Courses

Monday, 09:00am at DIW Berlin
Description:

One-week short course (DIW Berlin Master Class) on "Advanced methods of operations research - theory and application to energy markets".

The course takes place July 3 - 7 at DIW Berlin. Instructors are Jeremy Eckhause (RAND) and Sauleh Siddiqui (Johns Hopkins). Upon approval by the student's institution, 6 ECTS can be earned when taking a written exam (Monday, 10 July) and handing in a seminar paper. Other arrangements and only taking parts of the course are possible.

As the official announcement from DIW may be published at some time in the future, I would be happy if you could share the information among BDPEMS students. As I do not know the BDPEMS credits policy, I cannot judge whether students could be eligible for credits - I can change the details in the flyer accordingly.

The course targets Berlin-based PhD students, post-doctoral researchers (and graduate students) interested in applied OR and IO, energy market analysis, and numerical methods for management science. Thus, irrespective of credtis, participation is not limited to DIW students.
This course provides participants with selected state-of-the-art methods in OR for both academic and applied work. It covers integer programming, real options, complementarity problems, and multi-stage games. The instructors have long-standing experience in both applied as well as theoretical research and teaching at various institutions.

The course comprises both theory lectures and hands-on programming sessions in GAMS. Applications mainly focus on energy markets; methods are, however, go beyond the field and can be applied to various investment and planning problems (under uncertainty), or computational game theory. Some previous knowledge in numerical optimization techniques and the software GAMS is desirable but no prerequisite. If there is demand, an introduction to GAMS will be given.

Credits:
6.00
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Wednesday,
12:30pm to 02:00pm
at SPA1, R23
Description:

24.05. Mathias Klein (DIW): Monetary Policy and Household (De-)leveraging”
07.06. Anna Almosova: Assessing Interest Rate Rule Nonlinearities
21.06. Andreas Backhaus (LMU): tba
28.06. Grzegorz Długoszek: Time-Varying Global Risk and Country Portfolios
05.07. Dirk Engelmann (HU): Introduction to the Job Market
12.07. Fabian Hungerland (HU Berlin): tba

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Instructor:
Monday,
09:00am to 12:00pm
at HU Berlin, SPA 1, 401 (Library)
Description:

The evolution from analogue to digital technologies continues to dominate the attention of decision makers today. Many tools in industrial production processes have been automated or replaced by highly complex mechanisms with pre-programmed decision-making. The change to digital modes of operations increasingly determines the lives of individuals and does so in increasingly unexpected ways.

Please note: We have received financial support for this Q Kolleg and will admit 3 master students for a research/learning exchange trip to NUS, Singapore.

The students get insight into the area of modern internet based Computational Statistics Methods. Practically relevant knowledge on methods, data forms and Gestalt will be trained. The use of GITHUB and network techniques will be taught and transferred into www.quantlet.de. Direct computer oriented knowledge and possibilities of empirical research will be shown. The course is televised to NUS, Singapore. Together with the Dept STAT of NUS we present extremely practical examples from finance, neuro economics and network analysis.
Max. participants: 20
Application: In the first session.

Literature:
www.quantlet.de

Exam: Term Paper

Credits:
6.00
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Instructor:
Monday,
02:00pm to 04:00pm
at HU Berlin, Spandauer Str. 1, Room 23
Description:

The Economic Risk Seminar is one of three regular research seminars hosted by the IRTG 1792. The International Research Training Group offers outstanding Young Researchers an internationally competitive doctoral program with a unifying research focus and financial support. The Economic Risk Seminar covers a wide spectrum of topics with some focus on the quantitative analysis of financial markets. The talks are held in English or German.

Literature: www.quantlet.de

Exam: Oral Exam

Credits:
3.00
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Instructor:
Wednesday,
10:00am to 12:00pm
at Erhard- Schmidt-Hörsaal at Weierstraß-Institut für Angewandte Analysis und Stochastik (Mohrenstr. 39, 10117 Berlin).
Description:

The Mathematical Statistics Seminar is one of three regular research seminars hosted by the IRTG 1792. The International Research Training Group offers outstanding Young Researchers an internationally competitive doctoral program with a unifying research focus and financial support. The Mathematical Statistics Seminar covers a wide spectrum of topics with some focus on quantitative analysis methods. The presentations are held in English or German.

Literature: -

Exam: Oral Exam

Credits:
3.00
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Instructor:
Tuesday,
12:00pm to 04:00pm
at SPA 1, 401 (Library)
Description:

Privatissimum serves as an important preparatory course for the writing of a bachelor or master’s thesis. The course covers selected statistical topics and in each class a problem, the relevant statistical methods and the results are presented and discussed.

Please register in the respective Moodle course, see http://lvb.wiwi.hu-berlin.de/Teaching_Moodle .
A component of the seminar is an ungraded presentation.

Registration in the first meeting. No participation limit.

Literature:
www.quantlet.de

Exam: Oral Exam

Credits:
6.00
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Instructor:
Wednesday,
10:00am to 01:00pm
at DIW, Mohrenstr. 58, Friedensburg Room
Monday,
03:00pm to 06:00pm
at DIW, Mohrenstr. 58, Friedensburg Room
Friday,
10:00am to 01:00pm
at DIW, Mohrenstr. 58, Friedensburg Room
Description:

The seminar deals with changes and new developments in the theoretical and empirical literature on monetary policy. Topics
covered through lectures and seminar papers include the following: the appropriate mandates and objective function of central
banks, the relationship between monetary policy and financial supervision, the role of the exchange rates, the functioning of
monetary policy in a monetary union, the importance of fiscal dominance, quantitative easing during financial crises, the role
of communication of objectives and policies, the functioning of central bank committees, transparency and independence and
accountability, global coordination of monetary policy, the international role of the euro and the US dollar.
The course will first start with a series of lectures addressing these various issues. The seminar participants are then asked to
prepare a seminar paper on one of the issues, which then have to be presented and discussed towards the end of the semester.
To allow an intensive dialogue among the students, the seminar is organized in block classes. Many topics are closely related
to each other.

The lectures will take place on 26 April and 3 and 8 May. The seminar presentations will take place on 7 and 11 July.
Location: DIW, Mohrenstr. 58, Friedensburg Room

Part of the Seminar: Ungraded presentation and discussion.

Restriction to participation: 20

Registration: 10. to 14.04.2016 via e-mail to mfratzscher@diw.de
Organizatory: MA: 6 SP, Modul: "Topics in Macroeconomics"
Exam: Term paper

Credits:
6.00
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