Syllabus

Title
1043 Research Seminar in Statistics and Mathematics
Instructors
Univ.Prof. Dr. Rüdiger Frey, Univ.Prof. Dr. Kurt Hornik
Contact details
  • Type
    PI SE
  • Weekly hours
    2
  • Language of instruction
    Englisch
Registration
09/16/16 to 10/01/16
Registration via LPIS
Notes to the course
Subject(s) Doctoral/PhD Programs
Dates
Day Date Time Room
Friday 10/07/16 09:00 AM - 10:30 AM D4.4.008
Friday 10/14/16 09:00 AM - 10:30 AM D4.4.008
Friday 10/21/16 09:00 AM - 10:30 AM D4.4.008
Friday 10/28/16 09:00 AM - 10:30 AM D4.4.008
Friday 11/04/16 09:00 AM - 10:30 AM D4.4.008
Friday 11/11/16 09:00 AM - 10:30 AM D4.4.008
Friday 11/18/16 09:00 AM - 11:30 AM D4.4.008
Friday 11/25/16 09:00 AM - 10:30 AM D4.4.008
Friday 12/02/16 09:00 AM - 10:30 AM D4.4.008
Friday 12/09/16 09:00 AM - 10:30 AM D4.4.008
Friday 12/16/16 09:00 AM - 10:30 AM D4.4.008
Friday 12/23/16 09:00 AM - 10:30 AM D4.4.008
Friday 01/13/17 09:00 AM - 10:30 AM D4.4.008
Friday 01/20/17 09:00 AM - 10:30 AM D4.4.008
Friday 01/27/17 09:00 AM - 10:30 AM D4.4.008
Friday 02/03/17 09:00 AM - 10:30 AM D4.4.008

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


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.

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

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.

Availability of lecturer(s)

ruediger.frey@wu.ac.at, kurt.hornik@wu.ac.at
Last edited: 2016-04-07



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