Syllabus

Title
1712 PhD Research Seminar Statistics and Mathematics
Instructors
Univ.Prof. Dr. Rüdiger Frey, Univ.Prof. Dr. Sylvia Frühwirth-Schnatter
Type
PI SE
Weekly hours
2
Language of instruction
Englisch
Registration
09/16/16 to 09/30/16
Registration via LPIS
Notes to the course
Dates
Day Date Time Room
Wednesday 10/05/16 12:30 PM - 02:00 PM D4.4.008
Wednesday 10/12/16 12:30 PM - 02:00 PM D4.4.008
Wednesday 10/19/16 11:00 AM - 02:00 PM D4.4.008
Wednesday 11/09/16 12:30 PM - 02:00 PM D4.4.008
Wednesday 11/16/16 12:30 PM - 02:00 PM D4.0.019
Wednesday 11/23/16 12:30 PM - 01:30 PM D4.0.127
Wednesday 11/30/16 12:30 PM - 02:00 PM D4.4.008
Wednesday 12/07/16 12:30 PM - 02:00 PM D4.4.008
Wednesday 12/14/16 12:30 PM - 02:00 PM D4.4.008
Wednesday 12/21/16 12:30 PM - 02:00 PM D4.4.008
Wednesday 01/11/17 12:30 PM - 02:00 PM D4.4.008
Wednesday 01/18/17 12:30 PM - 02:00 PM D4.4.008
Wednesday 01/25/17 12:30 PM - 02:00 PM 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

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, sylvia.fruehwirth-schnatter@wu.ac.at

Additional information on MyLEARN.

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

Last edited: 2016-04-06



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