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 | Transscript
Code
| 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 | Slides
| 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 | 11:00-16:00 | 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 | 11:40-12:00 |
| 2 | Dushin, Kraciuk, Turhan, Uszko, Vasarhelyi | 12:20-12:40 |
| 3 | Borbas (†), Holzmann, Mirtchev, O'Sullivan, Sorochynska | 11:00-11:20 |
| 4 | Amelina, Capka, Dubini, Rzepka, Szaniszlo | 15:20-15:40 |
| 5 | Bachtiary, El Hariri, Pell, Rapoport, Woegerer | 15:00-15:20 |
| 6 | Marcius, Ntallas, Pilz, Simic, Zizliauskaite | 13:00-13:20 |
| 7 | Balli, Boross, Machetta, Morozov, Mykhailiuk | 14:20-14:40 |
| 8 | Attanasio, Friedrich, Illes, Kolev, Maraj | 14:00-14:20 |
| 9 | Burlutskaya, Candrak, Docs, Gruenstaeudl, Nenadic (†), Rubanov | 13:40-14:00 |
| 10 | Baron von Westernhagen, Krieger, Li Jingqi, Radovanovic, Vazsonyi | 11:20-11:40 |
| 11 | De Pasquale (†), Ellecosta, Li Daniil, Molnar, Vershinin | 12:00-12:20 |
| 12 | Karmazin, Leitner, Malcoci, Reinhold, Vorhauser | 13:20-13:40 |
Students marked
‘†’ have left the program/course.
Presentation groups and teams:
| Group | Teams |
| A | Team 2 (76), Team 5 (81), Team 7 (90), Team 1 (95) |
| B | Team 6 (77), Team 10 (79), Team 11 (92), Team 12 (111) |
| C | Team 3 (78), Team 4 (82), Team 9 (89), Team 8 (109)
|
Teams submit all 4 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.
