19247411 Seminar: Stochastik in Action
- FU-Students only need to register via Campus Management.
- Non-FU-students are required to register via Whiteboard.
Summer Term 2026
Lecturer: Dr. Julian Kern
- Time: Please note the dates and times in the seminar calendar below.
Place: SR 140, Arnimallee 7 (HH) and SR 115, Arnimallee 3
If you want to participate, please write an email to j.kern@fu-berlin.de
Target Group: The seminar is aimed at Master's students (level adjustment by choosing appropriate projects).
Prerequisites: Stochastics I. Parallel attendance of Stochastics II is recommended.
Inhalt: The goal of the course is the practical implementation and realization of stochastic models and methods. We will learn algorithms and statistical methods with applications in the "real world" and students will implement them and try them out on datasets if necessary. Concrete contents will be mentioned beforehand on the seminar website.
The seminar will be held as a block course. In the first three weeks there will be three lectures explaining basics of the implementation of stochastic methods (random numbers, Monte Carlo simulation, descriptive statistics, simulation of stochastic processes). At the beginning of the semester, students will be given several projects to work on and implement by the end of the semester. In the last weeks of the semester, there will be several dates with short student presentations in which the project results will be presented.
Talks
| Date | Ttitle | Speaker |
|---|---|---|
|
Time: 16--18h |
||
| Mo.20.04. | Organisation and overview | Julian Kern |
| Wed.22.04. | Distribution of topics | Julian Kern |
| 23.04.-19.06. | Project phase | -- |
|
20.06.: |
The binomial model The Kelly criterion |
Muhammet Ali Al Diego Marquez Franco |
|
04.07.: |
Prediction markets Entropy & Hangman Kalman filters Diffusion models |
Danlei Chen Jennifer Hirschberg Yuchen Gao Agata Melani |