Quantitative software development
Implemention of numerical algorithms
Monte Carlo foundations and applications
Relational databases and their usage
optimization of discrete problems including heuristics and meta-heuristics
Stochastic differential equations (SDEs) and examples of their application
Numerical treatment of (SDEs) and partial differential equations (PDEs)
can apply the relevant methodologies in one or more scenarios by using appropriate software implementations, and interpret the output and modify the parameters accordingly
are able state the underlying assumptions and argue about limitations and extendibility of the methodology in one or more specific settings
can assess goodness-of-fit for the models where appropriate
can acquire supplementary knowledge about the relevant methodologies
can combine appropriate topics from the course to analyse a specific problem
can in writing describe the methodologies, results and outcome from an analysis of a specific problem
Lectures with exercises.
The module is 5 ECTS equivalent to a workload of 137,5 hours.
Prøvens navn | Computational Statistics and Applications |
Prøveform | Skriftlig eller mundtlig
Skriftlig eller mundtlig eller løbende evaluering |
ECTS | 5 |
Bedømmelsesform | Bestået/ikke bestået |
Censur | Intern prøve |
Vurderingskriterier | Vurderingskriterierne er angivet i Universitetets eksamensordning |
Please contact Study Board of Mathematical Sciences - studyboard@math.aau.dk
Engelsk titel | Computational Statistics and Applications |
Modulkode | K-MØK2-COSA |
Modultype | Kursus |
Varighed | 1 semester |
Semester | Forår
|
ECTS | 5 |
Undervisningssprog | Dansk og engelsk |
Tomplads | Ja |
Undervisningssted | Campus Aalborg |
Modulansvarlig |
Studienævn | Studienævn for Matematiske Fag |
Institut | Institut for Matematiske Fag |
Fakultet | Det Ingeniør- og Naturvidenskabelige Fakultet |