Syllabus

Title
5157 PhD Research Seminar in Mathematics for Economics and Business
Instructors
Univ.Prof. Dr. Sylvia Frühwirth-Schnatter, Univ.Prof. Dipl.Wirtsch.-Math.Dr. Birgit Rudloff
Contact details
  • Type
    FS
  • Weekly hours
    2
  • Language of instruction
    Englisch
Registration
03/11/19 to 03/12/19
Registration via LPIS
Notes to the course
Subject(s) Doctoral/PhD Programs
Dates
Day Date Time Room
Wednesday 03/13/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 03/20/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 03/27/19 01:00 PM - 04:00 PM D4.4.008
Wednesday 04/03/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 04/10/19 12:15 PM - 01:30 PM D4.0.144
Wednesday 05/08/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 05/15/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 05/22/19 12:15 PM - 02:00 PM D4.0.039
Wednesday 05/29/19 12:15 PM - 03:00 PM D4.4.008
Wednesday 06/05/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 06/12/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 06/19/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 06/26/19 12:15 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. 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.

Attendance requirements

Full attendance is compulsory. This means that students should attend at least 80% of all lectures, at most one lecture can be missed.

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

  • participation during the presentation and discussion of the papers during the seminar
  • individual exchange with the researchers presenting in the seminar
  • written summary of selected presentations

All items are weighted equally.

Availability of lecturer(s)

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

Additional information on MyLEARN.

For a overview of the current program see https://www.wu.ac.at/statmath/research/brown-bag-seminar

Last edited: 2018-12-13



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