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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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76 - 100 von 106 Bewertungen für Stochastische Prozesse

von Mirco P

4. Dez. 2019

Great course

von Rishab K

6. Apr. 2019

Loved it.

von Liam B

27. Feb. 2019

Very Good

von 贺瑞麟

13. Dez. 2018

tres bon

von Cyril E

28. Nov. 2020


von MR. J T R A

12. Juni 2020


von Desetti S P

2. Juni 2020


von MARAKA D R 1

10. Apr. 2019


von Jonathan B

15. Jan. 2020

This was a good class, but it is probably a bit unique among a lot of the options you have in Coursera.

General Overview:

This class is ENTIRELY about the formal mathematical principles surrounding a very specific, niche academic topic. You won't need to touch a computer to do any of the assignments, and the course material is entirely comprised of mathematically formulating a bunch of different concepts.

Best Parts:

In terms of subject material, this is without a doubt one of the most unique classes on Coursera. It covers a variety of unique concepts that I don't think are covered anywhere else, and by the time you're finished you're covering material that is very differentiated. There's really not a lot of coverage anywhere about something like a Levy Process........this is the exact kind of thing you'd probably have to go to graduate school in order to get exposure to, and for a lot of the material covered, many of the top google links about my queries were the lecture videos I was watching about the topic at hand.

This class is very useful for refining your mathematical pedigree. If you feel like you're weak on on formal math and are trying to bootstrap your own knowledge on quantitative topics, there are probably few better resources than a class like this.

Worst Parts:

There is basically no attempt to go into useful, practical applications of the material covered. None of the examples given in class are concrete, and basically everything is covered at the level of derivatives and integrals on a whiteboard. After 8 weeks I still wouldn't have much of an idea about how to actually implement most of the things covered in class.

I DO have some useful memory pointers about the formal theory behind a lot of interesting things that I didn't have before, but if I actually wanted to model insurance claims according to a compound poisson process I don't think I'd know where to start.

There is no attempt to simplify the material, and a good amount of background knowledge is assumed in the coverage of class material. So be prepared to do some additional work on your own if you want to be able to fully understand the contents of the material.

Overall, I found this to be a unique class with certain benefits I don't think I would find anywhere else on the internet. And while it is very particular in what it does and doesn't do for you, I found it to be a worthwhile endeavor and enjoyed the chance to engage with its material.

von Moreno C

23. Okt. 2019

This is an intense mathematics course which requires a strong previous knowledge of single variable calculus and probability theory.

I have learned a lot and I was happy with the classic theorem/proof teaching style of the instructor.

Nonetheless, I would have found beneficial adding to the rigorous proofs some recitations dedicated to potential applications of the theoretical tools developed during the course.

von Christopher K

13. Nov. 2020

Excellent review and primer of stochastic processes! Students would be well-situated afterwards to take a proof-based graduate course on the topic. Errors in the quizzes were also duly corrected by the support team.

von 周昊晟

9. Aug. 2019

This course is a very good course to have an extensive view on stochastic process. Although rigorous proofs are not given for some of the theorems, the class is still worth learning.

von Leandro S P

29. Dez. 2018

The content of the course is excellent and the lectures are very clear. However, there are recurrent errors in the exercises and even in the final exam which have not been corrected.

von Luis M

16. Feb. 2020

The course was really good but some pdf with detailed problems or some videos with tangible examples could have made it perfect.

von Aditi M

11. März 2020

Course was outlined very well. Basic definitions with examples and important theorems were covered efficiently.

von 韩

26. Nov. 2018

Please give us the explanation of the exercises, because I don't understand why my answer is wrong.

von Noah L

30. Aug. 2020

Very heavy emphasis on theorems and proofs, not much application of these tools is actually done

von Luan S d B

2. Aug. 2019

O curso deveria ter mais exemplos que se encaixam na vida real. A parte teórica foi excelente.

von DropRooster

5. März 2020

Very good introduction course, but with few mistakes in the lectures, quizs and final.

von Dmitry

13. Nov. 2018

Nice course but a lot of typos in the slides.

von Bhanu P D

14. Juli 2021

T​his course is very very informative.

von Pravindra K

24. Aug. 2020

Good course to learn

von akash s

4. Juni 2020

hard course


23. Juli 2020


von Johnnie R P

23. Juni 2020