Бакалавриат
2025/2026
Стохастические процессы и приложения
Статус:
Курс обязательный (Прикладной анализ данных)
Когда читается:
3-й курс, 1, 2 модуль
Охват аудитории:
для своего кампуса
Преподаватели:
Кириллова Мария Андреевна
Язык:
английский
Контактные часы:
56
Course Syllabus
Abstract
This course is conducted at Data Science and Business Analytics program and is provided to 3rd-year undergraduates who have studied a course covering basic probability and statistical inference. A half of this course introduces concepts of Markov chains, random walks, martingales. The course requires basic knowledge in probability theory and linear algebra. It introduces students to the modeling, quantification and analysis of uncertainty. The main objective of this course is to developthe skills needed to do empirical research in fields operating with a concept of Stochastic processes and its applications. The course aims to provide students with techniques and receipts for estimation and assessment of quality of economic models with time series data.