Stochastic processes

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Below are the top discussions from Reddit that mention this online Coursera course from HSE University.

Offered by HSE University. This course is aimed at the students with any quantitative background, such as — Pure and applied mathematics ... Enroll for free.

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Taught by
Vladimir Panov
Assistant Professor
and 11 more instructors

Offered by
HSE University

Reddit Posts and Comments

0 posts • 3 mentions • top 3 shown below

r/quant • comment
1 points • suckpit

I haven't learned it yet, but my goal is to take this course: https://www.coursera.org/learn/stochasticprocesses#syllabus

WIthout having taken any proof based math I don't know how I'll do, but hopefully I can take a crack at Steven Shreve's book afterwards.

r/quantfinance • comment
1 points • pookeye

I would start

https://www.coursera.org/learn/stochasticprocesses

https://www.edx.org/course/stochastic-processes-data-analysis-and-computer-si

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then do the university of chicago one posted in this thread (youtube play list)

r/datascience • comment
1 points • ACrispWinterDay

https://www.coursera.org/learn/stochasticprocesses is more of a theoretical math class, but some complaints in the reviews about the rigor and quality of the lectures and quizzes

https://www.coursera.org/learn/modeling-simulation-natural-processes seems to be a survey of method, and looking at the reviews it doesn't seem to cover anything deeply enough

It's pretty common for the courses outside of the really big ones like Ng's to be lower quality, so as long as you go in with expectations that aren't too high you should be able to pick up good information in either