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Bewertung und Feedback des Lernenden für Stochastische Prozesse von HSE University

4.5
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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....

Top-Bewertungen

AD
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.

RK
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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101 - 106 von 106 Bewertungen für Stochastische Prozesse

von Lynne R

2. Juli 2021

I thought it was introduction course for people who want to learn stochastic process, but I cannot follow the material.

von Chen N

4. Jan. 2019

Nice course :) But it takes time to be adopted to the teaching style...

von 74_BEA_hemant t

13. Aug. 2020

more sums are required that needed to be explained

von yash

3. Juni 2019

mediocre explanation and lack of exercise.

von Meilu L

25. Okt. 2018

It is difficult to understand

von Mohammad N

22. Nov. 2021

I​ just had the first week and a couple of videos from other weeks to check if it a helpful course to continue.

I​ AM NOT GOING TO CONTINUE. YOUTUBE HAS BETTER VIDEOS WITH RUSSIAN-FREE ACCENT.

T​here was another course by a Russian instructor at NYU on reinforcement learning, the material was partly math partly codes.

T​he current course is similar to that other course (diff instructors), in that, they cannot clearly convey easy materials. Math is like ladder or stairs, you cannot skip several steps to get higher.

M​any others provided sound and correct critics, no need to reiterate.