Kurt Hornik: QFin Computing Winter Semester 2026
Classes
| Unit | Date | Time | Location | Topic | Materials | Assignments | ||
| 1 | 2026-10-01 | 10:00-13:30 | TC.2.02 | R Basics | Slides Transcript Code save dump | Exercises 1-24 | Due: 2026-10-07 23:59 | Read Chapter 2 |
| 2 | 2026-10-06 | 10:00-13:30 | TC.1.01 | R Data Types | Slides | Exercises 25-30, 32-36, 38-47 | Due: 2026-10-14 23:59 | Read IEEE 754-1985 |
| 3 | 2026-10-15 | 10:00-13:30 | TC.2.02 | R Data Types | Slides | Exercises 48-55, 62-71 | Due: 2026-10-21 23:59 | |
| 4 | 2026-10-22 | 10:00-13:30 | TC.2.02 | R Programming | Slides | Exercises 73-74, 77-92, 94, 97 | Due: 2026-10-29 23:59 | Read Chapter 4, Lecture notes chapter 3 |
| 5 | 2026-10-30 | 10:00-13:30 | TC.2.02 | LaTeX, BibTeX and Sweave | Exercises 99-105, 109, 112-126 | Due: 2026-11-11 23:59 | Read Chapter 7, LaTeX docs | |
| 6 | 2026-11-12 | 10:00-13:30 | TC.2.02 | Optimization and Root Finding | Slides | Exercises 129, 132, 136-140, 143, 149-150, 152, 154, 156, 158-159, 163 | Due: 2026-11-18 23:59 | |
| 7 | 2026-11-19 | 10:00-12:00 | TC.0.04 | Finals | ||||
| 8 | 2026-11-24 | 09:00-15:00 | Online via teams | Presentations | ||||
Assignments
Exercises When submitting homework assignments by email, please use the subject ‘QFin Computing Unit n Team k’, where n is the number of the unit and k is the number of your team. Submit by email to Eliah-Marcus Pilz <eliah-marcus.pilz@s.wu.ac.at> and <Kurt.Hornik@wu.ac.at>, and cc all team members. Chapters in assignments refer to the textbook by Braun & Murdoch used for this course. Homework and presentation teams:| 1 | Bachtiary, Gradev, Hartai, Isakova, Pemsel, Sak |
| 2 | Guseva, Konovalchuk, Rizzi, Rubanov, Rygzynov, Tzamtzis |
| 3 | Breiter, Ferrer Ortega, Groenum, Pakhomau, Perdacher, Yancheva |
| 4 | Juan, Kubik, Magdziak, Panhauser, Threm, Wang |
| 5 | Kycl, Milosavljevic, Osipenkov, Skupova, Telnova, Tsay |
| 6 | Golakova, Husak, Jordan, Jurikova, Kaplunova, Polz |
| 7 | Borisov, Hollo, Maksimova, Regenyi, Srejic, Toth |
| 8 | Ellis, Gudi, Lutz, Meshkovski, Takacs, Zheng |
| 9 | Eisenmagen, Manea, Prodan, Teplov, Vaklinov, Wisniewska |
| 10 | Babic, Hasanzade, Krykunova, Luksch, Naginailov, Pinotti |
| 11 | Braghis, Dimitrov, Goss, Kumar, Merkushev, Schoefbeck |
| 12 | Adamian, Floor, Kapustin, Melnychuk, Przyszlakiewicz, Yarovoy |
Lecture Notes
Docs CodeLiterature
W. John Braun and Duncan J. Murdoch: A First Course in Statistical Programming with R. Cambridge University Press ISBN 9781316451090, 2016. DOI:10.1017/CBO9781316451090. Tobias Oetiker, Hubert Partl, Irene Hyna and Elisabeth Schlegl: The (Not So) Short Introduction to LATEX2e.Links
Electronic University Calendar (eVVZ) Setting up R and LATEXFile translated from TEX by TTH, version 4.16.