Kurt Hornik: QFin Statistics 1 Winter Semester 2026

Classes

Unit Date Time Location Topic Materials Assignments
Read Chapter 6 B/M
1 2026-11-24 16:30-20:00 TC.2.02 Numerical Linear Algebra Slides Ex 1-5, 8-14, 22, 24, 25, 27, 29, 30 Due: 2026-12-02 23:59 Read Chapter 5 B/M
2 2026-12-03 10:00-13:30 TC.2.02 Random Number Generation Slides Ex 15-21, 23, 26, 28, 31-39 Due: 2026-12-09 23:59
3 2026-12-10 10:30-14:00 TC.2.01 Simulation Slides Ex 41-44, 47-63 Due: 2026-12-16 23:59
4 2026-12-15 13:00-16:30 TC.0.04 Data Management and Exploration Ex 66-80 Due: 2027-01-13 23:59
5 2026-12-17 10:00-13:30 TC.0.04 Data Exploration and Graphics Ex 82-88 Due: 2027-01-13 23:59 Read Labs 1 2 3
6 2027-01-14 10:00-13:30 TC.0.04 Quantmod, Heavy Tails and Copulas Slides Ex 89-96, 98-99, 102-103, 107-108, 110-111 Due: 2027-01-20 23:59
7 2027-01-21 10:00-12:00 TC.0.01 Finals
8 2027-01-28 09:00-15:00 online Presentations

Assignments

Exercises
When submitting homework assignments by email, please use the subject ‘Statistics 1 Unit n Team k’, where n is the number of the unit and k is the numer 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.
Please use Sweave or knitr, and submit both the PDF and the Rnw/Rmd!

Materials

Lecture notes (Numerical linear algebra, simulation, data management and exploration, graphics): PDF Code
Lab 1 "How to get Data - An Introduction into quantmod": PDF Code
Lab 2 "Exploring Heavy Tails - Pareto and Generalized Pareto Distributions": PDF Code
Lab 3 "First steps of multivariate data analysis": PDF Code

Downloads

German credit data: Data Docs; Coffee data; Utilities data.

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.

Links

Electronic University Calendar (eVVZ)
Setting up R and LATEX


File translated from TEX by TTH, version 4.16.