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Bewertung und Feedback des Lernenden für Stochastische Prozesse von HSE University

412 Bewertungen
105 Bewertungen

Über den Kurs

This course is aimed at the students with any quantitative background, such as — Pure and applied mathematics — Engineering — Economics — Finance and other related fields. The present course introduces the main concepts of the theory of stochastic processes and its applications. During the study, the students will get acquainted with various types of stochastic processes and learn to analyse their basic properties and characteristics. The material is anticipated to be of great interest for students willing to enhance their knowledge of stochastics and its use for the analysis of complex dynamical systems arising in various fields, such as economics or engineering. The main purpose of this course is to introduce the main concepts of the theory of stochastic processes and provide some ideas for its application to the solution of various problems in economics, finance, and other related fields. The course relies on the basic knowledge in the following disciplines: — probability theory (e.g., discrete and continuous distributions, conditional probability, calculation of moments, covariance, basic characteristics of functions of random variables) — calculus (e.g., integration, double integration, differentiation, trigonometry) — linear algebra (solution of systems of linear equations) Acquaintance with the basics of mathematical statistics is not required but simplifies the understanding of this course. Each week is followed by a test containing both theoretical and practical problems related to the covered material. At the end of the course the students are encouraged to complete the final exam, which comprises various problems on all the topics discussed during the lectures. No specific software is needed for the completion of this course. The course provides a solid theoretical basis for studying further disciplines in stochastics, such as stochastic modelling and financial mathematics. In addition, the reading materials contain the examples of real-life applications of the studied concepts, which might be helpful for designing the own solutions for various problems arising in scientific research, business and other areas. The course consists of short video lectures, up to 20 minutes long, some of which contain non-graded questions which enhance the understanding of the material. Each week there is a test with an estimated completion time of 1 hour. The final exam consists of test problems covering all the material and is expected to take approximately 1.5 hours to complete....


29. Apr. 2021

This course is a really good course if you want to learn about stochastic processes. But, you need to have some prerequisite knowledge, especially about probability theory and calculus.

15. Nov. 2020

This is really a very good course. I wish there was a second course on the same topic going into a much deeper level for Makov Processes, Martingales and Stochastic Integration.

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26 - 50 von 106 Bewertungen für Stochastische Prozesse

von Zixu Z

3. Mai 2020

The course is of mixed experiences. I enjoyed the clear derivations and proofs. However, after introducing a lot of seemly important concepts and spending a lot of time in proofs, there are barely any content on why we are doing these. OK, I got it that things like ergodicity, spectral functions seems important since the instructor spent more than half an hour showing the proofs and properties, but then the instructor stopped without mentioning anything about if a stochastic process is ergodic, then what? To me, I learned many new fancy terms but still have little ideas of how it can be helpful if I try to look at a stock price process, for example.

von Jonathan M

4. Apr. 2021

Not a bad course. But the motivation behind the teachings was difficult to understand for me. I wasn't sure why we were learning some things like why a given method was important, what its used for, why are we working these problems on the quiz, etc. Instead, the instruction outline seemed to follow a pattern of "this is this method"->"here is a proof"->"here is an example"->"next method". It kind of felt like reading through the supplementary section of a textbook in math.

von Huanfeng Y

7. März 2020

The course is too abstruse and cramming. DO NOT recommend it for anyone who are looking for a solid and indepth understanding of stochastic processes.

von Manaf W A A

27. März 2021

The content is good and detailed, but the instructor was not good in any sense at all !! FIRST, He speaks a higher level of English ( even if things are simple he would use sophisticated terms and use as many symbols to make it sound difficult (I've seen videos on youtube and some of the lessons weren't as hard as he made it sound). SECOND, he explains variables by introducing 3 more variables, you end up not understanding a single equation. THIRD, he RARELY uses examples ( real examples with actual numbers instead of alpha, Beta) which makes the lesson harder to understand. FOURTH, at least half of my time was wasted on proofs! proving theorems, proving properties, proving everything !!!

He is reaching to the students level, rather he is like explaining to other professors, yet when it comes to quizzes, it's suddenly hard, because proper examples were never part of this instructor's plan.


von Omar S

13. Apr. 2020

It is very dry math. Sometimes, the symbols just come out of no where. I was hoping for something for oriented towards applications, and some computational approach to the topic.

von Manav A

11. Juli 2020

course doesn't provide adequate intuition of the subject matter which is very crucial for it,

von Juan J E L V

22. Aug. 2020

This course is incredible, its demonstrations enchanted me, and its trajectory allows to understand step by step each one of the concepts. It is important to note that an important requirement is calculus (hopefully multivariate) and probability (even random vectors and demonstration of the laws of large numbers).

There is no book that completely compiles the contents seen in the course, it is unique, and very attractive for me in my training as an engineer, I wish they could do a second part with many applications of what I learned in this opportunity, would be the first enrolled.

von Felix C

5. Nov. 2020

A high quality course. I was pleased with the presentation: rigorous, without being bizantine in the discussion of the theorems and the proofs. The content is a good introduction to many classes of interesting processes, all leading up to the theory of Levy processes, which englobe almost all classes of stochastic processes found in applications. The exercises are tough without being too infuriating, and the instructor is engaging and very clear in his exposition. Highly recommended.

von akshay s

24. Okt. 2020

My grad school work was in wireless comm. and while it is true that some concepts were glossed over, I have a better understanding and intuition for Stochastic processes after taking this course. Even more than what I had after my grad school. The course is excellent because it gives you an intuition of things instead of piling on mathematical complexity which doesn't really help when you are trying to model real wold applications.

von 周晓迪

4. Juli 2019

Excellent Content though quite insufficient if would like to learn comprehensively. Suitable for introduction but sometimes during a lecture it makes me feel confused what we are learning this for, for instance, the queue theory in Poisson part.

von James L

12. März 2021

This is a very rigorous and theoretical-based course, fairly difficult. Definitely recommended for those who want to pursue higher education in stochastic process. It would be better if the instructor could cover topics on Martingales :-)

von Eduardo E

7. Juni 2020

I very much liked how the course was conducted. I started this course mainly to learn more about *Gaussian Filters*, because they are used for mapping in robotics. I feel I have a stronger basis to venture the subject.

von J Z

29. Nov. 2020

The thing I liked the most about this course is that the math was deep and things were not superficial. I like this because it promotes students to learn formal concepts. Vladimir is an excellent teacher. Thank you.

von Sergei B

15. Apr. 2020

The most challenging course I did so far on Coursera, nevertheless it is one of the best. I really enjoyed learning more on probability and would like to have a course on measure theory by the same autors.

von Abode D

30. Apr. 2021

This course is a really good course if you want to learn about stochastic processes. But, you need to have some prerequisite knowledge, especially about probability theory and calculus.

von peng l

28. Aug. 2019

An excellent course with mathematical concepts and exercises. It will be better if more detailed applications in finance,insurance or other subjects are demonstrated.

von akshay b

4. Jan. 2021

Excellent course with rigorous introduction to some of the advanced topics in stochastic processes such as levy process etc. Highly recommended

von julio c M S

27. Nov. 2019

Excelent course, too many proofs, but I consider that more examples, or real aplication, will give more support to those proofs.

von Gabriel I V S

18. Sep. 2021

an awesome introductory course to stochastic processes and a verry usefull to see if you will like the topics

von 刘诗逸

10. Aug. 2021

Clear delivery, but would be better if you provide a PPT! Looking forward for more insteresting classes!

von Felipe T B

30. Sep. 2021

I loved the course! Vladimir is really a good professor! I hope I can attend to his other lectures.

von Shyam S

21. Mai 2019

This course has less number of quiz questions but sufficient and well designed questions.

von John R S R

22. Dez. 2020

The content is very good, but I think it should be expanded in relation to applicability

von Wayner d S K

25. Juli 2020

An interesting and formal presentation of the content, with a comprehensive language.

von Zororo M

1. Dez. 2018

Well presented course. I enjoyed it and was challenged a great deal. Thank you.