The Chinese University of Hong Kong

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SEEM 3570 Stochastic Models

Related Textbook(s)/Reference(s):
3 sharing(s) available for this course
Average Rating:

9.33


Anonymous shared this review at 4:42pm 6 August 2012
  • Professor: Anthony So
  • Language: English
Rating:

10.00

Course Description
关于随机模型的。 教授实在是太赞了!
Assessment
Homework sets (30%)
Midterm Examination (30%)
Final examination (40%)
Grading

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Anonymous shared this review at 5:31am 10 August 2012
  • Professor: Anthony So
  • Language: English
Rating:

10.00

Course Description
正常的工程数学课,分两部分,第一部分线性代数,第二部分随机模型,期中考第一部分,期末只考第二部分。
Assessment
作业(20%)
期中 (20%)
期末 (60%)
Grading

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Teaching Skills & Others

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Anonymous shared this review at 9:57pm 16 September 2012
  • Professor: Anthony So
  • Language: English
Rating:

8.00

Course Description
In this course we will develop techniques for incorporating randomness in models of real-world phenomena and study how to analyze such models using tools from probability and statistics. Specifically, we will first study econometric models that arise in the business, finance, and more generally, social sciences areas, and see how they can be used for forecasting and policy analysis purposes. In the process, we will develop the necessary statistical machinery to analyze those models. Then, we will cover the basics of stochastic processes, with particular emphasis on the theory of Markov chains. Applications, such as queueing systems, random walks and birth-death processes, will be used to illustrate the theory.

Students should have workable knowledge in basic probability and statistics, at the level of SEEM 2430 or equivalent.
Assessment
Homework sets (30%)
Midterm Examination (30%)
Final examination (40%)
Grading

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Teaching Skills & Others

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