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(jì)與信息學(xué)院
一、培養(yǎng)目標(biāo)
本專業(yè)旨在培養(yǎng)具有扎實(shí)的現(xiàn)代經(jīng)濟(jì)理論和管理理論基礎(chǔ),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(jié)合的方法獨(dú)立分析和解決實(shí)際經(jīng)濟(jì)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(qiáng)的數(shù)據(jù)處理、分析和計(jì)算機(jī)應(yīng)用能力的高級經(jīng)濟(jì)管理專門人才。
二、學(xué)制
本專業(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,可申請延長學(xué)習(xí)年限,累計(jì)最長年限不超過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、經(jīng)濟(jì)決策與風(fēng)險(xiǎn)管理
3、金融統(tǒng)計(jì)和數(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36學(xué)分,其中包括公共必修課7學(xué)分,學(xué)位基礎(chǔ)課17學(xué)分,選修課9學(xué)分(其中跨專業(yè)選修課最少必須選擇2學(xué)分),名師講座2學(xué)分,社會實(shí)踐1學(xué)分。具體課程安排和學(xué)分見附表。
五、社會實(shí)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(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(jì)量經(jīng)濟(jì)學(xué)、數(shù)理金融、數(shù)理統(tǒng)計(jì)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(shí)踐。通過社會實(shí)踐,培養(yǎng)學(xué)生的實(shí)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(shí)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(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)過的數(shù)量經(jīng)濟(jì)學(xué)知識來分析和思考社會實(shí)踐過程中發(fā)生的事情;(2)總結(jié)社會實(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(shí)踐報(bào)告。
為了提高研究生學(xué)術(shù)科研能力,發(fā)揮研究生導(dǎo)師的研究指導(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,并在學(xué)術(shù)期刊上以第一作者身份或第二作者身份(導(dǎo)師為第一作者)公開發(fā)表學(xué)術(shù)論文一篇及以上,此為研究生學(xué)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(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(shí)行導(dǎo)師負(fù)責(zé)制。
七、學(xué)位論文
碩士研究生的學(xué)位論文開題報(bào)告應(yīng)在第四學(xué)期初完成,由本學(xué)科碩士生指導(dǎo)小組組織進(jìn)行。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(2013年修訂)》。
附表:
類別 | 課程名稱 | 第1學(xué)期 | 第2學(xué)期 | 第3學(xué)期 | 學(xué)時(shí) | 學(xué)分 | 開課部門 | |
公共課 | 中國特色社會主義理論與實(shí)踐研究(學(xué)位課) |
| 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 | 外語學(xué)院 | ||
統(tǒng)計(jì)軟件(英) | 2 |
|
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
學(xué)位基礎(chǔ)課 | 高級微觀經(jīng)濟(jì)學(xué)(I) | 3 |
|
| 54 | 3 | 經(jīng)貿(mào)學(xué)院 | |
高級宏觀經(jīng)濟(jì)學(xué)(I) | 3 |
|
| 54 | 3 | 經(jīng)貿(mào)學(xué)院 | ||
高級計(jì)量經(jīng)濟(jì)學(xué)(I) | 3 |
|
| 54 | 3 | 經(jīng)貿(mào)學(xué)院 | ||
數(shù)理金融 |
|
| 3 | 54 | 3 | 統(tǒng)信學(xué)院 | ||
時(shí)間序列分析 |
| 2 |
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
高級程序設(shè)計(jì) | 3 |
|
| 54 | 3 | 統(tǒng)信學(xué)院 | ||
選 | 理論型 | 高級微觀經(jīng)濟(jì)學(xué)(II) |
| 2 |
| 36 | 2 | 經(jīng)貿(mào)學(xué)院 |
高級宏觀經(jīng)濟(jì)學(xué)(II) |
| 2 |
| 36 | 2 | 經(jīng)貿(mào)學(xué)院 | ||
數(shù)量經(jīng)濟(jì)學(xué)研究方法 |
| 2 |
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
國際貿(mào)易 |
| 2 |
| 36 | 2 | 經(jīng)貿(mào)學(xué)院 | ||
金融經(jīng)濟(jì)學(xué) |
| 2 |
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
應(yīng)用型 | 數(shù)據(jù)挖掘 |
| 3 |
| 54 | 3 | 統(tǒng)信學(xué)院 | |
高級數(shù)據(jù)庫技術(shù) |
| 3 |
| 54 | 3 | 統(tǒng)信學(xué)院 | ||
多元統(tǒng)計(jì)分析 |
|
| 2 | 36 | 2 | 統(tǒng)信學(xué)院 | ||
數(shù)量經(jīng)濟(jì)學(xué)前沿(英) |
| 2 |
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
運(yùn)籌學(xué) |
| 2 |
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
空間計(jì)量經(jīng)濟(jì)學(xué) |
|
| 2 | 36 | 2 | 經(jīng)貿(mào)學(xué)院 | ||
貿(mào)易計(jì)量 |
| 2 |
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
復(fù)雜金融網(wǎng)絡(luò)與系統(tǒng)性風(fēng)險(xiǎn) |
|
| 2 | 36 | 2 | 統(tǒng)信學(xué)院 | ||
隨機(jī)過程 |
| 2 |
| 36 | 2 | 統(tǒng)信學(xué)院 | ||
風(fēng)險(xiǎn)管理 |
|
| 2 | 36 | 2 | 統(tǒng)信學(xué)院 | ||
壽險(xiǎn)精算模型(英) |
|
| 2 | 36 | 2 | 統(tǒng)信學(xué)院 | ||
精算模型 |
|
| 2 | 36 | 2 | 統(tǒng)信學(xué)院 | ||
機(jī)器學(xué)習(xí) |
|
| 2 | 36 | 2 | 統(tǒng)信學(xué)院 | ||
跨專業(yè) | 國際金融研究 |
|
| 2 | 36 | 2 | 金融學(xué)院 | |
(最少必須選修2學(xué)分) | 金融工程研究 |
| 2 |
| 36 | 2 | 金融學(xué)院 | |
| 公司金融研究 |
| 2 |
| 36 | 2 | 金融學(xué)院 | |
| 投資學(xué) |
|
| 2 | 36 | 2 | 金融學(xué)院 | |
| 電子商務(wù) |
|
| 2 | 36 | 2 | 經(jīng)貿(mào)學(xué)院 | |
| 創(chuàng)業(yè)管理 |
|
| 2 | 36 | 2 | 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 | |
| 產(chǎn)業(yè)組織理論 |
| 2 |
| 36 | 2 | 經(jīng)貿(mào)學(xué)院 | |
| 區(qū)域經(jīng)濟(jì)學(xué) |
| 2 |
| 36 | 2 | 經(jīng)貿(mào)學(xué)院 | |
| 政治經(jīng)濟(jì)學(xué)前沿問題專題研究 |
| 2 |
| 36 | 2 | 馬克思主義學(xué)院 | |
名師講座 | 8次 | 36 | 2 | 統(tǒng)信學(xué)院 | ||||
社會實(shí)踐 |
|
|
|
| 1 | 統(tǒng)信學(xué)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 1“social 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 Economics(I) | 3 |
|
| 54 | 3 | School of Business | ||
Advanced Macro Economics(I) | 3 |
|
| 54 | 3 | School of Business | |||
Advanced Econometrics(I) | 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 | |||