Informações sobre o curso
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Aprox. 29 horas para completar

Sugerido: 8 weeks of study, 6-8 hours per week...

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User
Os alunos que estão fazendo este Course são
  • Risk Managers
  • Traders
  • Data Scientists
  • Economists
  • Financial Analysts

100% on-line

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Nível intermediário

Aprox. 29 horas para completar

Sugerido: 8 weeks of study, 6-8 hours per week...

Inglês

Legendas: Inglês

Programa - O que você aprenderá com este curso

Semana
1
2 horas para concluir

Week 1: Introduction & Renewal processes

12 vídeos (Total 88 mín.), 1 leitura, 1 teste
12 videos
Week 1.1: Difference between deterministic and stochastic world4min
Week 1.2: Difference between various fields of stochastics6min
Week 1.3: Probability space8min
Week 1.4: Definition of a stochastic function. Types of stochastic functions.4min
Week 1.5: Trajectories and finite-dimensional distributions5min
Week 1.6: Renewal process. Counting process7min
Week 1.7: Convolution11min
Week 1.8: Laplace transform. Calculation of an expectation of a counting process-17min
Week 1.9: Laplace transform. Calculation of an expectation of a counting process-26min
Week 1.10: Laplace transform. Calculation of an expectation of a counting process-38min
Week 1.11: Limit theorems for renewal processes14min
1 leituras
Quiz-1 answers and solutions10min
1 exercício prático
Introduction & Renewal processes12min
Semana
2
2 horas para concluir

Week 2: Poisson Processes

17 vídeos (Total 89 mín.), 1 leitura, 1 teste
17 videos
Week 2.2: Definition of a Poisson process as a special example of renewal process. Exact forms of the distributions of the renewal process and the counting process-23min
Week 2.3: Definition of a Poisson process as a special example of renewal process. Exact forms of the distributions of the renewal process and the counting process-34min
Week 2.4: Definition of a Poisson process as a special example of renewal process. Exact forms of the distributions of the renewal process and the counting process-44min
Week 2.5: Memoryless property5min
Week 2.6: Other definitions of Poisson processes-13min
Week 2.7: Other definitions of Poisson processes-24min
Week 2.8: Non-homogeneous Poisson processes-14min
Week 2.9: Non-homogeneous Poisson processes-24min
Week 2.10: Relation between renewal theory and non-homogeneous Poisson processes-14min
Week 2.11: Relation between renewal theory and non-homogeneous Poisson processes-27min
Week 2.12: Relation between renewal theory and non-homogeneous Poisson processes-34min
Week 2.13: Elements of the queueing theory. M/G/k systems-19min
Week 2.14: Elements of the queueing theory. M/G/k systems-25min
Week 2.15: Compound Poisson processes-16min
Week 2.16: Compound Poisson processes-26min
Week 2.17: Compound Poisson processes-33min
1 leituras
Quiz-2 answers and solutions10min
1 exercício prático
Poisson processes & Queueing theory14min
Semana
3
2 horas para concluir

Week 3: Markov Chains

7 vídeos (Total 73 mín.), 1 leitura, 1 teste
7 videos
Week 3.2: Matrix representation of a Markov chain. Transition matrix. Chapman-Kolmogorov equation11min
Week 3.3: Graphic representation. Classification of states-110min
Week 3.4: Graphic representation. Classification of states-24min
Week 3.5: Graphic representation. Classification of states-37min
Week 3.6: Ergodic chains. Ergodic theorem-16min
Week 3.7: Ergodic chains. Ergodic theorem-215min
1 leituras
Quiz-3 answers and solutions10min
1 exercício prático
Markov Chains12min
Semana
4
2 horas para concluir

Week 4: Gaussian Processes

8 vídeos (Total 87 mín.), 1 leitura, 1 teste
8 videos
Week 4.2: Gaussian vector. Definition and main properties19min
Week 4.3: Connection between independence of normal random variables and absence of correlation13min
Week 4.4: Definition of a Gaussian process. Covariance function-15min
Week 4.5: Definition of a Gaussian process. Covariance function-210min
Week 4.6: Two definitions of a Brownian motion18min
Week 4.7: Modification of a process. Kolmogorov continuity theorem7min
Week 4.8: Main properties of Brownian motion6min
1 leituras
Quiz-4 answers and solutions10min
1 exercício prático
Gaussian processes12min
4.5
42 avaliaçõesChevron Right

60%

consegui um benefício significativo de carreira com este curso

14%

recebi um aumento ou promoção

Principais avaliações do Processos estocásticos

por CRSep 14th 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.

por MMSep 23rd 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.

Instrutores

Avatar

Vladimir Panov

Assistant Professor
Faculty of economic sciences, HSE

Sobre National Research University Higher School of Economics

National Research University - Higher School of Economics (HSE) is one of the top research universities in Russia. Established in 1992 to promote new research and teaching in economics and related disciplines, it now offers programs at all levels of university education across an extraordinary range of fields of study including business, sociology, cultural studies, philosophy, political science, international relations, law, Asian studies, media and communicamathematics, engineering, and more. Learn more on www.hse.ru...

Perguntas Frequentes – FAQ

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