Kurt Hornik: QFin Statistics 1 Winter Semester 2025
Classes
| Unit | Date | Time | Location | Topic | Materials | Assignments | ||
| Read Chapter 6 B/M | ||||||||
| 1 | 2025-11-27 | 13:00-16:00 | TC.2.01 | Numerical Linear Algebra | Slides | Ex 1-5, 8-14, 22, 24, 25, 27, 29, 30 | Due: 2025-12-03 23:59 | Read Chapter 5 B/M |
| 2 | 2025-12-04 | 09:30-13:30 | TC.1.01 | Random Number Generation | Slides | Ex 15-21, 23, 26, 28, 31-39 | Due: 2025-12-10 23:59 | |
| 3 | 2025-12-11 | 10:00-13:30 | TC.1.01 | Simulation | Slides | Ex 41-44, 47-63 | Due: 2025-12-17 23:59 | |
| 4 | 2025-12-18 | 10:00-13:30 | TC.1.01 | Data Management and Exploration | Ex 66-80 | Due: 2026-01-07 23:59 | ||
| 5 | 2026-01-08 | 10:00-13:30 | D5.0.001 | Data Exploration and Graphics | Ex 82-88 | Due: 2026-01-14 23:59 | Read Labs 1 2 3 | |
| 6 | 2026-01-15 | 10:00-13:30 | D5.0.001 | Quantmod, Heavy Tails and Copulas | Ex 89-96, 98-99, 102-103, 107-108, 110-111 | Due: 2026-01-21 23:59 | ||
| 7 | 2026-01-22 | 10:00-12:00 | TC.0.04 | Finals | ||||
| 8 | 2026-01-29 | 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 Polina Atovmyan <polina.atovmyan@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! Homework and presentation teams and presentation slots:| 1 | Burigana, Kupeev, Mokliak, Ossani, Pavlova | |
| 2 | Dushin, Kraciuk, Turhan, Uszko, Vasarhelyi | |
| 3 | Borbas, Holzmann, Mirtchev, O'Sullivan, Sorochynska | |
| 4 | Amelina, Capka, Dubini, Rzepka, Szaniszlo | |
| 5 | Bachtiary, El Hariri, Pell, Woegerer | |
| 6 | Marcius, Ntallas, Pilz, Simic, Zizliauskaite | |
| 7 | Balli, Boross, Machetta, Morozov, Mykhailiuk | |
| 8 | Attanasio, Friedrich, Illes, Kolev, Maraj | |
| 9 | Burlutskaya, Candrak, Docs, Gruenstaeudl, Nenadic | |
| 10 | Baron von Westernhagen, Krieger, Li Jingqi, Radovanovic, Vazsonyi | |
| 11 | De Pasquale, Ellecosta, Li Daniil, Molnar, Vershinin | |
| 12 | Karmazin, Leitner, Malcoci, Reinhold, Vorhauser | |
| 13 | Bordei, Rapoport, Rubanov, Simko |
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.