Stochastic analysis 2019 2020 — различия между версиями

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== Hometasks ==
 
== Hometasks ==
*To be filled
+
*[https://www.dropbox.com/s/t8yhf64e784vdtw/hw_1_stochastic_analysis.pdf?dl=0 "Homework 1, deadline - 07.10.2019, 23:59"]
  
 
== Grades and results ==
 
== Grades and results ==

Версия 23:22, 23 сентября 2019

Lecturers and Seminarists

Lecturer Naumov Alexey [anaumov@hse.ru] T924
Seminarist Samsonov Sergey [svsamsonov@hse.ru] T926

About the course

This page contains materials for Stochastic Analysis course in 2019/2020 year, mandatory one for 1st year master students of Statistical Learning Theory program (HSE and Skoltech).

Grading formula

The final grade consists of 3 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :

  • OHW for the hometasks
  • OMid-term for the midterm exam
  • OExam for the final exam

The formula for the final grade is

  • OFinal = 0.3*OHW + 0.3*OMid-term + 0.4*OExam

with the usual (arithmetical) rounding rule.

Lectures

Seminars

  • To be filled

Hometasks

Grades and results

  • To be filled

Recommended literature

  • To be filled