Seminar: Stochastics in Action
Nicolas Perkowski, Ana Djurdjevac
Additional information / Pre-requisites
Target Group: The seminar is aimed at Master's students (level adjustment by choosing appropriate projects).
Prerequisites: Stochastics I. Parallel attendance of Stochastics II is recommended.
Comments
Content: The goal of the course is the practical implementation and realization of stochastic models and methods. We will learn algorithms and statistical methods with applications in the "real world" and students will implement them and try them out on datasets if necessary. Concrete contents will be mentioned beforehand on the seminar website.
The seminar will be held as a block course. In the first three weeks there will be three lectures explaining basics of the implementation of stochastic methods (random numbers, Monte Carlo simulation, descriptive statistics, simulation of stochastic processes). At the beginning of the semester, students will be given several projects to work on and implement by the end of the semester. In the last weeks of the semester, there will be several dates with short student presentations in which the project results will be presented.
Detailed Information can be found on the Homepage of the seminar.
closeSuggested reading
Literatur wir in der Vorbesprechung bekanntgegeben.
Literature will be announced in the preliminary discussion
14 Class schedule
Additional appointments
Mon, 2024-06-24 16:00 - 18:00Regular appointments