Kurt Hornik: QFin Computing Winter Semester 2024

Classes

Unit Date Time Location Topic Materials Assignments
1 2024-10-02 13:00-16:30 TC.2.01 R Basics Slides Transcript Code save dump Exercises 1-24 Due: 2024-10-09 23:59 Read Chapter 2
2 2024-10-10 12:00-15:30 TC.2.01 R Data Types Slides Transcript Code Snip Exercises 25-30, 32-36, 38-47 Due: 2024-10-16 23:59 Read Slides
3 2024-10-17 10:30-14:00 TC.1.02 R Data Types Slides Transcript Code Snip Exercises 48-55, 62-71 Due: 2024-10-23 23:59 Read Slides
4 2024-10-24 10:30-14:00 TC.1.02 R Programming Slides Transcript Code Snip Exercises 73-74, 77-92, 94, 97 Due: 2023-11-03 23:59 Read Chapter 4, Lecture notes chapter 3
5 2024-11-07 10:30-14:00 TC.1.02 LaTeX, BibTeX and Sweave Transcript Code Snip tex fig Rnw Exercises 99-105, 109, 112-126 Due: 2024-11-13 23:59 Read Chapter 7, LaTeX docs
6 2024-11-14 10:30-14:00 TC.1.02 Optimization and Root Finding Slides Exercises 129, 132, 136-140, 143, 149-150, 152, 154, 156, 158-159, 163 Due: 2024-11-20 23:59
7 2024-11-21 10:00-12:00 TC.0.02 Finals
8 2024-11-26 08:30-16:30 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 Karina Pekarek-Kostka <karina.pekarek-kostka@s.wu.ac.at>, Luis Diego Pena Monge <luis.diego.pena.monge@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 and presentation slots:
1 Atovmyan, Deskoski, Petronevich, Samaj, Vlad 10:20-10:40
2 Duchoslav, Maurer, Piacentini, Piller, Svetina 09:00-09:20
3 Herten, Iepure, Laussegger (†), Maalekji Akkawi, Varszegi 12:20-12:40
4 Gogberashvili, Rubanov (†), Thierbach (†), Weissmeier, Zlatanovic 13:20-13:40
5 Kurmanbekova, Kuzmishin, Mookanay, Tallos, Tuhai 09:20-09:40
6 Akbarli, Haeussling, Heissenberger, Kindermann, Shabanov 11:00-11:20
7 Barbaros, Bordei, Dempsey, Kambachekov, Pryshchepa 10:00-10:20
8 Buechs, Leiter, Loebbe, Strohbach (†) 13:00-13:20
9 Celaj, Crespo Sanchez, Kager, Leischner, Zavacky 14:20-14:40
10 Borisov, Friedlaender, Fuele, Maj, Sarti 09:40-10:00
11 Fuereder, Nagy, Vos, Vyshkovskaia, Zareczky 13:40-14:00
12 Dazun Cabello, De Pasquale, Limpek, Nigg, Pavic 14:00-14:20
13 Farkhutdinov, Luptakova, Mikheenkov, Oskina, Swietochowska 11:20-11:40
14 Korcic, Mei, Moazzam Tehrani (†), Rapoport, Yago Tortajada 11:40-12:00
15 Del Borrello, Huber, Kovekh, Petschinger (†), Simko 12:00-12:20
Students marked ‘†’ have left the program/course.

Lecture Notes

Docs Code

Literature

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 LATEX



File translated from TEX by TTH, version 4.16.