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Descrizione

  • Tipologia

    Corso

Descrizione Many of the real-life applications (e.g., in banking/insurance, mechanics, medicine, etc.) can be only approached, modelled and computed as stochastic (or random) processes. The aim of this course is to introduce the most essential mathematical concepts and computational methods from the area of stochastic and random processes. Besides of gaining the theoretical and practical background in the areas of stochastic calculus, random processes and uncertainty quantification, the participants will gain practical skills by doing supervised short research projects from real-life applications. The recurrent theme of the course is in establishing a joint stochastic/statistic perspective for various computational methods and algorithms from computational science, machine learning and informatics.

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Opinioni

Successi del Centro

2018

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8 anni del centro in Emagister.

Programma

Descrizione

Many of the real-life applications (e.g., in banking/insurance, mechanics, medicine, etc.) can be only approached, modelled and computed as stochastic (or random) processes. The aim of this course is to introduce the most essential mathematical concepts and computational methods from the area of stochastic and random processes. Besides of gaining the theoretical and practical background in the areas of stochastic calculus, random processes and uncertainty quantification, the participants will gain practical skills by doing supervised short research projects from real-life applications. The recurrent theme of the course is in establishing a joint stochastic/statistic perspective for various computational methods and algorithms from computational science, machine learning and informatics.

REFERENCES

  • Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences; C. Gardiner, 2004
  • Principles of Data Mining; D. Hand, H. Mannila and P. Smyth; A Bradford Book, 2001

Chiama il centro

Hai bisogno di un coach per la formazione?

Ti aiuterà a confrontare vari corsi e trovare l'offerta formativa più conveniente.

Stochastic Methods

Prezzo da consultare