Сourse on Stochastic models
We are happy to announce the course on Stochastic models taught by Professor Damjan Škulj of the University of Ljubljana.
The goal of this course is to introduce several classes of stochastic processes, analyze their behavior over a finite or infinite time horizon, and help students enhance their problem-solving skills. The course combines classic topics such as Markov chains, renewal processes, recurring equations, and many others. The course focuses mostly on discrete-time models and explores a few applications in operations research, finance, and engineering. The full syllabus is available here
Dates: May 11,13,14,18,22,25,29; June 04-06.
Upon successful completion of the course, students are given an official HSE certificate for 4 ECTS credits. As with the entire program, the focus of the courses is on the applied aspects of data analysis. Please see course descriptions to see whether you qualify. Some courses start from scratch, allowing to learn specific methods even to those who are not familiar with the data analysis. Others require prior knowledge of specific techniques. All courses are held online via Zoom or a similar platform.
The number of places is limited. Courses are tuition-based, but the rates per course are the official per-credit rates of the programme, for a total of 23,300 rubles. For HSE employees, discounts apply according to the official discount policy.
In line with HSE’s strive to support its socially vulnerable students, all proceeds from the course will be donated to the HSE social support fund for those who were affected by coronavirus-related unfavorable epidemiological situation.
We will be glad to see you! You can sign up for courses here