2022級(jí)數(shù)量經(jīng)濟(jì)學(xué)碩士研究生培養(yǎng)方案
所屬學(xué)科門(mén)類(lèi):經(jīng)濟(jì)學(xué)
所屬一級(jí)學(xué)科:應(yīng)用經(jīng)濟(jì)學(xué)
所屬院系:統(tǒng)計(jì)與信息學(xué)院
一、培養(yǎng)目標(biāo)
本專(zhuān)業(yè)旨在培養(yǎng)德才兼?zhèn)?,具有家?guó)情懷和國(guó)際視野,具備良好政治素質(zhì)與職業(yè)道德,具有扎實(shí)的現(xiàn)代經(jīng)濟(jì)理論和統(tǒng)計(jì)理論基礎(chǔ),精通數(shù)量分析的基本方法和手段,具有使用量化分析工具獨(dú)立分析和解決實(shí)際經(jīng)濟(jì)決策和金融風(fēng)險(xiǎn)管理問(wèn)題的能力,具有一定創(chuàng)新創(chuàng)業(yè)能力,具有較強(qiáng)的數(shù)據(jù)處理、分析和計(jì)算機(jī)應(yīng)用能力的高級(jí)經(jīng)濟(jì)金融專(zhuān)門(mén)人才。
二、學(xué)制
本專(zhuān)業(yè)學(xué)制為2.5年。在規(guī)定時(shí)期完成課程學(xué)習(xí),但未完成學(xué)位論文者,可申請(qǐng)延長(zhǎng)學(xué)習(xí)年限,累計(jì)最長(zhǎng)學(xué)習(xí)年限不超過(guò)4.5年。
三、研究方向
1.計(jì)量經(jīng)濟(jì)學(xué)理論、方法和應(yīng)用
2.金融統(tǒng)計(jì)與風(fēng)險(xiǎn)管理
3.經(jīng)濟(jì)決策與數(shù)據(jù)挖掘
四、課程設(shè)置與學(xué)分要求
本專(zhuān)業(yè)碩士研究生在攻讀碩士學(xué)位期間應(yīng)修滿(mǎn)38學(xué)分,其中包括公共課7學(xué)分,學(xué)位基礎(chǔ)課18學(xué)分,專(zhuān)業(yè)選修課8學(xué)分(其中方向必修課至少4學(xué)分),跨專(zhuān)業(yè)選修課2學(xué)分,名師講座2學(xué)分,社會(huì)實(shí)踐1學(xué)分。此外,本專(zhuān)業(yè)碩士研究生必須通過(guò)國(guó)家英語(yǔ)六級(jí)考試,或者經(jīng)相同水平的英語(yǔ)測(cè)試,達(dá)到合格要求。具體課程安排和學(xué)分見(jiàn)附表。
五、社會(huì)實(shí)踐
根據(jù)本專(zhuān)業(yè)的培養(yǎng)方案,對(duì)于數(shù)量經(jīng)濟(jì)學(xué)高級(jí)研究人才的培養(yǎng),要求掌握高級(jí)宏微觀(guān)經(jīng)濟(jì)學(xué)、高級(jí)計(jì)量經(jīng)濟(jì)學(xué)、數(shù)理金融等基礎(chǔ)課和專(zhuān)業(yè)課,掌握這些課程在科學(xué)研究中的應(yīng)用能力。
對(duì)于數(shù)量經(jīng)濟(jì)學(xué)應(yīng)用型人才的培養(yǎng),要求學(xué)生在研究生期間參加一定的社會(huì)實(shí)踐。通過(guò)社會(huì)實(shí)踐,培養(yǎng)學(xué)生的實(shí)踐能力、分析問(wèn)題和解決問(wèn)題的能力以及綜合運(yùn)用所學(xué)基礎(chǔ)知識(shí)和基本技能的能力,同時(shí)也為增強(qiáng)學(xué)生適應(yīng)社會(huì)的能力和就業(yè)競(jìng)爭(zhēng)力。社會(huì)實(shí)踐內(nèi)容的考核辦法主要包括以下幾個(gè)方面:(1)運(yùn)用課堂學(xué)過(guò)的數(shù)量經(jīng)濟(jì)學(xué)知識(shí)來(lái)分析和思考社會(huì)實(shí)踐過(guò)程中發(fā)生的事情;(2)總結(jié)社會(huì)實(shí)踐中的經(jīng)驗(yàn)與教訓(xùn),并將這些經(jīng)驗(yàn)與教訓(xùn)總結(jié)成案例;(3)掌握與實(shí)習(xí)單位有關(guān)行業(yè)的基本知識(shí)與基本技能;(4)總結(jié)有關(guān)行業(yè)的管理知識(shí)與基本技能。成果是圍繞上述內(nèi)容寫(xiě)一篇社會(huì)實(shí)踐報(bào)告。
具體要求見(jiàn)《上海對(duì)外經(jīng)貿(mào)大學(xué)碩士研究生社會(huì)實(shí)踐實(shí)施細(xì)則》。
六、科研能力
為了提高研究生學(xué)術(shù)科研能力,發(fā)揮研究生導(dǎo)師的指導(dǎo)作用,研究生在校期間必須在導(dǎo)師的指導(dǎo)下,從事科學(xué)研究,提高學(xué)術(shù)素養(yǎng)。
七、培養(yǎng)方式
數(shù)量經(jīng)濟(jì)學(xué)專(zhuān)業(yè)的課程均采取講授、討論和專(zhuān)題研究的方式進(jìn)行,對(duì)碩士研究生的培養(yǎng)實(shí)行導(dǎo)師負(fù)責(zé)制。
七、學(xué)位論文
研究生必須按規(guī)定時(shí)間完成學(xué)位論文撰寫(xiě),經(jīng)導(dǎo)師同意推薦答辯并通過(guò)校、院組織的論文盲審和答辯,論文質(zhì)量達(dá)到所申請(qǐng)學(xué)位的合格要求。具體要求見(jiàn)《上海對(duì)外經(jīng)貿(mào)大學(xué)碩士學(xué)位管理辦法實(shí)施細(xì)則》。學(xué)位論文的寫(xiě)作要求見(jiàn)《上海對(duì)外經(jīng)貿(mào)大學(xué)碩士學(xué)位論文內(nèi)容和格式要求(2020年修訂)》。
附表:
| 類(lèi)別 | 課程名稱(chēng) | 第1學(xué)期 | 第2學(xué)期 | 第3學(xué)期 | 學(xué)時(shí) | 學(xué)分 | 開(kāi)課部門(mén) | |
| 公共課 | 中國(guó)特色社會(huì)主義理論與實(shí)踐研究 | 2 |
|
| 36 | 2 | 馬克思主義學(xué)院 | |
| 馬克思主義與社會(huì)科學(xué)方法論研究 | 1 |
|
| 18 | 1 | 馬克思主義學(xué)院 | ||
| 高級(jí)英語(yǔ)口語(yǔ)與寫(xiě)作 |
| 2 |
| 36 | 2 | 國(guó)際商務(wù)外語(yǔ)學(xué)院 | ||
| 統(tǒng)計(jì)軟件(英) | 2 |
|
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 學(xué)位基礎(chǔ)課 | 學(xué)術(shù)規(guī)范與論文寫(xiě)作 |
| 1 |
| 18 | 1 | 統(tǒng)計(jì)與信息學(xué)院 | |
| 高級(jí)微觀(guān)經(jīng)濟(jì)學(xué)(I) | 3 |
|
| 54 | 3 | 國(guó)際經(jīng)貿(mào)學(xué)院 | ||
| 高級(jí)宏觀(guān)經(jīng)濟(jì)學(xué)(I) | 3 |
|
| 54 | 3 | 國(guó)際經(jīng)貿(mào)學(xué)院 | ||
| 高級(jí)計(jì)量經(jīng)濟(jì)學(xué) | 3 |
|
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 高級(jí)程序設(shè)計(jì) | 2 |
|
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 高等統(tǒng)計(jì)學(xué) | 3 |
|
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 高級(jí)計(jì)量經(jīng)濟(jì)學(xué)(II) |
| 3 |
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 選修課 | 理論型 | 高級(jí)微觀(guān)經(jīng)濟(jì)學(xué)(II) |
| 2 |
| 36 | 2 | 國(guó)際經(jīng)貿(mào)學(xué)院 |
| 高級(jí)宏觀(guān)經(jīng)濟(jì)學(xué)(II) |
| 2 |
| 36 | 2 | 國(guó)際經(jīng)貿(mào)學(xué)院 | ||
| 時(shí)間序列分析* |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 數(shù)量經(jīng)濟(jì)學(xué)研究方法* |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 非參數(shù)統(tǒng)計(jì)* |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
|
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | |||
| 國(guó)民經(jīng)濟(jì)核算理論與方法 | 3 |
|
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 現(xiàn)代經(jīng)濟(jì)增長(zhǎng)研究 |
| 2 |
| 36 | 2 | 國(guó)際經(jīng)貿(mào)學(xué)院 | ||
| 數(shù)理金融** |
| 3 |
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 金融工程** |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 博弈論*** |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 應(yīng)用型 | 國(guó)際貿(mào)易統(tǒng)計(jì) |
| 3 |
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | |
| 全球價(jià)值鏈統(tǒng)計(jì) |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 金融計(jì)量學(xué)** | 3 |
|
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 高頻數(shù)據(jù)與量化交易 |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 機(jī)器學(xué)習(xí)*** |
| 3 |
| 54 | 3 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 經(jīng)濟(jì)數(shù)據(jù)挖掘與量化研究*** |
|
| 2 | 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 神經(jīng)網(wǎng)絡(luò)與深度學(xué)習(xí) |
|
| 2 | 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 強(qiáng)化學(xué)習(xí)基礎(chǔ) |
|
| 2 | 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 互聯(lián)網(wǎng)前沿技術(shù)創(chuàng)新應(yīng)用案例 |
| 2 |
| 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 復(fù)雜系統(tǒng)與復(fù)雜網(wǎng)絡(luò) |
|
| 2 | 36 | 2 | 統(tǒng)計(jì)與信息學(xué)院 | ||
| 社會(huì)網(wǎng)絡(luò)分析與計(jì)算方法 |
| 2 |
| 36 | 2 | 國(guó)際經(jīng)貿(mào)學(xué)院 | ||
| 跨專(zhuān)業(yè) | 金融工程研究 |
| 2 |
| 36 | 2 | 金融管理學(xué)院 | |
| 公司金融研究 |
| 2 |
| 36 | 2 | 金融管理學(xué)院 | ||
| 國(guó)際金融研究 |
|
| 2 | 36 | 2 | 金融管理學(xué)院 | ||
| 金融風(fēng)險(xiǎn)管理 |
|
| 2 | 36 | 2 | 金融管理學(xué)院 | ||
| 投資學(xué) |
|
| 2 | 36 | 2 | 金融管理學(xué)院 | ||
| 固定收益證券研究 |
|
| 2 | 36 | 2 | 金融管理學(xué)院 | ||
| 產(chǎn)業(yè)組織理論 |
| 2 |
| 36 | 2 | 國(guó)際經(jīng)貿(mào)學(xué)院 | ||
| 人口、資源和環(huán)境經(jīng)濟(jì)學(xué) |
|
| 2 | 36 | 2 | 國(guó)際經(jīng)貿(mào)學(xué)院 | ||
| 市場(chǎng)營(yíng)銷(xiāo)專(zhuān)題 |
| 2 |
| 36 | 2 | 工商管理學(xué)院 | ||
| 服務(wù)貿(mào)易與全球價(jià)值鏈 |
| 2 |
| 36 | 2 | 貿(mào)易談判學(xué)院 | ||
| 名師講座 | 8次 | 2 |
| |||||
| 社會(huì)實(shí)踐 |
|
|
|
| 1 |
| ||
注:*,**,***分別為方向1、2、3的方向必修課,亦可作為其他方向?qū)I(yè)選修課。
MasterPrograminQuantitativeEconomics for2022
AcademicField: Economics
PrimaryDiscipline: Applied Economics
SchoolOffering the Program: School of Statistics and Information
I.Program Objectives
Thismajor aims to cultivate high-level economic and financialprofessionals with both ability and political integrity, family andcountry feelings and international vision, good political quality andprofessional ethics, solid foundation in modern economic theory andstatistical theory, proficient in the basic methods and means ofquantitative analysis, the ability to independently analyze and solvepractical economic decision-making and financial risk managementproblems using quantitative analysis tools, and the ability toinnovate and start a business, and have strong data processing,analysis and computer application capabilities.
II.Duration of the Program
Theduration of this program is 2.5 years. Students who have successfullycompleted the course of study within the prescribed period, but havenot completed the dissertation, may apply for an extension of theperiod of study for a maximum cumulative period not exceeding 4.5years.
III.Research Areas
1. Theories,Methods and Applications in Quantitative Economics
2. FinancialStatistics and Risk Management
3. EconomicDecisions and Data Mining
IV.Courses and Credits
Allstudents must earn 38 credits, including 7 “common required course”credits, 18 “required course” credits, 8 “optional course”credits (including 4 or more “directional compulsory course”credits), 2“cross-specialty optional course” credits, 2 “l(fā)ecture course”credits and 1 “social practice” credit. In addition, mastercandidates in this program must pass College English Test (CET) 6 oran equivalent test of English language proficiency to fulfil therequirement for graduation. Specific course structure can be found inthe appendix.
V.Social Practice
Accordingto the program plan, students who are going to get seniorquantitative economics researchers are required to have a goodknowledge of courses, such as Advanced Macro- and Micro-economics,Advanced Econometrics and Mathematical Finance. They are alsorequired to apply the learned knowledge in scientific research.
Forstudents who are going to be quantitative economics practicalpersonnel, they are required to take part in social practice. Throughsocial practice, we can equip students with practical abilities toanalyze and solve problems by using the basic knowledge and skillsthey have learned in this program. Hence, we can enhance their socialadaptability and employment competitiveness. Social practice is to beassessed by completing a report covering the following points: 1)Analyze and consider the events occurring in the course of socialpractice by knowledge of quantitative economics learned inclassrooms. 2) Sum up the experiences and lessons in social practicefor case studies. 3) Command the basic knowledge and skill of theinternship and the relevant industry. 4) Summarize the managementknowledge and skills of the relevant industry.
Forspecific requirements, please refer to the Detailed Rules for “theImplementation of social practice for master's degree students ofShanghai University of International Business and Economics”.
VI.Academic Training
Inorder to improve the academic research ability of graduate studentsand give full play to the research guidance role of graduate tutors,graduate students must engage in scientific research and improvetheir academic literacy under the guidance of their tutors.
VII.Education Modes
Allthe courses will take the forms of intensive lectures, discussionsand study in special topics. Master supervisors are responsible forthe cultivation of their master students.
VIII.Dissertation
Graduatestudents must complete the dissertation writing in accordance withthe prescribed time, and with the consent of the supervisor,recommend the defense and pass the thesis defense organized by theuniversity and the college, and the quality level of the thesis meetsthe qualified requirements of the applied degree. For specificrequirements, please refer to the “Detailed Rules for theImplementation of the Measures for the Administration of Master'sDegrees of Shanghai University of International Business andEconomics”. For the writing requirements of the dissertation,please refer to the “Content and Format Requirements for theMaster's Thesis of Shanghai University of International Business andEconomics (Revised in 2020)”.
AttachedTable:
| Category | Course Name | Semester | Credit Hours | Credit | Department | |||
| 1 | 2 | 3 | ||||||
| Common Required Courses | Socialist Theory and Practice with Chinese Characteristics | 2 |
|
| 36 | 2 | School of Marxism | |
| Research on Marxism and Methodology of Social Science | 1 |
|
| 18 | 1 | School of Marxism | ||
| Advanced Speaking & Writing |
| 2 |
| 36 | 2 | School of Languages | ||
| Statistical Software (English) | 2 |
|
| 36 | 2 | School of Statistics and Information | ||
| Required Courses | Academic Standards and Paper Writing |
| 1 |
| 18 | 1 | School of Statistics and Information | |
| Advanced Micro Economics(I) | 3 |
|
| 54 | 3 | School of Business | ||
| Advanced Macro Economics(I) | 3 |
|
| 54 | 3 | School of Business | ||
| Advanced Econometrics | 3 |
|
| 54 | 3 | School of Statistics and Information | ||
| Advance Programming | 2 |
|
| 54 | 2 | School of Statistics and Information | ||
| Advanced Statistics | 3 |
|
| 54 | 3 | School of Statistics and Information | ||
| Advanced Econometrics(II) |
| 3 |
| 54 | 3 | School of Statistics and Information | ||
| Optional Courses | Theoretical | Advanced Micro Economics (II) |
| 2 |
| 36 | 2 | School of Business |
| Advanced Macro Economics(II) |
| 2 |
| 36 | 2 | School of Business | ||
| Time Series Analysis* |
| 2 |
| 36 | 3 | School of Statistics and Information | ||
| Research Methods in Quantitative Economics* |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Nonparametric Statistics * |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Theory and Application of Spatio-Temporal Statistics |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Theories and Methods of National Accounting | 3 |
|
| 54 | 3 | School of Statistics and Information | ||
| Modern Economic Growth Research |
| 2 |
| 36 | 2 | School of Business | ||
| Mathematical Finance** |
| 3 |
| 54 | 3 | School of Statistics and Information | ||
| Financial Engineering ** |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Game Theory** |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Applied | International Trade Statistics Research |
| 3 |
| 54 | 3 | School of Statistics and Information | |
| Global Value Chain Statistics |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Financial Econometrics** | 3 |
|
| 54 | 3 | School of Statistics and Information | ||
| High-Frequency Trading and Quantitative Finance |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Machine Learning*** |
| 3 |
| 54 | 3 | School of Statistics and Information | ||
| Data Mining and Quantitative Research in Economics*** |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Neural Network and Deep Learning*** |
|
| 2 | 36 | 2 | School of Statistics and Information | ||
| Reinforcement Learning |
|
| 2 | 36 | 2 | School of Statistics and Information | ||
| Internet Leading Technology Innovative Applications |
| 2 |
| 36 | 2 | School of Statistics and Information | ||
| Complex System and Complex Networks |
|
| 2 | 36 | 2 | School of Statistics and Information | ||
| Social Network Analysis and Calculation Methods |
| 2 |
| 36 | 2 | School of Business | ||
| Cross-Specialty | Research in Financial Engineering |
| 2 |
| 36 | 2 | School of Finance | |
| Research in Corporate Finance |
| 2 |
| 36 | 2 | School of Finance | ||
| Research in International Finance |
|
| 2 | 36 | 2 | School of Finance | ||
| Financial Risk Management |
|
| 2 | 36 | 2 | School of Finance | ||
| Investment |
|
| 2 | 36 | 2 | School of Finance | ||
| Fixed Income Securities Research |
|
| 2 | 36 | 2 | School of Finance | ||
| The Theory of Industrial Organization |
| 2 |
| 36 | 2 | School of Business | ||
| Population, Resource and Environmental Economics |
|
| 2 | 36 | 2 | School of Business | ||
| Monographic Study on Marketing Management |
| 2 |
| 36 | 2 | School of Management | ||
| Trade in Services and Global Value Chain |
| 2 |
| 36 | 2 | School of Trade Negotiation | ||
| Lectures | 8 times | 2 |
| |||||
| Social Practice |
|
|
|
| 1 |
| ||