Syllabus

Title
1278 PhD Research Seminar in Mathematics for Economics and Business
Instructors
Univ.Prof. Dr. Rüdiger Frey, Univ.Prof.i.R. Dr. Sylvia Frühwirth-Schnatter
Contact details
sylvia.fruehwirth-schnatter@wu.ac.at, ruediger.frey@wu.ac.at
Type
FS
Weekly hours
2
Language of instruction
Englisch
Registration
09/16/19 to 09/27/19
Registration via LPIS
Notes to the course
Subject(s) Doctoral/PhD Programs
Dissertation-relevant theories - Business Mathematics/Statistics
Research Seminar - Business Mathematics/Statistics
Research Seminar - Business Mathematics/Statistics
Research Seminar - Participating in scientific discourse I
Research Seminar - Participating in scientific discourse II
Dates
Day Date Time Room
Wednesday 10/02/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 10/09/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 10/23/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 11/06/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 11/13/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 11/20/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 11/27/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 12/04/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 12/11/19 12:15 PM - 02:00 PM D3.0.222
Wednesday 12/18/19 12:15 PM - 02:00 PM D4.4.008
Wednesday 01/15/20 12:15 PM - 02:00 PM D4.4.008
Wednesday 01/22/20 12:15 PM - 02:00 PM D4.4.008
Wednesday 01/29/20 12:15 PM - 02:00 PM 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
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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.

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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.

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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
  • 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.

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Availability of lecturer(s)

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

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Additional information on MyLEARN.

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

Last edited: 2019-03-20



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