Kurt Hornik: QFin Statistics 1 Winter Semester 2024
Classes
| Unit | Date | Time | Location | Topic | Materials | Assignments | ||
| Read Chapter 6 B/M | ||||||||
| 1 | 2024-11-28 | 17:30-21:00 | TC.1.02 | Numerical Linear Algebra | Slides | |||
| 2 | 2024-12-05 | 09:00-12:30 | D5.0.001 | Random Number Generation | Slides | |||
| 3 | 2024-12-10 | 13:00-16:30 | TC.0.02 | Simulation | Slides | |||
| 4 | 2024-12-19 | 09:30-13:00 | D5.0.001 | Data Management and Exploration | ||||
| 5 | 2025-01-09 | 09:00-12:30 | D5.0.001 | Data Exploration and Graphics | ||||
| 6 | 2025-01-16 | 09:00-12:30 | D5.0.001 | Quantmod, Heavy Tails and Copulas | Slides | |||
| 7 | 2025-01-23 | 10:00-12:00 | TC.0.01 | Finals | ||||
| 8 | 2025-01-30 | 09:00-17:00 | 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 Margarida Ramos Silva <margarida.ramos.silva@s.wu.ac.at>, Luis Diego Pena Monge <luis.diego.pena.monge@s.wu.ac.at> and 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 CodeDownloads
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 LATEXFile translated from TEX by TTH, version 4.16.