Syllabus
Title
4537 Y2STO Research Seminar II
Instructors
Univ.Prof. Dr. Kurt Hornik, Univ.Prof. Dr. Rainer Jankowitsch
Type
FS
Weekly hours
2
Language of instruction
Englisch
Registration
02/01/21 to 02/21/21
Registration via LPIS
Registration via LPIS
Notes to the course
Subject(s) Master Programs
Dates
Day | Date | Time | Room |
---|---|---|---|
Friday | 03/05/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 03/12/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 03/19/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 03/26/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 04/09/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 04/16/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 04/23/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 05/07/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 05/14/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 05/28/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 06/04/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 06/11/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Friday | 06/18/21 | 10:45 AM - 12:30 PM | Online-Einheit |
Detailed information about the schedule in the current semester can be found on the relevant seminar pages (just click on the links below).
Units on Fridays from 09:00 to 10:30 are dealing with StatMath research contents, the other units with research in finance.
General table of contents:
- Corporate Finance
- Asset Pricing
- Quantitative Methods in Finance
- 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
After this course students are able to comprehend and critically discuss current scientific work in the field of finance.
Due to COVID-19, there is only an online attendance requirement for the selected seminar presentations.
timeline for RS2:
- June 11: submission of list of 7 papers
- June 14: selection of a list of 3 from the 7 by Prof. Hornik
- July 5: submission of synopses for 2 out of 3
- July 7: presentations via MS Teams
How to proceed:
· Please select at least 7 papers each here (Stat/Math) and here (VGSF/Finance) and send it directly to Prof. Hornik (kurt.hornik@wu.ac.at) with the subject: QFin Research Seminar – List of Preferred Papers
· Submit your synopses here with the filename: LastName_syn[Code], e.g. Pajic_synF05
Last edited: 2021-06-01
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