0488 Research Seminar I
Univ.Prof. Dr. Kurt Hornik, Univ.Prof. Dr. Rainer Jankowitsch
Weekly hours
Language of instruction
08/31/23 to 09/22/23
Registration via LPIS
Notes to the course
Subject(s) Master Programs
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 Friday are dealing with StatMath research contents and the other units are with research in finance.

General table of contents:

Finance Research Seminar:

  • Corporate Finance
  • Asset Pricing
  • Quantitative Methods in Finance


StatMath Research Seminar:

    • 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


    Learning outcomes

    After this course students are able to comprehend and critically discuss current scientific work in the fields of finance and/or statistics and mathematics.

    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)
    Paper presentations and discussion.

    Close to the end of each semester, students in the science track provide a list of 10 papers/talks presented in the Finance or StatMath research seminars during the semester to Professors Jankowitsch and Hornik (please see below the specific time-line).

    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%)



    *January 28, 2024: submission of a list of 7 papers to Prof. Hornik (, select online (link will be sent out in time)

    *February 4, 2024 (at the latest): selection of a list of 3 from the 7 by Prof. Hornik

    *March 3, 2024: submission of synopses for 2 out of 3 (online)

    *March 4, 2024: presentations via MS Teams (link will be sent out)


    Prerequisites for participation and waiting lists
    • 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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    Availability of lecturer(s),

    Last edited: 2023-08-10