After introducing basic terms and theorems, the seminar Numerical Introductory Course will deal with numerical methods and their applications in statistics and finance. Examples of implementation will be shown.
The course will cover the following topics: Finite, iterative andgradient methods for linear systems and matrix inversion, matrix factorization, eigenvalues and eigenvectors, interpolation, numerical differentiation and integration, solving non-linear equations and their systems, unconstrained optimization and constrained optimization, random numbers generation, Monte Carlo, Dimension Reduction Techniques. Each participant will work on one topic and present his/her results during a presentation session. The presentations should include the method: theory behind it and exemplifications through simulations and/or real data examples. The registration in the respective Moodle course is obligatory. Prerequisite: Multivariate Statistical Analysis I
Registration in the first meeting.
Max. 30 participants
Part of the seminar: ungraded presentation and discussion.
StO/PO MA 2016: 6 LP, Modul: "Selected Topics in Quantitative Methods"
StO/PO MEMS 2016: 6 LP, Modul: "Selected Topics in Quantitative Methods", Major: Quantitative Methods
Die Veranstaltung wurde 6 mal im Vorlesungsverzeichnis WiSe 2020/21 gefunden: