Stochastic Processes Courses and Certifications

Modeling Market Prices Using Stochastic Processes with Wolfram Language

1 rating at LinkedIn Learning

Learn about the collection of stochastic processes and statistical distributions in the Wolfram Language that can be fitted to a wide array of market phenomena.

• LinkedIn Learning
• 57 minutes
• On-Demand
• Free Trial Available

Modeling Market Prices Using Stochastic Processes: Wolfram U Class

Learn to model financial markets using stochastic processes. Access data, build models, test hypotheses, and visualize results with Wolfram's comprehensive tools for analyzing stock prices, returns, and market phenomena.

• Wolfram U
• 58 minutes
• On-Demand
• Free Online Course

International Centre for Theoretical Sciences

Dynamical Phase Transitions in Markov Processes by Hugo Touchette

Explore dynamical phase transitions in Markov processes, contrasting with equilibrium transitions and examining a Brownian motion model showcasing localization-delocalization phenomena.

• YouTube
• 1 hour
• On-Demand
• Free Video

NPTEL-NOC IITM

Introduction to Continuous Time Markov Chains - Lecture 67

Explore continuous time Markov chains, embedded DTMC, and M/M/1 Queue concepts to enhance your understanding of stochastic processes and queueing theory.

• YouTube
• 31 minutes
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Topics in High Dimensional Probability

Explore advanced mathematical concepts in high-dimensional probability through expert lectures on random matrices, geometric approaches, and complex stochastic models.

• YouTube
• 1 day 2 hours 52 minutes
• On-Demand
• Free Video

Stochastic Calculus - Lecture 24

Explore Brownian motion, Itô integrals, and Itô's formula to extend calculus to stochastic processes for quantitative finance applications.

• YouTube
• 1 hour 23 minutes
• On-Demand
• Free Video

ICTP Mathematics

Mixing for Nonlinear PDEs, Perturbed by Bounded Random Forces - III

Explore mixing phenomena in nonlinear PDEs with bounded random perturbations, focusing on advanced mathematical concepts and analytical techniques.

• YouTube
• 1 hour 30 minutes
• On-Demand
• Free Video

ICTP Mathematics

Mixing for Nonlinear PDEs, Perturbed by Bounded Random Forces - II

Explore advanced mathematical concepts in nonlinear PDEs with bounded random perturbations, focusing on mixing phenomena and analytical techniques.

• YouTube
• 1 hour 26 minutes
• On-Demand
• Free Video

ICTP Mathematics

Mixing for Nonlinear PDEs, Perturbed by Bounded Random Forces - I

Explore mixing phenomena in nonlinear PDEs under bounded random perturbations. Gain insights into mathematical techniques for analyzing stochastic partial differential equations.

• YouTube
• 1 hour 30 minutes
• On-Demand
• Free Video

ICTP Mathematics

Determinantal Point Processes and Their Quasi-Symmetries - Alexander Bufetov

Explore determinantal point processes and their quasi-symmetries with Alexander Bufetov, delving into advanced mathematical concepts and their applications in probability theory.

• YouTube
• 47 minutes
• On-Demand
• Free Video

Hausdorff Center for Mathematics

Schramm-Steif Variance Inequalities for Poisson Processes and Noise Sensitivity

Explore Poisson processes, variance inequalities, and noise sensitivity in stochastic geometry. Gain insights into k-percolation and the Poisson Boolean model with bounded grains.

• YouTube
• 34 minutes
• On-Demand
• Free Video

Hausdorff Center for Mathematics

Stochastic Ricci Flow on Surfaces

Explores stochastic Ricci flow in 2D, introducing its formulation, symmetry properties, and construction of weak solutions. Discusses implications for compact surfaces and open questions.

• YouTube
• 50 minutes
• On-Demand
• Free Video

Simons Institute

Tools from Stochastic Calculus - Part 1

Explore advanced stochastic calculus techniques and their applications in analysis and theoretical computer science, enhancing problem-solving skills in complex probabilistic systems.

• YouTube
• 58 minutes
• On-Demand
• Free Video

Simons Institute

Noise Stability - Beyond the Boolean Cube

Explore noise stability beyond the Boolean cube, analyzing stochastic processes and Brownian motion to derive new quantitative forms of Boolean analysis theorems.

• YouTube
• 59 minutes
• On-Demand
• Free Video

Applied Algebraic Topology Network

Stochastic Topology and Statistical Persistence

Explore stochastic topology and statistical persistence, delving into advanced mathematical concepts and their applications in data analysis and machine learning.

• YouTube
• 1 hour 4 minutes
• On-Demand
• Free Video