This set of exercises is written for the students of the lecture “Advanced Empirical Finance: Topics and Data Science”. The exercise sets partially subsume work I created with my colleagues Christoph Scheuch and Patrick Weiss for the book Tidy Finance with R. You are very welcome to give us feedback on every aspect of the book such that we can improve the codes, explanations and general structure. Please contact me or my colleagues directly via if you spot typos, mistakes or other issues that deserve more attention.

Needless to say, you should try to solve each question on your own before you refer to my proposed answers. Optimally, you discuss issues with your peers, try to find hints either in the lecture slides or online. There are many ways to get answer to your questions, most directly you can simply post your questions on StackExchange or Absalon.

As an absolute minimum before trying to solve the following exercises, make sure you are familiar with Garrett Grolemund’s and Hadley Wickham’s excellent book R for Data Science. I will make further information or references available on Absalon.