Syllabus
Title
1916 PhD Research Seminar Statistics and Mathematics
Instructors
Univ.Prof. Dr. Rüdiger Frey
Type
PI SE
Weekly hours
2
Language of instruction
Englisch
Registration
09/17/15 to 10/01/15
Registration via LPIS
Registration via LPIS
Notes to the course
Subject(s) Doctoral/PhD Programs
Dates
Day | Date | Time | Room |
---|---|---|---|
Wednesday | 10/07/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 10/14/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 10/21/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 10/28/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 11/04/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 11/11/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 11/18/15 | 12:30 PM - 02:00 PM | D4.0.019 |
Wednesday | 11/25/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 12/02/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 12/09/15 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 12/16/15 | 12:30 PM - 02:00 PM | D4.0.022 |
Wednesday | 01/13/16 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 01/20/16 | 12:30 PM - 02:00 PM | D4.4.008 |
Wednesday | 01/27/16 | 12:30 PM - 02:00 PM | D4.4.008 |
Topics that are discussed in the seminar include, among many others (in alphabetical order):
- applied statistical research in economics, in finance, and in the social sciences
- Bayesian methods
- computational statistics
- mathematical statistics
- mathematical finance
- Monte Carlo methods
- optimization
- stochastic modelling
- time series analysis
In this course, students learn about current research in statistics and mathematics. Renowned researchers from leading universities present and discuss their (working) papers. The students should learn to critically evaluate the relevance and contribution of the presented papers.
- reading of the working paper before the seminar
- participation at paper presentation and discussion during the seminar
- personal communication with the researcher after the seminar
Students collect credit points during the term through participation during the presentation and discussion of the papers as well as through individual exchange with the researchers presenting in the seminar.
Last edited: 2015-03-26
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