Research Seminar: Optimization

Class Objectives (Learning Outcomes)

After completion of the course, attendants will be able to:


Good knowledge of the R language, mathematics, and basics in optimization.

Teaching and Learning Methods

Reading seminar and R-based mini labs.


Instructor: Kurt Hornik (Kurt.Hornik _AT_

Assistants: Ronald Hochreiter (Ronald.Hochreiter _AT_ and Stefan Theussl (Stefan.Theussl _AT_


UnitDate Time Topic Slides*
1 04.03. 09:00 -- 12:00Preliminary Talk --
2 18.03. 09:00 -- 12:00 Stochastic Programming, ROI (Ronald, Stefan T.) [ROI]
3 13.05. 09:00 -- 12:00 Optimization Methods in Finance I (Kathrin, Maria) [pdf, R, dat1, dat2]
4 13.05. 13:00 -- 16:00 Optimization Methods in Finance II (Florian, Stefan K.) [pdf, R]
5 27.05. 09:00 -- 12:00 Sparse PCA (Norbert, Thomas) [pdf1, pdf2, R1, R2]
6 17.06. 09:00 -- 12:00 Kernel-based learning (Paul) [pdf]

* Slides, notes, and R code snippets are licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License.
	 Commons License

The seminar will take place at the Besprechungsraum of the Institute for Statistics and Mathematics, UZA2, Ebene 4.


Participants should pick one project out of the following list.

A package vignette (eight to twelve pages) is to be delivered at the end of the project.

Criteria for Successful Completion

Presentation of the project and package vignette.


See also

Last change: 2010-12-02 by Stefan Theussl