fundamental, S specialized, C complementary Course curricular category : C compulsory, E elective, F - free, S - special Pre-requisites
Compulsory Recommended

F C

Learning objectives
Principal aim of this lecture and seminars proceedings is the formation of comprehensive basis of necessary knowledge for students to be able to approach lectures from teaching plan, for instance: Mathematical analysis, Operational research, Economic cybernetics, Numerical analysis, Econometric, Financial mathematics.

Course contents (descriptors)


1. Vector spaces (linear spaces). Vector spaces. Vector subspaces. Span of subset. Basis and ordered basis for vectorial spaces. The finite-dimensional vector spaces. The isomorphism theorem. The representation of vector in the ordered basis. The coordinates of vector. The Gauss method. The substitution lemma. The applications in operational research. The replacement theorem(Steinitz theorem)(proof). The rank theorem. The consequences. The sum of two vectorial subspaces. The Grossmanns theorem (proof). Direct sum. The equivalence theorem. Applications in consumer theory. 2. Linear transformations. Definition. The matrix representation of a linear transformation. The change of the ordered bases. Kernel, image. Dimension theorem. Operations with linear transformations. Eigenvalues and eigenvectors of linear operator. Eigenspaces. The characteristic polynomial. Hamilton-Cayley theorem. Polynomials in a square matrix. Input-ouput model. The diagonalization form (Jordan canonical form). Applications in econometrics. Linear functionals(forms). Applications in linear optimization. Dual space of a vector space. Bilinear functionals (forms). Quadratic functionals over field . Canonical form of quadratic functional. Theorem of inertia(Sylvesters law) (proof). Applications in operational research (non-linear optimization ). 3. Euclidean linear spaces. Real inner product(dot product). Complex inner product. Orthogonal basis. The orthogonalization process. The orthogonal projection on a vector subspace. Applications in microeconomic modeling. The adjoint of a linear operator, self-adjoint operators, orthogonal operators. Applications in data analysis. 4. Inner product spaces. Definitions of norm and of metrics . Metric spaces. Contraction principle. Applications in microeconomics.

Type of assessment (E exam, A continuous assessment, C colloquium) Assessment percentage Bibliography


Final Examination - 70% Seminar Activity - 30%

1. Cenusa Gh. and department, Mathematics for Economists, Cison, Bucharest, 2000 2. Cenusa Gh Ash and department, Mathematics for economists. Collection of mathematical problems, Cison, Bucharest, 2001 3. Collective department, Mathematics applied to economics, ASE, Bucharest, 1990 4. SH Friedberg, AJ Insel, Linear Algebra, Prentice Hall, 2003 5. Serban Radu coordinator, Reports of linear algebra problems, ASE, Bucharest, 1999 6. Neculaescu C., Veghes O, Introduction to linear algebra, ASE, Bucharest, 2005 1 Professor dr. SERBAN Radu 2 Reader Professor dr. MIRCEA Iulian 3 Associate Professor dr. VEGHES Ovidiu

Instructors

THE BUCHAREST ACADEMY OF ECONOMIC STUDIES


Faculty: Economic Cybernetics, Statistics and Informatics Chair: Mathematics

SYLLABUS
Academic year: 2010-2011 Course title MATHEMATICAL ANALYSIS / CALCULUS Number of credit points 5 Faculty where delivered Bachelor program
Hours per semester / activities

Course code

01010101OF121402L

Total 56

C 28

Economic Cybernetics, Statistics and Informatics Economic Cybernetics, Statistics and Informatics

S 28 Year 1

L/P 0 Semester 2

Course type: F fundamental, S specialized, C complementary Course curricular category : C compulsory, E elective, F - free, S - special Pre-requisites
Compulsory Recommended

F C

Learning objectives
Principal aim of this lecture and seminars proceedings is the formation of comprehensive basis of necessary knowledge for students to be able to approach lectures from teaching plan, for instance: Mathematical analysis, Operational research, Economic cybernetics, Numerical analysis, Econometric, Financial mathematics.

Course contents (descriptors)


1. Sequences and series of functions. Topology. Binary relations. Cardinality. Countable sets. Upper and lower limits. Sequences of functions. Cauchy sequence. Common and uniform convergence. Infinite series of functions. In particularly: infinite series of numbers. Power series. Radius of convergence. Abels theorem (proof). Expansions in a power series of functions of real analytic functions. Residual expressions. The definition of topological spaces, examples. Convergence. Closure of a set. The set of inner points. The border of a set. Compact set. Continuous functions. Continuity of functions on a compact set. Convergence independence of norm choice on finite dimensional space. 2. Functions of several real variables. Limits, continuity, partial derivability of functions of several variables, the differentiability of functions of several variables. The connection between differentiability and continuity. The derivative of upper order. Schwarzs and Youngs test (wording + examples). Taylors formula for several variables functions. Gradient, Hessian and unconstrained extreme points/values. Convexity of functions. The Least Squares Method. The regular transformations. Implicit functions, implicit functions theorem (wording). Chain rule for differentiability. Applications to microeconomic modeling. Constrained extremes (examples, without proof). Applications to operational research. 3. Integral calculus. Generalized integrals. Tests of convergence (without proof). Integrals with parameters on compact or non-compact interval (without proof). Eulers integrals: gamma, beta, with properties and the connection between them. Double integrals, their calculating. Transformation of rectangular coordinates to polar coordinates using regularly maps. Applications to probability theory. 4. Differential equations. First order differential equations. Cauchy problem. General, particular and singular solution. Theorems of existence. Separable variable, homogenous and Bernoullis differential equations. First order linear equations. High-order linear equation with constant coefficients. Applications to dynamic modeling of systems.

Type of assessment exam, A continuous assessment, C colloquium) Assessment percentage Bibliography


Final Examination - 70% Seminar Activity - 30%

(E

Instructors

1 Cenusa Gh., Raischi C., Woinaroski S., Mathematical Analysis, vol.I,ASE,Bucuresti,2003 2 Serban R., Mihalyi M., Raischi C., Mathematical Analysis, vol.II,ASE,Bucuresti,2003 3 Raischi C. (coordonator),Analiza matematica. Culegere de probleme pentru anul I,ASE,Bucuresti,2000 4 Angel de la Fuente,Mathematical methods and models for economists,Cambridge Univ.Press,2000 5 Cenusa Gh. (coordonator),Matematici pentru economisti,CISON,Bucuresti,2000 6 Modan L.,Calcul diferential real,CISON,Bucuresti,2003 1 Professor dr. SERBAN Radu 2 Associate Professor dr. IFTIMIE Bogdan 3 Associate Professor dr. MODAN Laurentiu 4 Lecturer Professor dr. VEGHES Ovidiu

THE BUCHAREST ACADEMY OF ECONOMIC STUDIES


Faculty: Economic Cybernetics, Statistics and Informatics Chair: MATHEMATICS

SYLLABUS
Academic year: 2011-2012 Course title PROBABILITY THEORY AND MATHEMATICAL STATISTICS Number of credit points 6 Faculty where delivered Bachelor program
Hours per semester / activities

Course code

01010101OF211410L

Total 56

C 28

Economic Cybernetics, Statistics and Informatics Economic Cybernetics, Statistics and Informatics

S 28 Year 2

L/P 0 Semester 1

Course type: F fundamental, S specialized, C complementary Course curricular category : C compulsory, E elective, F - free, S - special Pre-requisites
Compulsory Recommended

F C

Learning objectives
The goal of this course is to help the students acquire the mathematical tools needed for modeling and analysis of economic phenomena of both deterministic and stochastic nature.

Course contents (descriptors)


I - Probability theory 1.Events. Axiomatic definition of probability. Field of probability. Probability properties. 2.Conditional probability, probability of the intersection and of union of events. Total probability formula. Bayes's formula. Classical schemes. 3.Notion of random variable. Operations with random variables. Example for discrete random variables. Classical discrete distributions. 4.Distribution function definition properties. Continuous random variable. Probability density (distribution) - Properties. Classical distributions continue. 5.Moments of a random variable. Average. Average and dispersion properties. Cebev's inequality. 6.Random two-dimensional variables, marginal distributions, moments of two-dimensional random variables, covariance and correlation coefficient - properties. 7.Conditional distribution regression curves. 8.Characteristic function: definition, properties. Generalization of two-dimensional random variables. Moment generating function. 9.Series of random variables. Types of convergence. Laws of large numbers ( Cebev, Markov, Bernoulli, Poisson). 10.Central limit theorem ( Lindeberg-Levy, Moivre-Laplace). II - Mathematical Statistics 11.Elements of selection theory. Distribution selection function. Moments of selection. Selections from normal populations. 12.Punctual estimation. Estimation methods: method of moments, maximum likelihood method. Estimators qualities. Econometric modeling and security applications. 13.Estimation through confidence intervals of parameters of the normal distribution. 14.Checking statistics assumptions.

Type of assessment (E exam, A continuous assessment, C colloquium) Assessment percentage Bibliography


Final Examination - 70% Seminar Activity - 30%

1.Beganu G., Probabilistic methods used in economics and insurance, Ed. Technology, Bucharest, 1996 2.Beganu G., Theory of Probability and Mathematical Statistics, Ed. MeteorPress, Bucharest, 2004 3.Beganu G., Theory of Probability and Mathematical Statistics. Reports of problems, Ed. MeteorPress, Bucharest, 2002 4.Tudor M., Sibiceanu M., Mircea I., Probability, statistics and applications, Ed. ASE, Bucharest, 2009 1 Professor dr. TUDOR Maria 2 Associate Professor dr. BEGANU Gabriela 3 Associate Professor dr. IFTIMIE Bogdan 4 Associate Professor dr. MODAN Laurentiu

Instructors

THE BUCHAREST ACADEMY OF ECONOMIC STUDIES


Faculty: Economic Cybernetics, Statistics and Informatics Chair: Department of Economic Cybernetics and Informatics

SYLLABUS
Academic year: 2012-2013 Course title DECISION THEORY Number of credit points 5 Faculty where delivered Bachelor program
Hours per semester / activities

Course code

01010102OS311113L

Total 56

C 28

Economic Cybernetics, Statistics and Informatics Economic Cybernetics, Statistics and Informatics

S 28 Year 3

L/P 0 Semester 1

Course type: F fundamental, S specialized, C complementary Course curricular category : C compulsory, E elective, F - free, S - special Pre-requisites
Compulsory Recommended

S C

Learning objectives
1.A complex vision of the economic decision process using the obtained knowledge; 2.Learning methods, techniques and modern decision analysis models, including methods of decision support systems; 3. To stimulate the students creativity using case study projects form the economic decision field

Course contents (descriptors)


Chapter 1. Decision theory - main objects; Chapter 2. Stages of decision process and elements of decision problem; Chapter 3. Logical structure of decision process; Chapter 4. Mathematical modeling of the decision process ;Decision under certainty; Decision under risk and uncertainty; Theory of attitudes towards risk; Decision trees, Bayes analysis; Chapter 5. Group decision; Chapter 6. Portfolio decision.

Type of assessment (E exam, A continuous assessment, C colloquium) Assessment percentage Bibliography


Final exam/assessment paper 60% Projects/Essay(s) + attendance 40%

1.Boldur-Lescu GH, Logic decision and management systems, Ed Academy, Bucharest, Bucharest, 1992 2.Badescu A., Dobre I., Modeling economic and financial decisions, Ed Conphys, Ramnicu Valcea, 2001 3.Dobre I., Badescu A., Irimiea C., Decision theory. Case Studies, Ed Scripta, Bucharest, 2000 4.Luce RD, Raiffa H., Games and Decisions, Wiley, New York, 1968 5.Purcaru I., Mathematics and Insurance, Ed, Bucharest, 1995 6.Dobre I., Badescu A., Decision theory, ASE Publishing House, Bucharest, 2007 1 Professor dr. BADESCU Adrian Victor 2 Professor dr. DOBRE Ion 3 Lecturer dr. ALDEA Anamaria

Instructors

THE BUCHAREST ACADEMY OF ECONOMIC STUDIES


Faculty: Economic Cybernetics, Statistics and Informatics Chair: Department of Economic Cybernetics and Informatics

SYLLABUS
Academic year: 2011-2012 Course title FUNDAMENTALS OF ECONOMIC CYBERNETICS Number of credit points 5 Faculty where delivered Bachelor program
Hours per semester / activities

Course code

01010102OS221103L

Total 56

C 28

Economic Cybernetics, Statistics and Informatics Economic Cybernetics, Statistics and Informatics

S 28 Year 2

L/P 0 Semester 2

Course type: F fundamental, S specialized, C complementary Course curricular category : C compulsory, E elective, F - free, S - special Pre-requisites
Compulsory Recommended

S O

Learning objectives
1. The basic concepts are introduced in the theory of complex adaptive systems (CAS) and cybernetics (system, state, command, cybernetic system, feedback, and so on). There are given examples of complex adaptive systems and it is insisted on means of analysis and representation of cybernetic systems and feedback loops. 2. Equations-based modeling and agent-based modeling are introduced. Examples of economic models that are produced in the two styles are studied. 3. The main properties of complex adaptive systems (connectivity and interdependence, co-evolution, dissipation, operating far from equilibrium, self-organization and adaptation, etc.) are presented and also, the feedback mechanisms in the economy: self adjusting mechanism and the mechanism of selection and adaptation mechanism of balance and stability. 4. Different systems within economics and their markets are approached as complex adaptive systems. Different types of micro and macroeconomic systems and markets are presented together with their implications for the mechanisms of self-regulation and cybernetic systems of economic behavior.

Course contents (descriptors)


Ch 0. The emergence and development of economic cybernetics. Ch 1. Defining cybernetics as a science. Its purpose and relationship to other sciences. 2 Ch. Study methods of economic cybernetics. Modeling and simulation in economics. Ch 3. Complex Adaptive System (CAS) in Economics. Cap.4. Connectivity and interdependence in the CAS. Ch 5. Co-evolution, dissipation and chaos in CAS. Ch 6. Fundamental feedback processes in CAS. Ch 7. Emergent self-organization in the CAS. Cap.8. Examples of CAS economy

Type of assessment (E exam, A continuous assessment, C colloquium) Assessment percentage Bibliography


Final exam/assessment paper 70% Projects/Essay(s) + attendance 30%

1.Scarlat, E., Agents and Agent-based modeling in economics, ASE Publishing House, Bucharest, 2005 2.Scarlat, E., Mrcine, V., Dynamics economics I; dynamics of chaotic systems, Ed MatrixRom, Bucharest, 2002 3.Scarlat E., Chiri Nora, Cybernetics economic systems, ASE Publishing House, Bucharest, 2003 4.Scarlat E.; Chirita Nora, Fundamentals economic cybernetics, Ed , Bucharest, 1997 5.Spircu L., Scarlat E., Oprescu Gh, Chiri N., Fundamentals of economic cybernetics 1 Professor dr. SCARLAT Emil

Instructors

Você também pode gostar