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.
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.
von Mirco P•
von Rishab K•
von Liam B•
von Cyril E•
von MR. J T R A•
von Desetti S P•
von MARAKA D R 1•
von Jonathan B•
This was a good class, but it is probably a bit unique among a lot of the options you have in Coursera.
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.
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.
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•
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•
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.
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•
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•
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•
Course was outlined very well. Basic definitions with examples and important theorems were covered efficiently.
Please give us the explanation of the exercises, because I don't understand why my answer is wrong.
von Noah L•
Very heavy emphasis on theorems and proofs, not much application of these tools is actually done
von Luan S d B•
O curso deveria ter mais exemplos que se encaixam na vida real. A parte teórica foi excelente.
Very good introduction course, but with few mistakes in the lectures, quizs and final.
Nice course but a lot of typos in the slides.
von Bhanu P D•
This course is very very informative.
von Pravindra K•
Good course to learn
von akash s•
von CHIA-WEI L•
von Johnnie R P•