After successful completion of the course, students are able to work through a concrete scientific text in econometrics and/or financial and actuarial mathematics and to present the corresponding content in an understandle kind of manner.

The topic of this semester is not yet fixed. Some suggestions:

• On forecasting economic time series using machine learning methods
  
  
• On the statistics and econometrics of rough volatility models
  
  
• On random matrix theory and applications for high-dimensional data
  
  
• On spatial unit roots

For some papers and preprints see Communication/Documents/Files.

Presentations of the participants

Presentation and summary

It is okday if you come to the preliminary meeting, but if possible, please register via TISS straight away.