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

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.

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

• 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

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