|Module code||STC 710|
|Faculty||Faculty of Economic and Management Sciences|
Efficient programming, Monte Carlo simulation, sampling of discrete and continuous probability models, General transformation methods, Accept-reject methods, Monte Carlo integration, importance sampling, numerical optimisation, Metropolis-Hastings algorithm, GIBBS sampling.
|Contact time||1 lecture per week|
|Language of tuition||Module is presented in English|
|Period of presentation||Semester 1|
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