Department of Information Technology

Sequential Monte Carlo methods

Exercises and hand-in assignments

We strongly believe that SMC is best taught by combining theory and concepts with implementations. Hand-in assignments (including implementation problems) are therefore a mandatory part of the course, and we have also scheduled a few hours each day (denoted "practicals" in the schedule) for you to work on the exercise problems and hand-in assignments, with an assistant available for discussions and answering questions. Note that you will most likely need more time than the scheduled hours to complete the assignments.

To receive a certificate that you have completed the course, you need to successfully complete and hand in the hand-in assignments on time. They will be posted here at the course start. There will be 1 mandatory set of hand-in assignments, plus 5 optional set of exercises (1 per day + 1 preparatory). We recommend you to complete the exercises before starting with the hand-in assignments.

The deadline for the hand-in assignments is September 30, so you can finish them later if you do not complete them during the course. Instructions for how to hand in your solutions are found in the document. You do not need to hand in any solutions to the (optional) exercises.

Assignments

Preparatory problems (optional)
Exercises day I (optional)
Exercises day II (optional)
Exercises day III (optional)
Exercises day IV (optional)
Hand-in assignments (mandatory)
seOMXlogreturns2012to2014.csv

Updated  2017-08-28 20:14:04 by Andreas Svensson.