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확률 과정(으)로 돌아가기

국립 연구 고등 경제 대학의 확률 과정 학습자 리뷰 및 피드백

4.5
별점
314개의 평가
83개의 리뷰

강좌 소개

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...

최상위 리뷰

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.

PG

Apr 16, 2020

Vladimir did a wonderful job. Your course is too good. Request to add more practical problems.

필터링 기준:

확률 과정의 83개 리뷰 중 26~50

교육 기관: peng l

Aug 28, 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.

교육 기관: julio c M S

Nov 27, 2019

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

교육 기관: Felipe T B

Aug 26, 2020

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

교육 기관: puneet g

Apr 16, 2020

Vladimir did a wonderful job. Your course is too good. Request to add more practical problems.

교육 기관: Shyam S

May 21, 2019

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

교육 기관: Wayner S K

Jul 25, 2020

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

교육 기관: Zororo M

Dec 01, 2018

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

교육 기관: Rohit M

Jun 30, 2020

Excellent course on stochastic processes. Very well explained and illustrated.

교육 기관: Harry A H

May 25, 2020

Excellent course, maybe too ambitious to discuss so many things in one course.

교육 기관: Бессонов И О

Jun 27, 2020

It is a great theoretical course. But not enough illustrations and examples.

교육 기관: Steve E J

Aug 09, 2020

Excellent Professor. One of the best professors I have ever come across.

교육 기관: Amir B

May 18, 2020

It was a great course but could be better with more practice problems

교육 기관: Francisco G A

Sep 07, 2020

Great lectures, great quizzes, great exams! Worth every minute.

교육 기관: 丁渝洲

Jul 09, 2019

REALLY NICE CLASS! I HAVE LEARNED SO MUCH! THANK YOU PROFESSOR!

교육 기관: Zhang Y

May 04, 2019

This is an excellent course and the videos are very good.

교육 기관: Rajitha R

Aug 05, 2020

Thank you for providing an excellent resource.

교육 기관: Juan P U M

Jan 12, 2020

Excellent course. Challenging and enriching.

교육 기관: SHIVAJI C M 1

Jun 07, 2020

The course is very helpful and informative.

교육 기관: shishir

Apr 19, 2020

Rigorous. Mr Panov is very good!

교육 기관: Dariusz

Jun 20, 2018

Great mathematical formulation!

교육 기관: Troy W

May 02, 2018

Please, make quiz free

교육 기관: Daniel H M

Jun 09, 2018

Really recommendable.

교육 기관: Zhen X

Jul 31, 2020

Very solid course!

교육 기관: Yifan G

Jan 13, 2020

太难了!TOO DIFFICULT

교육 기관: Gyan V K

Jun 06, 2020

it was very good