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學生對 国立高等经济大学 提供的 随机过程 的評價和反饋

4.5
131 個評分
42 個審閱

課程概述

The purpose of this course is to equip students with theoretical knowledge and practical skills, which are necessary for the analysis of stochastic dynamical systems in economics, engineering and other fields. More precisely, the objectives are 1. study of the basic concepts of the theory of stochastic processes; 2. introduction of the most important types of stochastic processes; 3. study of various properties and characteristics of processes; 4. study of the methods for describing and analyzing complex stochastic models. Practical skills, acquired during the study process: 1. understanding the most important types of stochastic processes (Poisson, Markov, Gaussian, Wiener processes and others) and ability of finding the most appropriate process for modelling in particular situations arising in economics, engineering and other fields; 2. understanding the notions of ergodicity, stationarity, stochastic integration; application of these terms in context of financial mathematics; It is assumed that the students are familiar with the basics of probability theory. Knowledge of the basics of mathematical statistics is not required, but it simplifies the understanding of this course. The course provides a necessary theoretical basis for studying other courses in stochastics, such as financial mathematics, quantitative finance, stochastic modeling and the theory of jump - type processes. Do you have technical problems? Write to us: coursera@hse.ru...

熱門審閱

CR

Sep 14, 2019

This was helpful but I still feel I don't understand stochastic processes. Folks taking this course should know that it's pretty tough, compared to most Coursera courses.

MM

Sep 23, 2019

Great course! The subject material was well covered and it gave me the tools to tackle more advanced stochastic, like population dynamics or quantitative finance.

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1 - 随机过程 的 25 個評論(共 42 個)

創建者 Paul K

Nov 22, 2018

創建者 tau

Jun 19, 2018

創建者 Dmitry G

Jul 22, 2018

創建者 Igor K

May 19, 2018

創建者 夏旸

Nov 18, 2018

創建者 Harsh S

Jan 04, 2019

創建者 Dmitry Z

Dec 25, 2018

創建者 Луницин М

Sep 20, 2018

創建者 Крайнев К В

Jul 22, 2019

創建者 Wei T

Apr 25, 2019

創建者 Mite

Sep 23, 2019

創建者 Fernando T

Aug 10, 2018

創建者 Xinyi J

Apr 28, 2019

創建者 James L

Nov 13, 2018

創建者 mohammadmahdiabdollahpour

Mar 30, 2019

創建者 Stephen F

Jun 27, 2019

創建者 Ajit C B

Oct 11, 2018

創建者 Pengchong L

Sep 11, 2018

創建者 Liam B

Feb 27, 2019

創建者 贺瑞麟

Dec 14, 2018

創建者 Zororo M

Dec 01, 2018

創建者 KONSTANTINOS C T

Jun 25, 2018

創建者 Daniel H M

Jun 09, 2018

創建者 Dariusz

Jun 20, 2018

創建者 Troy W

May 02, 2018