Continuous models. Continuous time stochastic processes: Poisson process, Markov chains, Renewal process, Brownian motion, including simulation of these processes. Applications to Black-Scholes model, insurance and ruin problems and related topics.
4
UnitsOptional
Grading1, 2
PasstimeNone
Level LimitLetters and science
CollegeThe course is very difficult, but Alex taught it in the most engaging and understandable way possible. Homework is hard but fair. Quizzes and midterm are difficult but manageable if you actually do the homework instead of freeloading off your groupmates. Reach out to him on Discord or during office hours. He will go out of his way to help you.
Best professor ive had. Alex feels like a real human being instead of just a lecturer. Grade is heavy on group HW which get pretty difficult. VERY accessible outside of class and very approachable. Works hard to give us extra resources (writing extra practice exams/extra credit) You can tell he loves what he does & wants us to enjoy class & succeed
Very generous grading scheme, 60% hmwk, 25% midterm and 15% final project, 80% overall and above for an A. The hmwk is all in a group, but they're all incredibly hard. Super accessible outside of class, the man lives on discord and is very helpful. Good and chill lectures, tons of extra credit. Overall prolly my fave stats professor so far, big fan
Very accessible outside class. Super lenient grading, easy A if you put in efforts. You can tell Alex really cares about students, and unlike most professors, he will actually spend hours outside the class, writing additional practice midterms, answering questions on discord. Overall pretty good professor. He deserves a 5.
Pros: 1)Great Lectures 2)Lenient Grading(curve) 3)Nice & Understanding 4)Take Home Midterm(but not final) 5)EC Opportunity Cons: 1)HWs are group works, very heavy. Some ppl are lazy cuz you share the same grade. 2)Take home midterm. It's kinda hard but doable. Final is extremely hard and I got like only 40%. Best Prof. Hardest Course. Love him!
Met with project groups often to make sure everyone was on track and gave good feedback about work done. Going to office hours with him or TAs is helpful to complete the difficult homework assignments.