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
| Ex 1-5, 8-14, 22, 24, 25, 27, 29, 30 | Due: 2024-12-04 23:59 | Read Chapter 5 B/M |
| 2 | 2024-12-05 | 09:00-12:30 | D5.0.001 | Random Number Generation | Slides
| Ex 15-21, 23, 26, 28, 31-39
| Due: 2024-12-11 23:59 | |
| 3 | 2024-12-10 | 12:30-15:30 | TC.0.04 | Simulation | Slides
| Ex 41-44, 47-63 | Due: 2024-12-18 23:59
|
| 4 | 2024-12-19 | 09:30-13:00 | D5.0.001 | Data Management and Exploration | Transscript
Code
| Ex 66-80 | Due: 2025-01-08 23:59
|
| 5 | 2025-01-09 | 09:00-12:30 | D5.0.001 | Data Exploration and Graphics | Transscript
Code
| Ex 82-88
| Due: 2025-01-15 23:59
| Read Labs 1 2 3
|
| 6 | 2025-01-16 | 09:00-12:30 | D5.0.001 | Quantmod, Heavy Tails and Copulas | Slides
Transscript
Code
| Ex 89-96, 98-99, 102-103, 107-108, 110-111
| Due: 2025-01-22 23:59
|
| 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!
Homework and presentation teams and presentation slots:
| 1 | Atovmyan, Deskoski, Petronevich, Samaj, Vlad | 13:00-13:20 |
| 2 | Maurer, Piacentini, Piller, Svetina, Thierbach
(†) | 11:20-11:40 |
| 3 | Herten, Iepure, Maalekji Akkawi, Varszegi | 09:20-09:40 |
| 4 | Gogberashvili, Lukic, Weissmeier,
Wutti, Zlatanovic | 14:00-14:20 |
| 5 | Kurmanbekova, Kuzmishin, Mookanay, Tallos, Tuhai | 13:40-14:00 |
| 6 | Akbarli, Haeussling, Heissenberger, Kindermann, Shabanov | 11:40-12:00 |
| 7 | Barbaros, Bordei, Dempsey, Kambachekov, Pryshchepa | 13:20-13:40 |
| 8 | Buechs, Leiter, Loebbe, O'Hara,
Petschinger (†) | 10:00-10:20 |
| 9 | Celaj (†), Crespo Sanchez, Kager, Leischner, Zavacky | 12:20-12:40 |
| 10 | Borisov, Friedlaender, Fuele, Maj (†), Sarti (†) | 09:40-10:00 |
| 11 | Huber, Nagy, Vos, Vyshkovskaia, Zareczky | 11:00-11:20 |
| 12 | Dazun Cabello, De Pasquale, Limpek, Nigg, Pavic | 10:20-10:40 |
| 13 | Farkhutdinov, Luptakova, Mikheenkov, Oskina, Swietochowska | 12:00-12:20 |
| 14 | Korcic, Kovek, Mei, Rapoport (†), Yago Tortajada | 09:00-09:20 |
Students marked
‘†’ have left the program/course.
Presentation groups and teams:
| Group | Teams |
| A | Team 5 (46), Team 2 (79), Team 4 (81), Team 14 (91), Team 9 (111) |
| B | Team 1 (76), Team 12 (78), Team 11 (82), Team 3 (92), N.N. (110) |
| C | Team 10 (77), Team 6 (80), Team 8 (89), Team 13 (90), Team 7 (95)
|
Teams submit all 5 problems in their group as homeworks, and present
"their" problem.
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.
