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Assignment for Bachelor Thesis

Apart from top­ics be­ing assigned dir­ectly by their su­per­visors, stu­dents can now also choose from a pool of avail­able top­ics.
Stu­dents in­ter­ested in a topic must ap­ply by email to the con­tact per­son in­dic­ated (in­clude BA-stat­math@wu.ac.at in cc). Ap­plic­ants may only sub­mit one ap­plic­a­tion at a time, since mul­tiple par­al­lel ap­plic­a­tions can­not be pro­cessed. The top­ics are al­loc­ated on a first-­come, first-served basis.

If you have agreed on a topic for a bach­elor thesis with your su­per­visor, please hand in the com­pleted and signed  ap­plic­a­tion form to your su­per­visor.

If you want to cancel your ap­plic­a­tion, please com­plete the can­cel­la­tion form, sign it, and leave it at the front desk (D4, Level 4).

After you have fin­ished the bach­elor thesis, please up­load the bach­elor thesis to Learn@WU for a pla­gi­ar­ism assess­ment. More in­form­a­tion

Avail­able top­ics:

Topic of the bach­elor thesis
Num­ber of bach­elor thesesSu­per­visor
The­men bei Prof. Wal­ter Böhm
Iden­ti­fika­tion von Blasen in Fin­an­zreihen2Prof. Mi­chael Hauser
Sek­t­or­ale Risikoindikatoren des ESRB (European Sys­temic Risk Board) 2Prof. Mi­chael Hauser
Stock and house prices in fin­an­cial crises2Prof. Mi­chael Hauser
Text Cor­pus Stat­ist­ics Us­ing the Leipzig Cor­pora Col­lec­tion2Prof. Kurt Hornik
Fish­ing tex­tual in­form­a­tion in the EDGAR SEC data --- A lit­er­at­ure re­view1Prof. Kurt Hornik
Who is who? De­termin­ing au­thor sets in Pro­ject Euc­lid1Prof. Kurt Hornik
Open Ac­cess Pub­lic­a­tions at WU1Prof. Kurt Hornik
Visu­al­iz­a­tion of prop­er­ties of ran­dom num­ber gen­er­at­ors for fin­an­cial sim­u­la­tions1Prof. Josef Ley­dold
Test­ing ran­dom num­ber gen­er­at­ors for fin­an­cial sim­u­la­tions1Prof. Josef Ley­dold
Spec­tral clus­ter­ing in so­cial net­works1Prof. Josef Ley­dold
A GUI for econo­met­ric com­pu­ta­tions based on R1Prof. Josef Ley­dold
Sport und Stat­istik2Dr. Her­bert Na­gel
Un­vollständi­ges Bi­no­mi­alm­od­ell1Prof. Klaus Pötzel­ber­ger
Im­pliz­ite Volat­ilität im BS-­Mod­ell bei ver­rauschten Beo­bach­tun­gen1Prof. Klaus Pötzel­ber­ger
Hedgen in un­vollständi­gen Mod­el­len1Prof. Klaus Pötzel­ber­ger