In this course, we will introduce basic python concepts and explore their usage in financial econometrics. Statistical modelling of any kind always requires data. Thus, being able to handle raw data sets, i.e. data cleaning, data structuring, etc., is an essential task which has to be done at the beginning of every project. The first part of the course will focus on the most popular tools that python offers (pandas, numpy, matplotlib, datetime, etc.) in order to tackle the aforementioned tasks .

The second part of the course introduces financial time series. Here, we will discuss their unique characteristics also known as "stylized facts" and different approaches on how to model them, in particular ARMA and GARCH processes will be of interest. If time permits, we will also peek into quantitative risk management and portfolio optimization.

Inscription Key: tba

KursZeit
Ort
Grundkurs        
Mo, 21.02., 14.30 - 18.00       
online    
Grundkurs  
Di, 22.02., 14.30 - 18.00online
Grundkurs  
Mi, 23.02., 14.30 - 18.00online
Aufbaukurs  
Do, 24.02., 14.30 - 18.00
online
Aufbaukurs  
Fr, 25.02., 14.30 - 18.00online


Blockseminar: April 4-6, April 8 and April 11-14, 2022

Einschreibeschlüssel: CSDS2021

Modern Machine Learning (ML) algorithms are considered to be black-boxes we have no epis-temic access to. XAI tackles this assumption by providing methods that allow gaining insights into thebehaviour of ML algorithms. This course introduces the central philosophical concepts and challenges inXAI such as explanation, interpretability, and opacity. Moreover, we discuss state-of-the-art XAI meth-ods and their strengths and weaknesses. We focus particularly on causal explanations, the role of XAI for Science, and model-agnostic interpretation techniques.

The course is held together with students from MCMP.

Fridays 12:15-13:45 pm

Opening Event: Online

Key: xai-philo-21


This class is geared towards first year students in the master's program Data Science and part of the Individual Module (Fundamentals of Data Science). The basic concepts of multivariate statistical methods for data scientists we will be introduced.

Content:

  • Probability models
  • Random variables and univariate probability distributions
  • Joint distributions
  • Visualization in R
  • Principal component analysis (PCA)
  • Multidimensional scaling
  • Cluster analysis

Time and Location: Every Tuesday, 12:15 - 13:45 a.m. in Room AU117 in the main buildung of LMU

Die empirischen Wissenschaften stehen vor wesentlichen Herausforderungen in Bezug auf die Reproduzierbarkeit und Replizierbarkeit ihrer Ergebnisse. Die sogenannte Replikationskrise beschreibt das Phänomen, dass eine Vielzahl an Studienergebnissen nicht auf unabhängigen Daten bestätigt werden können.

Dies liegt unter anderem an der Tatsache, dass in der Regel eine große Anzahl an verschiedenen Analysestrategien für eine bestimmte Forschungsfrage existiert (>>researcher degrees of freedom<<). Überdies werden die Ergebnisse oftmals nur selektiv für die gewählte Strategie veröffentlicht und die Variabilität in Bezug auf verschiedene andere Ansätze verschleiert (>>selective reporting<<).

Schwerpunkt des Seminars ist die Vermittlung von Grundlagen der Reproduzierbarkeit und Replikation in der Statistik. Die Studierenden werden dazu in die entsprechende Literatur und den Umgang mit geeigneten Tools, wie z.B. Git/Github (Versionskontrolle) und R Markdown (Reporting) eingeführt, um anschließend selbstständig an einer vorgegebenen Fragestellung (unter Einbezug der einschlägigen Literatur) zu arbeiten.


Vorbesprechung: Freitag, 22.10.2021 um 14:00-16:00 Uhr (s.t.) via Zoom
Einführungs-Kurs: Freitag 29.10.2021, 14:00-16:00 Uhr (s.t.) via Zoom
Ort: Das Seminar findet vsl. via Zoom statt.
Anrechnung: 6 ECTS oder 9 ECTS (6 ECTS (Seminar) + 3 ECTS (Wahlpflichtbereich))

Inverted classroom style. Weekly meeting (in person): Wednesday, 14:00-16:00 c.t. Geschw.-Scholl-Pl. 1 (A) - A 119

Starting date: 20.10.2021

Enrollment Key: automl22

    Sie können sich in den Kurs mit dem Schlüssel DHS2122 selbst einschreiben.

    Dates

    Kick-off-meeting: October 20th, 2pm (online)

    Q&A Session: Wednesday, 2pm (online)
    Exercise: Wednesday, 4pm (Theresienstr. 41 - C 419)


    Enrollment key: kriging

    Termine:

    Termin Ort Person
    Vorlesung 
    Mo, 12.00 - 14.00     
    M118
    Fabian Scheipl     
    Vorlesung  
    Mi, 12.00 - 14.00 M118
    Fabian Scheipl
    Übung 1 
    Do, 10.00 - 12.00
    F007
    Michael Kobl
    Übung 2  
    Do, 12.00 - 14.00
    M105
    Fabian Scheipl
    Tutorium
    Di, 16.00 - 18.00
    M218
    Michael Kobl

    Übung & Tutorium beginnen erst in der zweiten Semesterwoche.

    Einschreibeschlüssel:

    Der Einschreibeschlüssel lautet: dskrpt

    Beschreibung des Kurses

    Formale Techniken und Argumentationen besitzen auch in den Sozial-, Geistes- und Wirtschaftswissenschaften eine große, und immer weiter wachsende, Bedeutung, stellen aber für viele, darauf nicht so gut vorbereitete Studierende eine sehr große Hürde dar. Im Rahmen eines fachübergreifenden Propädeutikums sollen nicht-mathematikaffine Studierende der LMU sanft in die Formalisierung eingeführt und mit wesentlichen Techniken (wieder) vertraut gemacht werden.

    Gerade unter den Herausforderungen der Corona-Situation ist es uns ein besonderes Anliegen, nicht-mathematikaffine Studienanfänger*innen in einem semesterbegleitenden Kurs zu begleiten und zu unterstützen. Wir möchten das Verständnis für formale Schreibweisen und Argumentationen stärken und beginnen daher mit einer Heranführung an das Formalisieren und einer Einführung in die Mengenlehre.

    Die Veranstaltung richtet sich sowohl an Studienanfänger als auch an Studierende die im Rahmen Ihres Studiums bereits auf Schwierigkeiten im Umgang mit formalen Methoden gestoßen sind. 

    Einschreibeschlüssel: CoVorMa

    Die Veranstaltung "Statistische Software (R)" wendet sich an Studierende im Bachelorstudiengang Statistik (1. Semester).

    Der Kurs wird vollständig online stattfinden.

    Official statistics are the central information service provider in a democratically organized society. It informs politics, business and society about current economic, social and increasingly also ecological developments. In this way, it forms an important basis for informed decisions, but at the same time it is a supervisory body, especially for politics, by empirically reflecting the consequences of decisions and actions. In order to meet these demands, official statistics has a strict methodology and also methodology oriented to high quality standards, on the basis of which there has been an intensive examination of complex statistical modeling, machine learning techniques and the possibilities of new data sources in recent years. (This development has also led to close cooperation with a number of universities, resulting in an EU-wide certification of partial courses (EMOS: European Master in Official Statistics). At LMU, it is possible to obtain the EMOS certificate within the framework of the master's program in statistics with a focus on economics and social sciences).

    The course "EMOS A" aims to prepare students for participation in this discourse and the numerous opportunities for cooperation with public data producers by providing an insight into typical questions and modes of argumentation, methodological and methodological principles, and the most important products of official statistics. First of all, the basic principles and legal framework of official statistics, their fundamental structure in Germany/Europe and their most important supporting institutions are discussed as a basis. Further topics will then include the EU system of environmental indicators, a discussion of the role of Big Data in official statistics, selected aspects of result dissemination and statistical literacy, and access to official data sources for (own) secondary analyses, including an introduction to statistical anonymization techniques.

    The format of the course is a mix of inverted classroom elements (online and in person) and guest lectures.

    The course is compulsory within the EMOS variant; all other students can acquire 6 ECTS credits, which they can have credited flexibly.


    Enrollment Key: emosa


    Type
    DateTime
    Lecture 
    starting on the 19th of October 2021
    Tuesday 9:15 - 11:30 am
    Exercise& 
    Tutorial
     starting on the 2nd of November 2021 Monday 14:15 - 15:45 am


    Enrollment key: 

    - The enrollment key is preclin_clin_2122


    Schedule: 

    - Lecture: Monday, 16-18 c.t., Geschw.-Scholl-Pl. 1 - A 022

    - Lecture/Exercise: Thursday, 10-12 c.t., Geschw.-Scholl-Pl. 1 - A 022

    - Enrollment Key: life21Time

    Lecture and exercises will be in English.


    COVID-19

    Currently we plan Videos + bi-weekly live, in-person sessions for the lecture and bi-weekly live, in-person session for the exercises. Details will be announced on the Moodle page and during the first meeting on Monday, October 18, 16:15, room A 022 - Geschw.-Scholl-Pl. 1. 

     

    Termine:

    Termin Ort Person Beginn
    Vorlesung

    Mo, 10:15-11:45

    Do, 10:15-11:45
    (14-tägig)
    [Sowohl virtuell als
    auch in Präsenz]
    Geschw.-Sch.-Pl. 1
     - B 106
    Theresienstr. 39
     - B 134
    Benjamin Sischka
    18.10.2021
    Übung
    Mo/Do, 10:15-11:45 (14-tägig) Virtuell via Zoom
    Malte Nalenz
    28.10.2021

    Einschreibeschlüssel
    • Der Einschreibeschlüssel lautet: Stichproben2122 

    Schedule 

    • Lecture: Wednesday, 10 - 12 
    • Lab session: Thursday, 12 - 14 
    • Location: t.b.d.
     Enrollment key
    • The enrollment key is OPTIM2021

    Schedule:

    Date Place Lecturer Begin
    Lecture Tuesday, 16:00 - 18:00 Prof. Dr. Annika Hoyer 19.10.2021
    Exercise & Tutorial Thursday, 16:00 - 18:00 Dina Voeltz 26.10.2021

    Enrollment key
    The enrollment key is: " statmethepid2122"

    Termine und Personen:

     Termin Ort Person
    Vorlesung   
     Di, 14.00 - 16.00
       Geschw.-Scholl-Pl. 1 - M018   
     Küchenhoff  
    Übung
     Mo, 14.00 - 16.00
    Geschw.-Scholl-Pl. 1 - E004
     Weigert
    Übung
     Mo, 16.00 - 18.00
    Geschw.-Scholl-Pl. 1 - A016
     Schwaferts
    Tutorium
     Mo, 12.00 - 14.00  
    Ludwigstr. 33 - CIP-Pool 042
     Musiol
    Tutorium
     Do, 14.00 - 16.00
                 online via Zoom
     Musiol

    Einschreibeschlüssel: GRM2122

    Schedule

    • Lecture: Tuesday, 10 - 12 c.t.
    • Exercise: Friday, 10 - 12 c.t.

      Covid19

      • Due to the pandemic situation, the course will be held via Zoom.

      Enrollment key

      • The enrollment key is learnDL



      Description

      The seminar deals with theoretical and practical concepts of uncertainty quantification in deep learning. 

      Organization and Dates

      Kick-off event: Friday, 15. October, 3 - 5 pm

      Due to Corona, all talks will be online!

      Enrolment Key

      UQDL22

      Target Audience 

      • Statistics MSc. (Methods/Bio/WISO)
      • Statistics and Data Science MSc.
      • Data Science MSc.



      Der Einschreibeschlüssel lautet: MathGrund2122

      Vorlesung und Übung: Frauke Kreuter, Julian Rodemann

      Einschreibeschlüssel: WiSo202122


      Vorlesung Anna-Carolina Haensch (anna-carolina.haensch@stat.uni-muenchen.de)

      Übung Jacob Beck, Felix Henninger

      Tutor*innen Ilija Spasojevic, Alexandra Holzmann

      Einschreibeschlüssel: Stat1Soz2021

      Der Einschreibeschlüssel lautet: stat3nf2022

      Description

      The lecture deals with theoretical and practical concepts from the fields of statistical learning and machine learning. The main focus is on predictive modeling / supervised learning. The tutorial applies these concepts and methods to real examples for illustration purposes.

      Organization

      • Class: TODO
      • Location: TODO

      Enrolment Key

      TODO

      Target Audience 

      • Statistics (Methods/Bio/WISO)
      • Data Science MSc.

      Use the registration key (Einschreibeschlüssel) "bigDS" to read more about the course.
      This course aims to foster the practice of software engineering and project management techniques in the context of data science and machine learning projects. 

      The target audience for this course is master's students from Computer Science, Statistics & Data Science.

      Organization

      • Lecturers: Bernd Bischl, Giuseppe Casalicchio, Susanne Dandl Florian Pfisterer
      • Time: During workshops: Thursday, 8-12 s.t (Only first weeks)
      • Place: Online in Zoom
      • ECTS: 12 ECTS (e.g. as an alternative to the Statistical Consulting or Data Science Practical)

      Eligibility Requirements

      • Good programming skills in Data science related languages (R, Python, Julia, C++, etc.)
      • Predictive Modelling, KDD, Deep Learning or comparable Machine Learning courses

      Projects

      • Industry Projects with several Munich-based industry leaders
      • Research / Data Science for Social Good projects 

      Einschreibeschlüssel Selbsteinschreibung/Gast: PRAKT2022

      Einschreibeschlüssel Selbsteinschreibung / Gast: APR2022

      Schedule

      Lecture : Thursday 12:15 - 13:45 pm (Start: 21st of October)


      Enrollment key


      The enrollment key is open_rep_sci_w2122



      This course is closely related to the Generalized Regression Models (Generalisierte Regressions/GRM) course, also taught by Prof. Dr. Kuechenhoff. This course is, however, taught in English and designed for students currently attaining their master’s degree in statistics.

      We will take a closer look at generalized models, mixed models, Bayesian approaches, generalized additive models, survival analysis and error models. This is not an exhaustive list, but should provide you with a general idea of the contents of the course.

      If you have questions regarding the course, contact:

      Kuechenhoff, Helmut <kuechenhoff@stat.uni-muenchen.de>

      Rave, Martje <martje.rave@stat.uni-muenchen.de>

      Schedule
      Time Type of lesson
      Instructor
       Note
      Friday 12:00-14:00
      Lecture Prof. Dr. Helmut Kuechenhoff
       Both lectures should be attended (weekly rhythm)
      Monday 08:00-10:00
      Lecture Prof. Dr. Helmut Kuechenhoff 
      Friday 14:00-16:00
      Workshop Wiegrebe One work shop per week should be attended (weekly rhythm)
      Thursday
      12:00-14:00
      Workshop Rave 
      Thursday 08:00-10:00
      Tutorial Hannah Kuempel
       All tutorials should be attended (weekly rhythm)

      Enrolment key: Stat_Model_2022


      Termine

      • Dienstag: 12:15 - 13:45 Uhr
      • Mittwoch: 12:15 - 13:45 Uhr

      Einschreibeschlüssel

      • Der Einschreibeschlüssel lautet "einf_biom_w2122".

      Lecture (Robert Czudaj)

      Tuesday, 4 p.m. -  6 p.m., (Start: October 19, 2021)

      Tutorial (Christoph Berninger)

      Thursday, 6 p.m. -  8 p.m.,  (Start: October 28, 2021)

      Einschreibeschlüssel:

      • Der Einschreibeschlüssel lautet: FinEco_2021_22


      Termine

      • Vorlesung: Dienstag, 12:00 - 14:00 Uhr,
      • Übungen:  Montag, 14:00 - 16:00 Uhr

      Einschreibeschlüssel

      • Der Einschreibeschlüssel lautet "einf_oek_w2122".

      Schedule

      Time
      LecturerBeginn
      LectureMonday, 12:15 - 13:45Prof. Dr. Heumann   
       
      18.10.21
      LectureTuesday 12:15-13:45  Prof. Dr. Heumann

      19.10.21
      Excercise Course 1Tuesday, 10:15-11:45Spargali, Rave, Blocher   

      Excercise Course 2   Wednesday, 08:15-09:45  
      Spargali, Rave, Blocher


       TutoriumFriday, 08:15 - 09:45  

       


      Enrollment Key
      • The enrollment key is "stat_inf_ws2122"

      Schedule

      • Lecture: Wednesday, 9 - 11 c.t.
      • Tutorial: Wednesday, 11 - 12 c.t.
      • Location: online (videos + zoom-meetings)

        Enrollment key

        • The enrollment key is "sesame_street".

        This bachelor/master-seminar deals with selected methods and topics that are less common in the classical statistics curriculum .

        Besides rather classical topics like non-parametric statistics, some non-classical topics aim at applications of order and lattice theory, others are rather motivated by the philosophy of science in the context of statistics (including machine learning contexts), further topics deepen aspects of decision theory.  For the latter, it is advantageous to have heard the corresponding lecture on decision theory, but this is not a must.

        Since the seminar is offered for advanced bachelor students as well as master students and since the mathematical background of the students is probably relatively heterogeneous, this will be taken into account concerning the requirements and also in the supervision. In general, the exact design of the seminar topics (whether more in depth or more in breadth, etc.) can of course be individually shaped by the students in consultation with the lecturers.

        The topics are partly related to each other and partly rather independent of each other.


        The seminar will take place in blocks at the end of the semester (around the first week of March), the exact scheduling will take place in the preliminary meeting.

        The preliminary meeting, during which the topic will be assigned, is tentatively scheduled for Monday, Nov. 15, beginning at 18:00 s.t. via zoom.

        There will be an interim meeting (via zoom) around mid-January.

        The seminar is planned as a virtual event via zoom.


        A list of possible topics can be found here.


        Enrollment key: NonStandTop

        Schedule

        • Class: Friday, 10:15 - 11:45 a.m.
        • Location: Schellingstr. 3 (S) - S 004

        Enrollment key

        • The enrollment key is I2ML


        Audience:

        • Master Statistik: Räumliche Statistik
        • Master Biostatistik: Räumliche Statistik
        • Master Statistik WiSo: Räumliche Statistik
        • Master Statistics and Data Science: Spatial Statistics
        • Master Data Science ESG: Elective

        Date/Time:

        • Monday 10–12
        • Wednesday 14–16

        Language:

        • The lecture will be in English, unless all students agree to German

        Enrollment key:

        • Enrollment key is "Moran".

        Zielgruppe
        Bachelor Statistik (PO 2010) 3. Semester

        Termine
        • Dienstag 10–12 (Vorlesung)
        • Freitag 8.30–10 (Zusatztermin)
        • Mittwoch 8.30–10 (Übung)
        • Donnerstag 14–16 (Übung)
        • Dienstag 18–20 (Tutorium)

        Einschreibung

        Einschreibeschlüssel: Tschebyschow


        Termine

        • Vorlesung: Dienstag, 16 - 18 c.t.
        • Übungen (Statistik I): 
          Mittwoch, 12 - 14 c.t. & 14 - 16 c.t.
          Donnerstag, 10 - 12 c.t. (2x), 12 - 14 c.t. (2x), 18 - 20 c.t.
        • Übung (Statistik II):
          Donnerstag, 08 - 10 c.t.

        Einschreibeschlüssel

        • Der Einschreibeschlüssel lautet "2122wiwistat".