Syllabus

Title
5016 Research Seminar in Statistics and Mathematics
Instructors
Univ.Prof. Dr. Rüdiger Frey, Univ.Prof.i.R. Dr. Sylvia Frühwirth-Schnatter
Contact details
ruediger.frey@wu.ac.at, sylvia.fruehwirth-schnatter@wu.ac.at
Type
PI SE
Weekly hours
2
Language of instruction
Englisch
Registration
02/16/16 to 03/01/16
Registration via LPIS
Notes to the course
Subject(s) Doctoral/PhD Programs
Research Seminar - Participating in scientific discourse I
Research Seminar - Participating in scientific discourse II
Dates
Day Date Time Room
Friday 03/04/16 09:00 AM - 10:30 AM D4.4.008
Friday 03/11/16 09:00 AM - 10:30 AM D4.4.008
Friday 04/08/16 09:00 AM - 10:30 AM D4.4.008
Friday 04/15/16 09:00 AM - 10:30 AM D4.4.008
Friday 04/22/16 09:00 AM - 10:30 AM D4.4.008
Friday 04/29/16 09:00 AM - 10:30 AM D4.4.008
Friday 05/06/16 09:00 AM - 10:30 AM D4.4.008
Friday 05/13/16 09:00 AM - 10:30 AM D4.4.008
Friday 05/20/16 09:00 AM - 10:30 AM D4.4.008
Friday 05/27/16 09:00 AM - 10:30 AM D4.4.008
Friday 06/03/16 09:00 AM - 10:30 AM D4.4.008
Friday 06/10/16 09:00 AM - 10:30 AM D4.4.008
Thursday 06/16/16 02:30 PM - 04:00 PM D4.0.127
Friday 06/24/16 09:00 AM - 10:30 AM D4.4.008

On this page:

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Contents

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

For a overview of the current  program see  http://www.wu.ac.at/statmath/resseminar


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Learning outcomes
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.
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Teaching/learning method(s)
  • 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
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Assessment
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.
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Availability of lecturer(s)
ruediger.frey@wu.ac.at, sylvia.fruehwirth-schnatter@wu.ac.at
Last edited: 2015-11-02



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