Syllabus
Registration via LPIS
| Day | Date | Time | Room |
|---|---|---|---|
| Place and time to be announced | |||
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 content, the other units with research in finance. Learning time management on the part of the students is also an important skill of the course.
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 modeling
- time-series analysis
A full attendance requirement applies for the selected seminar presentations.
submission of choices, synopses, and final presentations
Stat/Math: https://www.wu.ac.at/en/statmath/research/resseminar/summer-term-2023/
VGSF: https://www.vgsf.ac.at/events/speakers-finance-research-seminars/
timeline for RS2:
*June 4: submission of list of 7 papers online (link tba)
*June 9: selection of a list of 3 from the 7 by Prof. Hornik
*June 26: submission of synopses for 2 out of 3 (link tba)
*June 28: presentations via MS Teams (talk ~15 minutes, ~5 minutes for Q&A)
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Close to the end of each semester, students in the science track provide a list of 7 papers/talks presented in the Finance or StatMath research seminars during the semester to Professors Jankowitsch and Hornik (please see above the specific timeline). Please select only the Research Seminar talks that were actually attended.
They will then randomly pick 3 papers/talks, from which in turn students can pick 2 (out of the three) for elaborating and producing a written synopsis (about 2 pages each) of the paper/talk.
The synopses are to be presented to and discussed with Professors Jankowitsch and Hornik at the end of the semester. In addition, questions directly regarding the talk have to be answered during this discussion, e.g.: What were the most critical comments made?
The grade consists of three parts:
- Quality of synopsis 1 (20%)
- Quality of synopsis 2 (20%)
- Quality of the presentation (60%)
- Successful completion of at least 42 ECTS credits from the compulsory common courses in the first year of studies.
- Decision for the Science Track after the first year.
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