Kurt Hornik: QFin Computing Winter Semester 2023

Classes

Unit Date Time Location Topic Materials Assignments
1 2023-10-03 08:00-11:30 TC.1.01 R Basics Slides Transcript Code save dump Exercises 1-24 Due: 2023-10-11 23:59 Read Chapter 2
2 2023-10-12 09:00-12:30 TC.2.02 R Data Types Slides Transcript Code Snip Exercises 25-30, 32-36, 38-47 Due: 2023-10-18 23:59
3 2023-10-19 09:00-12:30 TC.2.02 R Data Types Slides Transcript Code Snip Exercises 48-55, 62-71 Due: 2023-11-01 23:59 Read Chapter 4
4 2023-10-25 09:00-12:30 TC.2.02 R Programming Slides Transcript Code Snip Exercises 73-74, 77-92, 94, 97 Due: 2023-11-08 23:59 Read Chapter 4
5 2023-11-09 09:00-12:30 TC.2.02 LaTeX, BibTeX and Sweave Transcript Code Snip tex fig Rnw Exercises 99-105, 109, 112-126 Due: 2023-11-15 23:59 Read Chapter 7, LaTeX docs
6 2023-11-16 09:00-12:30 TC.2.02 Optimization and Root Finding Slides Exercises 129, 132, 136-140, 143, 149-150, 152, 154, 156, 158-159, 163 Due: 2023-11-22 23:59
7 2023-11-23 11:00-13:00 TC.0.01 Finals
8 2023-11-30 09:00-17:00 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 Edona Gjini <edona.gjini@s.wu.ac.at>, Peter Mikos <peter.mikos@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 Elmastas, Hrgovic, Peter, Scholz, Sevtsov 15:00-15:20
2 Curta, Frias Navarrete, Ingerle, Nemeth, Pekarek-Kostka 17:40-18:00
3 Carvalho Garcia Viale, Daneva, Plavec, Shramko (†), Vero 08:40-09:00
4 Aria, Boroumand sharifi, Pavicic, Schmid, Sembera 11:40-12:00
5 Buczek, Gludovatz, Gogberashvili (†), Miletic, Sobko 10:00-10:20
6 Filatova, Kosovska, Kutovoi, Nagy, Wutti 15:40-16:00
7 Brabec, Gyenese, Mikos, Pertl, Tusek 08:20-08:40
8 Kornilakis, Moiseev (†), Pena Monge, Trnan 11:20-11:40
9 Battilana, Ivovic, Izbassar, Kapustina, Waraschitz 17:20-17:40
10 Kozlov, Lin, Strahlhofer, Szalai, Vasic 08:00-08:20
11 Barta, Gilmutdinov, Makogon, Sudera, Vrana (†) 12:00-12:20
12 Albert, Krain, Meszaros, Mosiagin, Schramek 17:00-17:20
13 Costa, Harringer, Jezo, Miederhoff, Velichkov 12:20-12:40
14 Lazar, Nurlanuly, Ramos Silva, Riezanov, Rodenkirchen 16:00-16:20
15 Galstyan, Lukic, O'Hara, Rattasits (†), Romanova 10:40-11:00
16 Aliabadi, Badinger, Gurban, Mitterhofer, Titiriga 15:20-15:40
17 Duchoslav (†), Kleshchev, Marafatto, Mihalik, Ustun 16:40-17:00
18 Bottlinger, Dubenko, Füreder (†), Sabouniha, Shenevskaia 10:20-10:40
19 Ciancio, Fiegl, Hnatova, Kolitsas (†), Zörenyi 09:00-09:20
20 Arustamyan, Bach Gadelha, Grimus, Kieselbach, Shabliienko 09:40-10:00
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.