Contact Information

Office Address
Department of Statistics and Operations Research
University of Vienna
Oskar-Morgenstern-Platz 1, 1090 Vienna, Austria
E-Mail marek.chudy (at) univie.ac.at
Office Hour in person or skype (upon email request)

Research

Areas of Interests Macroeconomic Forecasting
High-frequency Econometrics
Model Selection Methods
Curriculum Vitae CV
Supervised by Erhard Reschenhofer
Publications Working on S. Karmakar, M. Chudy, W. B. Wu (2017) Long-term prediction intervals in high-dimensional regression. with replication files

Submitted M. Chudy, S. Karmakar, W. B. Wu (2017) Long-term prediction intervals for economic time series. with supplementary Appendix and replication files and presentation

Working on M. Chudy, N. Hautsch (2017) Efficiency in high-dimensional portfolio allocation: comparison using high-frequency data. with ARIT 2016 poster and early draft presentation (from slide 22)

Submitted M. Chudy, E. Reschenhofer (2017) Forecasting with dynamic factor models. with replication files and presentation

Published E. Reschenhofer, M. Chudy (2015) Adjusting band-regression estimators for prediction: shrinkage and downweighting. International Journal of Econometrics and Financial Management 3 (3), 121-130.

Published E. Reschenhofer, M. Chudy (2015) Imposing frequency-domain restrictions on time-domain forecasts. Journal of Statistical and Econometric Methods 4 (3), 1-16.

Teaching

Current Term
               Repetitorium for VO Statistics 1, see details  here...
Info Repetitorium (UK):
teaching M. Chudy, on:
  • Thu, 13:15-14:45, HS 5.
  • Thu, 15:00-16:30, HS 8.

Exercise (UE):
Group 2 (Ger) M. Mangat, Mon, 15:00-16:30, HS 3.
Group 3 (Ger) H. Nagel, Fri, 08:00-09:30, HS 9.
Group 4 (Ger) H. Nagel, Fri, 09:45-11:15, HS 9.
Group 5 (Ger) S. Guzmics, Mon, 11:30-13:00, HS 9.
Group 6 (Eng) D. Escobar, Tue, 16:45-18:15, HS 3.

Tutorium (Fragestunden):
Thomas Stark, Thu, 11:30-13:00, SR 15

News
Check it 23.01.: Have a look at this great statistics visualisation webpage.
Inquiry 29.11.: I uploaded the assignments for 3 tasks, which you solved last time in groups. If anybody can send me a nicely written solution to any of the tasks, I will put it online. Thx.
Info 15.11.: Results are online!
Info 18.10.: Please fill out the survey!
Info 04.10.: The WS 2017 is online!
Show more...

Info 04.10.: No older news.
Timetable
DayContentInfo
05.10. Events and prob.survey
19.10. Discrete rvRmarkdown
16.11. Continuous rvGroup work
30.11. EstimationNA
14.12. TestingNA
11.01. Regressionpdf or cdf
25.01. Regression 2pdf or cdf
Reading On the webpage of E. Reschenhofer.
For estimation and testing see also:
Statistik im Studium der Wirtschaftswissenschaften: Eine Einf├╝hrung anhand von Beispielen by Brannath, Futschik and Krall. (Chap. 5, 6)
Examples Collection in pdf .
Sample data-analysis with R in pdf or R markdown or html .
Data Dataset for testing zufriedenheit.txt .
Performance Student's performance online.
Previous Year
              I was not teaching in WS2016 and SS2017, see details   here...
2017 March-September: I was visiting University of Chicago, Stevanovich Center and worked under the supervision of Professor Wei Biao Wu. The funding for my research at UChicago was kindly provided by Fulbright Scholarship for Graduate Studies in the USA and by Stevanovich center.
2016 Jun-December: I was visiting University of Pennsylvania's School of Arts and Sciences and worked under supervision of Xu Cheng. The funding for my research at UPenn was kindly provided by Marietta Blau Grant and by the Ministry of Education of the Slovak Republic.
Other Years
                 UE Statistics 1 / UK Business Statitics 2, see details here...
Summer 2016 Statistic 1 - Groups 1,2 (in German) grades overview.
Winter 2015 Statistic 1 - Groups 1,2 (in German) grades overview.
Summer 2015 Statistic 1 - Groups 1,2 (in German) grades overview.
Winter 2014 Business Statistics 2 - Group 1 (in German) Important information summary... and grades overview.
Summer 2014 Business Statistics 2 - Group 3 (in German) grades overview.
Winter 2013 Business Statistics 2 - Groups 1, 2 and 3 (in German) results