Course catalog

Goals

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.