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Stochastic Processes: Data Analysis and Computer Simulation †

Week6: More complicated stochastic processes †

6.1. Getting financial data from markets using Python †

• Video [ Go ]
• Exercise [ Go ]
• Handout and programing resources [ Download ]

6.2. Auto correlation function and spectral density †

• Video [ Go ]
• Exercise [ Go ]
• Handout and programing resources [ Download ]

6.3. Own investigations on stochastic data †

• Video [ Go ]
• Exercise [ Go ]
• Handout and programing resources [ Download ]

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