Stochastic Simulations

Graduate course, University of Amsterdam, Informatics Institute, 2020

Course catalog


The course introduces the foundations of the most important stochastic methods in computer simulations. These methods are applicable in a wide range of context that spans from modelling the behavior of network systems to financial systems, to in-silico clinical trials. The main objectives are:

  • Understand the foundations of probability theory and how it is applicable to various stochastic processes.
  • To be able to construct and evaluate stochastic models to simulate various real-world systems from finance to biomedicine.
  • To be able to analyze and test the validity of such models.
  • To be able to interpret correctly the predictions of these stochastic models.