數(shù)字引領時代  智能開創(chuàng)未來

2020級數(shù)量經(jīng)濟學碩士研究生培養(yǎng)方案


 

所屬學科門類:經(jīng)濟學

所屬一級學科:應用經(jīng)濟學

所屬院系:統(tǒng)計與信息學院

 

一、培養(yǎng)目標

本專業(yè)旨在培養(yǎng)具有扎實的現(xiàn)代經(jīng)濟理論和管理理論基礎,精通數(shù)量分析的基本方法和手段,具有用定量和定性相結合的方法獨立分析和解決實際經(jīng)濟和管理問題的能力,具有一定創(chuàng)新創(chuàng)業(yè)能力,具有較強的數(shù)據(jù)處理、分析和計算機應用能力的高級經(jīng)濟管理專門人才。

二、學制

本專業(yè)學制為2.5年。在規(guī)定時期完成課程學習,但未完成學位論文者,可申請延長學習年限,累計最長年限不超過4.5年

三、研究方向

1、計量經(jīng)濟學理論、方法和應用

2、經(jīng)濟決策與風險管理

3、金融統(tǒng)計和數(shù)據(jù)挖掘

四、課程設置與學分要求

本專業(yè)碩士研究生在攻讀碩士學位期間應修滿36學分,其中包括公共必修課7學分,學位基礎課17學分,選修課9學分(其中跨專業(yè)選修課最少必須選擇2學分),名師講座2學分,社會實踐1學分。具體課程安排和學分見附表。

五、社會實踐及科研能力的培養(yǎng)

根據(jù)本專業(yè)的培養(yǎng)方案,對于數(shù)量經(jīng)濟學高級研究人才的培養(yǎng),要求掌握高級宏微觀經(jīng)濟學、高級計量經(jīng)濟學、數(shù)理金融、數(shù)理統(tǒng)計等基礎課和專業(yè)課,掌握這些課程在科學研究中的應用能力。

對于數(shù)量經(jīng)濟學應用型人才的培養(yǎng),要求學生在研究生期間參加一定的社會實踐。通過社會實踐,培養(yǎng)學生的實踐能力、分析問題和解決問題的能力以及綜合運用所學基礎知識和基本技能的能力,同時也為增強學生適應社會的能力和就業(yè)競爭力。社會實踐內容的考核辦法主要包括以下幾個方面:(1)運用課堂學過的數(shù)量經(jīng)濟學知識來分析和思考社會實踐過程中發(fā)生的事情;(2)總結社會實踐中的經(jīng)驗與教訓,并將這些經(jīng)驗與教訓總結成案例;(3)掌握與實習單位有關行業(yè)的基本知識與基本技能;(4)總結有關行業(yè)的管理知識與基本技能。成果是圍繞上述內容寫一篇社會實踐報告。

為了提高研究生學術科研能力,發(fā)揮研究生導師的研究指導作用,研究生在校期間必須在導師的指導下,從事科學研究,并在學術期刊上以第一作者身份或第二作者身份(導師為第一作者)公開發(fā)表學術論文一篇及以上,此為研究生學位申請的必要條件之一。

六、培養(yǎng)方式與成績考核

數(shù)量經(jīng)濟學專業(yè)的課程均采取講授、討論和專題研究的方式進行,對碩士研究生的培養(yǎng)實行導師負責制。

七、學位論文

碩士研究生的學位論文開題報告應在第四學期初完成,由本學科碩士生指導小組組織進行。學位論文的寫作要求見《上海對外經(jīng)貿大學碩士學位論文內容和格式要求2013年修訂)


附表:

類別

課程名稱

第1學期

第2學期

第3學期

學時

學分

開課部門

公共課

中國特色社會主義理論與實踐研究(學位課)

 

 2

 

36

2

馬克思主義學院

馬克思主義與社會科學方法論研究

1

 

 

18

1

馬克思主義學院

高級英語口語與寫作

2

 

 

36

2

外語學院

統(tǒng)計軟件(英)

2

 

 

36

2

統(tǒng)信學院

學位基礎課

高級微觀經(jīng)濟學(I)

3

 

 

54

3

經(jīng)貿學院

高級宏觀經(jīng)濟學(I)

3

 

 

54

3

經(jīng)貿學院

高級計量經(jīng)濟學(I)

3

 

 

54

3

經(jīng)貿學院

數(shù)理金融

 

 

3 

54

3

統(tǒng)信學院

時間序列分析

 

2

 

36

2

統(tǒng)信學院

高級程序設計

3

 

 

54

3

統(tǒng)信學院

理論型

高級微觀經(jīng)濟學(II)

 

2

 

36

2

經(jīng)貿學院

高級宏觀經(jīng)濟學(II)

 

2

 

36

2

經(jīng)貿學院

數(shù)量經(jīng)濟學研究方法

 

2

 

36

2

統(tǒng)信學院

國際貿易

 

2

 

36

2

經(jīng)貿學院

金融經(jīng)濟學

 

2

 

36

2

統(tǒng)信學院

應用型

數(shù)據(jù)挖掘

 

3

 

54

3

統(tǒng)信學院

高級數(shù)據(jù)庫技術

 

3

 

54

3

統(tǒng)信學院

多元統(tǒng)計分析

 

 

2

36

2

統(tǒng)信學院

數(shù)量經(jīng)濟學前沿(英)

 

2

 

36

2

統(tǒng)信學院

運籌學

 

2

 

36

2

統(tǒng)信學院

空間計量經(jīng)濟學

 

 

2

36

2

經(jīng)貿學院

貿易計量

 

2

 

36

2

統(tǒng)信學院

復雜金融網(wǎng)絡與系統(tǒng)性風險

 

 

2

36

2

統(tǒng)信學院

隨機過程

 

 2

 

36

2

統(tǒng)信學院

風險管理

 

 

2

36

2

統(tǒng)信學院

壽險精算模型(英)

 

 

2

36

2

統(tǒng)信學院

精算模型

 

 

2

36

2

統(tǒng)信學院

機器學習

 

 

2

36

2

統(tǒng)信學院

跨專業(yè)

國際金融研究

 

 

2

36

2

金融學院

(最少必須選修2學分)

金融工程研究

 

2

 

36

2

金融學院

 

公司金融研究

 

2

 

36

2

金融學院

 

投資學

 

 

2

36

2

金融學院

 

電子商務

 

 

2

36

2

經(jīng)貿學院

 

創(chuàng)業(yè)管理

 

 

2

36

2

管理學院

 

服務貿易與全球價值鏈

 

2

 

36

2

貿易談判學院

 

產(chǎn)業(yè)組織理論

 

2

 

36

2

經(jīng)貿學院

 

區(qū)域經(jīng)濟學

 

2

 

36

2

經(jīng)貿學院

 

政治經(jīng)濟學前沿問題專題研究

 

2

 

36

2

馬克思主義學院

名師講座

8次

36

2

統(tǒng)信學院

社會實踐

 

 

 

 

1

統(tǒng)信學院

 

 


Master Program in Quantitative Economics 2020

 

Academic Field: Economics

Primary Discipline: Applied Economics

School offering the program: School of Statistics and Information

 

I. Program Objectives

This program aims to qualify students as professionals needed in senior economic management. Students are expected to have solid theoretical foundation in modern economics and management, and to master the basic methods in quantitative analysis. They will be able to solve practical problems in economics and management using the combination of qualitative and quantitative methods. They will have strong skills in data processing, analyzing and computer applications.

II. Duration of the Program

The duration of this program is 2.5 years. Those who have completed the course of study within the prescribed period, but have not completed the dissertation, may apply for an extension of the period of study for a maximum cumulative period not exceeding 4.5 years. 

III. Field of Research

1. Theories, Methods and Applications in Quantitative Economics

2. Decision Making in Economics and Risk Management

3. Financial Statistics and Data Mining

IV. Courses and Credits

All students must earn 36 credits, including 7 “common required course” credits, 17 “required course” credits, 9 “optional course” credits (including 2 or more cross-specialty optional course” credits) , 2 “l(fā)ecture course” credits and 1social practice” credit. Specific course structure can be found in the appendix.

V. Occupational Apprenticeship and Academic Training

According to the program plan, students who are going to be researchers are required to have a good knowledge of courses, such as Advanced Macro- and Micro-economics, Mathematical Finance, Mathematical Statistics and Econometrics. They are also required to apply the learned knowledge in scientific research.

For students who are going to be practical personnel, they are required to take part in social practice. Through social practice, we can equip students with practical abilities to analyze and solve problems by using the basic knowledge and skills they learned in this program. Hence, we can enhance the social adaptability and employment competitiveness. Social practice is to be assessed by the following: 1) Analyze and consider the events occurring in the course of social practice by knowledge of quantitative economics learned in classrooms. 2) Sum up the experiences and lessons in social practice for case studies. 3) Command the basic knowledge and skill of the internship and the relevant industry. 4) Summarize the management knowledge and skills of the relevant industry.

In order to improve the academic research capability of graduate students, graduate students must engage in scientific research under the guidance of their supervisor and publish one or more academic papers in academic journals as first or second author (with the supervisor as first author), which is one of the compulsory conditions for applying for master degree.

 

VI. Education Modes and Performance Assessment

All the courses will take the forms of intensive lectures, discussions and study in special topics. Master supervisors are responsible for the cultivation of their master students.

VII. Dissertation

The proposal for dissertation should be completed at the beginning of the 4th semester, with the guidance by members of a panel. Please refer to “Layout Requirements for Graduates of Shanghai University of International Business and Economics (revised edition 2013)” for details.

 


Attached Table

Category

Course Name

Semester

Credit

Hours

Credit

Department

1

2

3

Common Required Courses

Socialist Theory and Practice with Chinese Characteristics ( Degree Course)

 

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

Advanced Micro EconomicsI

3

 

 

54

3

School of Business

Advanced Macro EconomicsI

3

 

 

54

3

School of Business

Advanced EconometricsI

3

 

 

54

3

School of Business

Mathematical Finance

 

 

3

54

3

School of Statistics and Information

Time Series Analysis

 

2

 

36

2

School of Statistics and Information

Advance Programming

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

Research methods in Quantitative Economics

 

2

 

36

2

School of Statistics and Information

International Trade

 

2

 

36

2

School of Business

Financial Economics

 

2

 

36

2

School of Business

Applied

Data Mining

 

3

 

54

3

School of Statistics and Information

Business Database Management

 

3

 

54

3

School of Statistics and Information

Multivariate Statistical Analysis

 

 

2

36

2

School of Statistics and Information

Frontiers in Quantitative Economics

 

2

 

36

2

School of Statistics and Information

Operational Research

 

2

 

36

2

School of Statistics and Information

Spatial Econometrics

 

 

2

36

2

School of Business

Empirical Methods in International Trade

 

2

 

36

2

School of Statistics and Information

Complex Financial Networks and Systemic Risk

 

 

2

36

2

School of Statistics and Information

Stochastic Process

 

2

 

36

2

School of Statistics and Information

Risk Management

 

 

2

36

2

School of Statistics and Information

Actuarial Model for Life Insurance

 

 

2

36

2

School of Statistics and Information

Actuarial Models

 

 

2

36

2

School of Statistics and Information

Machine Learning

 

 

2

36

2

School of Statistics and Information

Cross-specialty

Research in International Finance

 

 

2

36

2

School of Finance

Research in Financial Engineering

 

2

 

36

2

School of Finance

Research in Corporate Finance

 

2

 

36

2

School of Finance

Investment

 

 

2

36

2

School of Finance

Electronic Commerce

 

 

2

36

2

School of Business

Entrepreneurial Management

 

 

2

36

2

School of Management

Trade in Services and Global Value Chain

 

2

 

36

2

School of Trade Negotiation

The Theory of Industrial Organization

 

2

 

36

2

School of Business

Topics in Regional Economics

 

2

 

36

2

School of Business

Monographic Studies on Cutting-edge Issues of Politics and Economy

 

2

 

36

2

School of Marxism

Lectures

8 times

36

2

School of Statistics and Information

Social Practice

 

 

 

 

1

School of Statistics and Information