數(shù)字引領(lǐng)時代  智能開創(chuàng)未來

2022級數(shù)量經(jīng)濟(jì)學(xué)碩士研究生培養(yǎng)方案

2022級數(shù)量經(jīng)濟(jì)學(xué)碩士研究生培養(yǎng)方案


所屬學(xué)科門類:經(jīng)濟(jì)學(xué)

所屬一級學(xué)科:應(yīng)用經(jīng)濟(jì)學(xué)

所屬院系:統(tǒng)計與信息學(xué)院


一、培養(yǎng)目標(biāo)

本專業(yè)旨在培養(yǎng)德才兼?zhèn)洌哂屑覈閼押蛧H視野,具備良好政治素質(zhì)與職業(yè)道德,具有扎實的現(xiàn)代經(jīng)濟(jì)理論和統(tǒng)計理論基礎(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立分析和解決實際經(jīng)濟(jì)決策和金融風(fēng)險管理問題的能力,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、分析和計算機(jī)應(yīng)用能力的高級經(jīng)濟(jì)金融專門人才。

二、學(xué)制

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

三、研究方向

1.計量經(jīng)濟(jì)學(xué)理論、方法和應(yīng)用

2.金融統(tǒng)計與風(fēng)險管理

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

本專業(yè)碩士研究生在攻讀碩士學(xué)位期間應(yīng)修滿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,專業(yè)選修課8學(xué)分(其中方向必修課至少4學(xué)分),跨專業(yè)選修課2學(xué)分,名師講座2學(xué)分,社會實踐1學(xué)分。此外,本專業(yè)碩士研究生必須通過國家英語六級考試,或者經(jīng)相同水平的英語測試,達(dá)到合格要求。具體課程安排和學(xué)分見附表。

五、社會實踐

根據(jù)本專業(yè)的培養(yǎng)方案,對于數(shù)量經(jīng)濟(jì)學(xué)高級研究人才的培養(yǎng),要求掌握高級宏微觀經(jīng)濟(jì)學(xué)、高級計量經(jīng)濟(jì)學(xué)、數(shù)理金融等基礎(chǔ)課和專業(yè)課,掌握這些課程在科學(xué)研究中的應(yīng)用能力。

對于數(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實踐。通過社會實踐,培養(yǎng)學(xué)生的實踐能力、分析問題和解決問題的能力以及綜合運(yùn)用所學(xué)基礎(chǔ)知識和基本技能的能力,同時也為增強(qiáng)學(xué)生適應(yīng)社會的能力和就業(yè)競爭力。社會實踐內(nèi)容的考核辦法主要包括以下幾個方面:(1)運(yùn)用課堂學(xué)過的數(shù)量經(jīng)濟(jì)學(xué)知識來分析和思考社會實踐過程中發(fā)生的事情;(2)總結(jié)社會實踐中的經(jīng)驗與教訓(xùn),并將這些經(jīng)驗與教訓(xùn)總結(jié)成案例;(3)掌握與實習(xí)單位有關(guān)行業(yè)的基本知識與基本技能;(4)總結(jié)有關(guān)行業(yè)的管理知識與基本技能。成果是圍繞上述內(nèi)容寫一篇社會實踐報告。

具體要求見《上海對外經(jīng)貿(mào)大學(xué)碩士研究生社會實踐實施細(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)專業(yè)的課程均采取講授、討論和專題研究的方式進(jìn)行,對碩士研究生的培養(yǎng)實行導(dǎo)師負(fù)責(zé)制。

七、學(xué)位論文

研究生必須按規(guī)定時間完成學(xué)位論文撰寫,經(jīng)導(dǎo)師同意推薦答辯并通過校、院組織的論文盲審和答辯,論文質(zhì)量達(dá)到所申請學(xué)位的合格要求。具體要求見《上海對外經(jīng)貿(mào)大學(xué)碩士學(xué)位管理辦法實施細(xì)則》。學(xué)位論文的寫作要求見《上海對外經(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:

類別

課程名稱

1學(xué)期

2學(xué)期

3學(xué)期

學(xué)時

學(xué)分

開課部門

公共課

中國特色社會主義理論與實踐研究

2

 

 

36

2

馬克思主義學(xué)院

馬克思主義與社會科學(xué)方法論研究

1

 

 

18

1

馬克思主義學(xué)院

高級英語口語與寫作


 2

 

36

2

國際商務(wù)外語學(xué)院

統(tǒng)計軟件(英)

2

 

 

36

2

統(tǒng)計與信息學(xué)院

學(xué)位基礎(chǔ)課

學(xué)術(shù)規(guī)范與論文寫作


1


18

1

統(tǒng)計與信息學(xué)院

高級微觀經(jīng)濟(jì)學(xué)(I

3

 

 

54

3

國際經(jīng)貿(mào)學(xué)院

高級宏觀經(jīng)濟(jì)學(xué)(I

3

 

 

54

3

國際經(jīng)貿(mào)學(xué)院

高級計量經(jīng)濟(jì)學(xué)

3

 

 

54

3

統(tǒng)計與信息學(xué)院

高級程序設(shè)計

2

 

 

36

2

統(tǒng)計與信息學(xué)院

高等統(tǒng)計學(xué)

3



54

3

統(tǒng)計與信息學(xué)院

高級計量經(jīng)濟(jì)學(xué)(II


3


54

3

統(tǒng)計與信息學(xué)院

選修課

理論型

高級微觀經(jīng)濟(jì)學(xué)(II

 

2

 

36

2

國際經(jīng)貿(mào)學(xué)院

高級宏觀經(jīng)濟(jì)學(xué)(II

 

2

 

36

2

國際經(jīng)貿(mào)學(xué)院

時間序列分析*


2


36

2

統(tǒng)計與信息學(xué)院

數(shù)量經(jīng)濟(jì)學(xué)研究方法*

 

2

 

36

2

統(tǒng)計與信息學(xué)院

非參數(shù)統(tǒng)計*


2


36

2

統(tǒng)計與信息學(xué)院

時空統(tǒng)計理論及應(yīng)用 

 

2

 

36

2

統(tǒng)計與信息學(xué)院

國民經(jīng)濟(jì)核算理論與方法

3



54

3

統(tǒng)計與信息學(xué)院

現(xiàn)代經(jīng)濟(jì)增長研究


2


36

2

國際經(jīng)貿(mào)學(xué)院

數(shù)理金融**

 

3


54

3

統(tǒng)計與信息學(xué)院

金融工程**


2


36

2

統(tǒng)計與信息學(xué)院

博弈論***


2


36

2

統(tǒng)計與信息學(xué)院

應(yīng)用型

國際貿(mào)易統(tǒng)計


3


54

3

統(tǒng)計與信息學(xué)院

全球價值鏈統(tǒng)計


2


36

2

統(tǒng)計與信息學(xué)院

金融計量學(xué)**

3



54

3

統(tǒng)計與信息學(xué)院

高頻數(shù)據(jù)與量化交易


2


36

2

統(tǒng)計與信息學(xué)院

機(jī)器學(xué)習(xí)***

 

3

 

54

3

統(tǒng)計與信息學(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)計與信息學(xué)院

強(qiáng)化學(xué)習(xí)基礎(chǔ)



2

36

2

統(tǒng)計與信息學(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)計與信息學(xué)院

社會網(wǎng)絡(luò)分析與計算方法


2


36

2

國際經(jīng)貿(mào)學(xué)院

跨專業(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

國際金融研究

 

 

2

36

2

金融管理學(xué)院

金融風(fēng)險管理



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

國際經(jīng)貿(mào)學(xué)院

市場營銷專題

 

2


36

2

工商管理學(xué)院

服務(wù)貿(mào)易與全球價值鏈

 

2

 

36

2

貿(mào)易談判學(xué)院

名師講座

8

2


社會實踐

 

 

 

 

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 EconomicsI

3



54

3

School of Business

Advanced Macro EconomicsI

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 EconometricsII


3


54

3

School of Statistics and Information

Optional Courses

Theoretical

Advanced Micro Economics II


2


36

2

School of Business

Advanced Macro EconomicsII


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


Note:*, **, *** are required courses in directions 1, 2 and 3respectively, and can also be taken as elective courses in otherdirections.