"27510" . "RIV/61989100:27510/04:00010356" . "Self-Organizing Maps: Review of Selected Financial and Economic Applications" . . . "Neuronov\u00E1 s\u00ED\u0165 typu SOM: P\u0159ehled finan\u010Dn\u00EDch a ekonomick\u00FDch aplikac\u00ED"@cs . "Self-Organizing Maps (SOM);Finance;Clustering;Rating;World benchmark;Financial analysis;Portfolio analysis;SOM_PAK."@en . "This paper presents a neural network approach to solve various financial problems. Especially the possibility of SOM\u00B4s (Self-Organizing Maps) financial applications is shown. First the fundamentals of the SOM are described. T.Kohonen discovered this approach in 1982 and it can be used for searching for patterns in data sets and producing visual displays or maps of the similarities and dissimilarities in the data. This attribute of SOM is called clustering. The results from SOM are often improved if it is used in conjunction with traditional statistical techniques or if it is combined with more sophisticated modern techniques such as genetic algorithms or fuzzy logic and modeling. The goal of this paper is to show some practical financial and economic applications and presents the results from these applications." . "0862-7908" . "RIV/61989100:27510/04:00010356!RIV/2005/MSM/275105/N" . "108-117" . "ECON 04" . "11" . . . "1" . "1"^^ . "585781" . "1"^^ . . . . . "[D57331ACF115]" . . . . "CZ - \u010Cesk\u00E1 republika" . . "Z(MSM 275100015)" . "Neuronov\u00E1 s\u00ED\u0165 typu SOM: P\u0159ehled finan\u010Dn\u00EDch a ekonomick\u00FDch aplikac\u00ED"@cs . . "Self-Organizing Maps: Review of Selected Financial and Economic Applications"@en . . . "Simula\u010Dn\u00ED metody, n\u011Bkdy ozna\u010Dovan\u00E9 jako metody Monte-Carlo, p\u0159edstavuj\u00ED vedle analytick\u00FDch metod alternativn\u00ED metody oce\u0148ov\u00E1n\u00ED opc\u00ED. Metoda Monte-Carlo (d\u00E1le MC) byla poprv\u00E9 pou\u017Eita Stanislawem Ulamem na sklonku 2.sv\u011Btov\u00E9 (1946) v\u00E1lky, p\u0159i \u0159e\u0161en\u00ED tzv. Manhattensk\u00E9ho probl\u00E9mu, pracovn\u00ED skupinou vedenou matematikem Von Neumannem. P\u0159i \u0159e\u0161en\u00ED finan\u010Dn\u00EDch probl\u00E9m\u016F (problematika ocen\u011Bn\u00ED finan\u010Dn\u00EDch opc\u00ED) byla metoda MC poprv\u00E9 u\u017Eita v roce 1977 v d\u00EDle Boyle (1977). Tento p\u0159\u00EDsp\u011Bvek je v\u011Bnov\u00E1n ocen\u011Bn\u00ED plain-vanilla Evropsk\u00E9 call opce pomoc\u00ED metody Monte-Carlo a Quasi-Monte-Carlo. Rovn\u011B\u017E je provedeno ocen\u011Bn\u00ED plain-vanilla Evropsk\u00E9 call opce pomoc\u00ED metod redukce rozptylu s pou\u017Eit\u00EDm metody protikladn\u00E9 prom\u011Bnn\u00E9 (antithetic variates)."@cs . . "10"^^ . . "Self-Organizing Maps: Review of Selected Financial and Economic Applications" . . "Self-Organizing Maps: Review of Selected Financial and Economic Applications"@en . "Gregor, Leo\u0161" . . "This paper presents a neural network approach to solve various financial problems. Especially the possibility of SOM\u00B4s (Self-Organizing Maps) financial applications is shown. First the fundamentals of the SOM are described. T.Kohonen discovered this approach in 1982 and it can be used for searching for patterns in data sets and producing visual displays or maps of the similarities and dissimilarities in the data. This attribute of SOM is called clustering. The results from SOM are often improved if it is used in conjunction with traditional statistical techniques or if it is combined with more sophisticated modern techniques such as genetic algorithms or fuzzy logic and modeling. The goal of this paper is to show some practical financial and economic applications and presents the results from these applications."@en . .