所属学科门类:经济学
所属一级学科:应用经济学
所属院系:统计与信息学院
一、培养目标
本专业旨在培养具有扎实的现代经济理论和管理理论基础,精通数量分析的基本方法和手段,具有用定量和定性相结合的方法独立分析和解决实际经济和管理问题的能力,具有一定创新创业能力,具有较强的数据处理、分析和计算机应用能力的高级经济管理专门人才。
二、学制
本专业学制为2.5年。在规定时期完成课程学习,但未完成学位论文者,可申请延长学习年限,累计最长年限不超过4.5年。
三、研究方向
1、计量经济学理论、方法和应用
2、经济决策与风险管理
3、金融统计和数据挖掘
四、课程设置与学分要求
本专业硕士研究生在攻读硕士学位期间应修满36学分,其中包括公共必修课7学分,学位基础课17学分,选修课9学分(其中跨专业选修课最少必须选择2学分),名师讲座2学分,社会实践1学分。具体课程安排和学分见附表。
五、社会实践及科研能力的培养
根据本专业的培养方案,对于数量经济学高级研究人才的培养,要求掌握高级宏微观经济学、高级计量经济学、数理金融、数理统计等基础课和专业课,掌握这些课程在科学研究中的应用能力。
对于数量经济学应用型人才的培养,要求学生在研究生期间参加一定的社会实践。通过社会实践,培养学生的实践能力、分析问题和解决问题的能力以及综合运用所学基础知识和基本技能的能力,同时也为增强学生适应社会的能力和就业竞争力。社会实践内容的考核办法主要包括以下几个方面:(1)运用课堂学过的数量经济学知识来分析和思考社会实践过程中发生的事情;(2)总结社会实践中的经验与教训,并将这些经验与教训总结成案例;(3)掌握与实习单位有关行业的基本知识与基本技能;(4)总结有关行业的管理知识与基本技能。成果是围绕上述内容写一篇社会实践报告。
为了提高研究生学术科研能力,发挥研究生导师的研究指导作用,研究生在校期间必须在导师的指导下,从事科学研究,并在学术期刊上以第一作者身份或第二作者身份(导师为第一作者)公开发表学术论文一篇及以上,此为研究生学位申请的必要条件之一。
六、培养方式与成绩考核
数量经济学专业的课程均采取讲授、讨论和专题研究的方式进行,对硕士研究生的培养实行导师负责制。
七、学位论文
硕士研究生的学位论文开题报告应在第四学期初完成,由本学科硕士生指导小组组织进行。学位论文的写作要求见《上海对外经贸大学硕士学位论文内容和格式要求(2013年修订)》。
附表:
类别 | 课程名称 | 第1学期 | 第2学期 | 第3学期 | 学时 | 学分 | 开课部门 | |
公共课 | 中国特色社会主义理论与实践研究(学位课) |
| 2 |
| 36 | 2 | 马克思主义学院 | |
马克思主义与社会科学方法论研究 | 1 |
|
| 18 | 1 | 马克思主义学院 | ||
高级英语口语与写作 | 2 |
|
| 36 | 2 | 外语学院 | ||
统计软件(英) | 2 |
|
| 36 | 2 | 统信学院 | ||
学位基础课 | 高级微观经济学(I) | 3 |
|
| 54 | 3 | 经贸学院 | |
高级宏观经济学(I) | 3 |
|
| 54 | 3 | 经贸学院 | ||
高级计量经济学(I) | 3 |
|
| 54 | 3 | 经贸学院 | ||
数理金融 |
|
| 3 | 54 | 3 | 统信学院 | ||
时间序列分析 |
| 2 |
| 36 | 2 | 统信学院 | ||
高级程序设计 | 3 |
|
| 54 | 3 | 统信学院 | ||
选 | 理论型 | 高级微观经济学(II) |
| 2 |
| 36 | 2 | 经贸学院 |
高级宏观经济学(II) |
| 2 |
| 36 | 2 | 经贸学院 | ||
数量经济学研究方法 |
| 2 |
| 36 | 2 | 统信学院 | ||
国际贸易 |
| 2 |
| 36 | 2 | 经贸学院 | ||
金融经济学 |
| 2 |
| 36 | 2 | 统信学院 | ||
应用型 | 数据挖掘 |
| 3 |
| 54 | 3 | 统信学院 | |
高级数据库技术 |
| 3 |
| 54 | 3 | 统信学院 | ||
多元统计分析 |
|
| 2 | 36 | 2 | 统信学院 | ||
数量经济学前沿(英) |
| 2 |
| 36 | 2 | 统信学院 | ||
运筹学 |
| 2 |
| 36 | 2 | 统信学院 | ||
空间计量经济学 |
|
| 2 | 36 | 2 | 经贸学院 | ||
贸易计量 |
| 2 |
| 36 | 2 | 统信学院 | ||
复杂金融网络与系统性风险 |
|
| 2 | 36 | 2 | 统信学院 | ||
随机过程 |
| 2 |
| 36 | 2 | 统信学院 | ||
风险管理 |
|
| 2 | 36 | 2 | 统信学院 | ||
寿险精算模型(英) |
|
| 2 | 36 | 2 | 统信学院 | ||
精算模型 |
|
| 2 | 36 | 2 | 统信学院 | ||
机器学习 |
|
| 2 | 36 | 2 | 统信学院 | ||
跨专业 | 国际金融研究 |
|
| 2 | 36 | 2 | 金融学院 | |
(最少必须选修2学分) | 金融工程研究 |
| 2 |
| 36 | 2 | 金融学院 | |
| 公司金融研究 |
| 2 |
| 36 | 2 | 金融学院 | |
| 投资学 |
|
| 2 | 36 | 2 | 金融学院 | |
| 电子商务 |
|
| 2 | 36 | 2 | 经贸学院 | |
| 创业管理 |
|
| 2 | 36 | 2 | 管理学院 | |
| 服务贸易与全球价值链 |
| 2 |
| 36 | 2 | 贸易谈判学院 | |
| 产业组织理论 |
| 2 |
| 36 | 2 | 经贸学院 | |
| 区域经济学 |
| 2 |
| 36 | 2 | 经贸学院 | |
| 政治经济学前沿问题专题研究 |
| 2 |
| 36 | 2 | 马克思主义学院 | |
名师讲座 | 8次 | 36 | 2 | 统信学院 | ||||
社会实践 |
|
|
|
| 1 | 统信学院 |
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 “lecture 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 |