Stochastic Processes Course

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Basic course of 4 hours free

Completion certificate

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Practical activities

Online and enduring course

What will I learn?

Notlolla matla a mekhoa e sa tsitsang ka thupelo ea rona e felletseng e etselitsoeng litsebi tsa lipalo. Kena ka hare ho mekhoa ea ho hakanya liparamente joalo ka Maximum Likelihood Estimation le Mokhoa oa Moments. Ithute ka Geometric Brownian Motion le ts'ebeliso ea eona ho theheng mekhoa ea lichelete. Tseba ka botlalo pokello ea data, tlhahlobo ea pele, le ponahatso ho sekaseka le ho hlalosa liphetho tsa tšusumetso ka katleho. Fumana lintlha tse mabapi le phapang, ho se tsitse, le litlamorao tsa tsona bakeng sa liqeto tsa matsete. Phahamisa boiphihlelo ba hau ka ho ithuta ka boits'oaro ba boleng bo holimo.

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Learning outcomes

Enhance the development of the practical skills listed below

Tseba MLE: Ntlafatsa khakanyo ea parameter ka Maximum Likelihood Estimation.

Sekaseka Phapang: Utloisisa ho se tsitse le phapang mekhoeng e sa tsitsang.

Etsisa Litheko tsa Setoko: Hlahisa le ho hlalosa litšoantšo tsa theko ea setoko ka katleho.

Bona Lintlha ka Mahlo: Theha likerafo le lichate tse khahlang bakeng sa tlhahiso ea lintlha.

Sebelisa GBM: Sebelisa Geometric Brownian Motion ho theheng mekhoa ea lichelete.