首页 学院概况 师资队伍 课程建设 教学管理 教学改革 科学研究 语言文字 学风建设 党务公开 学生工作 院务公开 下载中心
教学管理
统计系主要课程介绍

发布时间:2010-09-08
CONTENTS
统计学I
统计学II
随机过程
回归分析(双语)
时间序列分析(双语)
多元统计分析
抽样调查
数理金融初步
统计预测与决策
货币与金融统计
实用统计软件
社会统计与社会调查方法
金融投资与金融风险管理
贝叶斯统计
统计实验
六西格玛管理
统计学I
预修课程:数学分析I,II,III,高等代数I,II,概率论
主要内容:“统计学I”主要介绍经典的参数统计理论,深入分析统计数据并对研究对象的未知参数作出判断和预测。主要内容包括统计量及其分布,参数估计,假设检验,一元方差分析与回归分析等。该门课程运用大量现代经济金融实例,说明各种参数统计的思想、概念、方法的背景及应用,为统计学专业学习打下坚实的理论基础。
StatisticsI
Requisite: Mathematical Analysis I,II,III, Higher Algebra II, Probability Theory
Contents: "The statistics I" introduces the classical theory of parameter statistics, analyzes the statistical data and makes some research on prediction and judgment of unknown parameter. Content mainly includes: statistics and distribution, parameter estimation, hypothesis, variance analysis and regression analysis. The course uses a lot of examples of modern financial to introduce the concepts, methods and application background of parameter statistics, which provides a solid statistical theory basis for further study.
统计学II
预修课程:数学分析I,II,III,高等代数I,II,概率论, 统计学I
主要内容:“统计学II”主要介绍经典的非参数统计理论,深入分析统计数据并对研究对象的性质或关系进行假设检验,与统计学I共同构造起经典统计学的理论基础。该门课程结合现代金融实例,说明各种非参数统计方法的思想、概念和应用背景,同时讲授功能强大的免费统计软件R。
StatisticsII
Requisite: Mathematical Analysis I,II,III, Higher Algebra II, Probability Theory, Statistics I
Contents: "The statistics II” introduces the classical theory of non-parameter statistics, analyzes the statistical data and makes some research on properties or relationship by statistical hypothesis, provides the theoretical basis of classical statistics together with "The statistics I". This course uses a lot of examples of modern finance to introduce the concepts, methods and application background of non-parameter statistics, which also provides a powerful and free statistical software R.
随机过程
预修课程:数学分析、高等代数、概率论
主要内容:随机过程是对随时间和空间变化的随机现象进行建模和分析的学科,在物理、生物、工程、心理学、计算机科学、经济和管理等领域都得到广泛的应用。通过本课程的学习,学生应初步掌握随机过程的基本理论和方法,掌握几类重要随机过程模型并熟悉它们的应用背景。本课程的主要内容包括泊松过程与更新过程、离散时间与连续时间的马尔可夫链、平稳过程、布朗运动与随机积分初步。
Stochastic Processes
Requisites: Mathematical Analysis, Higher Algebra, Probability Theory
Contents: Stochastic processes is a subject to analyze the random phenomenon which varies with the space and time and build models. It is applied broadly in the fields of physics, biology, engineering, psychology, computer science, economics and management. This course is to help students to grasp the fundamental theories and methods in stochastic processes, stochastic processes models and their application background. The major topics are: Poisson process, renewal process, discrete time and continuous time Markov chains, stationary process, Brown motion and stochastic integral introduction
回归分析(双语)
预修课程:数学分析、高等代数、概率论、数理统计、数学模型
主要内容:本课程主要内容包括简单线性回归,多元回归,回归诊断,定义新的自变量,共线性的情形及其处理及线性回归的推广。通过本课程的学习,要求学生掌握用经典的线性回归分析建模及模型诊断的方法,并进一步了解近代回归分析中共线性问题的处理及线性回归的推广。从而使学生能更好地体会数理统计的基本思想和方法,培养学生分析问题和解决问题的能力。
Applied Regression Analysis
Requisite: Mathematical Analysis, Advanced Algebra, Mathematical Statistics, Probability Theory, Mathematical Model
Contents: The main content of this course includes: simple and multivariate linear regression analysis, transformation of regression variables, collinearities, generalizability to linear regression. After this course students can master the methods of modeling and diagnosis to use of a linear regression theory, and further understand collinearities and the generalizability to linear regression. Therefore, the course enable students better understanding of the basic ideas and methods of mathematical statistics and ability on analyzing and solving problem.
时间序列分析
预修课程:数理统计、数学模型、计量经济学、金融学
主要内容:时间序列模型是实证金融模型中的重要组成部分。本课程主要介绍金融时间序列理论和方法,系统阐述时间序列分析在金融各个领域的应用,如股票市场、债券市场、金融衍生工具市场和外汇市场。主要介绍金融计量经济模型及其在金融时间序列数据建模中的应用。主要内容包括风险值计算、高频数据分析、随机波动率建模和马尔科夫链、蒙特卡罗方法等,同时讲授功能强大的经济计量分析软件Eviews。
Time Series Analysis
Requisite: Mathematical Statistics, Mathematical Model, Finance
Contents: Time series model is an important part of the practical financial models and is the application of time series analysis in various financial fields such as stock market, bond market, financial derivative instrument market and foreign exchange market. Financial time series analysis applies to low and high frequency data and involves time domain analysis, spectral domain analysis, regression analysis and concentrative analysis. The main research contents are the modeling of price or returns series and correspondent volatility and risk. Contents mainly includes: risk value calculation, high frequency data analysis, stochastic volatility modeling, markov chain and monte carlo method. Powerful econometric analysis software Eviews would be taught in this course.
多元统计分析
预修课程:数学分析、高等代数、概率论、数理统计
主要内容:多元统计分析是在数理统计学的基础上迅速发展起来的一门学科,已广泛应用于自然科学和社会科学的各个领域,是处理多维数据不可缺少的重要工具。通过本课程的学习,要求学生能够理解和掌握多元分析的基本原理和方法,为其今后在科技、信息产业、经济、金融等部门从事研究、应用开发和管理工作做好准备。本课程的主要内容包括矩阵代数、多元正态分布、判别分析、聚类分析、主成分分析、因子分析、典型相关分析。
Applied Multivariate Statistical Analysis
Requisites: Mathematical Analysis, Advanced Algebra, Probability Theory, Mathematical Statistics
Contents: Multivariate statistical analysis is developed quickly on the foundation of mathematical statistics. It is widely applied in every field of natural science and social science and it is the indispensable important tool to handle multivariate data. It helps students to understand the basic principles and methods in multivariate analysis and prepare for their future research work or application development and management work in the fields of science and technology, information industry, economy, finance. The main topics are: matrix algebra, multivariate normal distribution, discrimination and classification, principle components, factor analysis, canonical correlation analysis.
抽样调查
预修课程:概率论
主要内容:《抽样调查》是统计学科的一门分支课程。主要介绍统计调查中的抽样方法,有简单随机抽样、系统抽样、分层抽样、整群抽样和多阶抽样,概率抽样、两阶抽样、复杂抽样、并行设计和非概率抽样。课程也讨论实验工具问题,包括画面和非响应问题,给出了面对面访谈和电话调查的样本设计的解释;还处理了调查分析中的权重、以及复杂抽样设计中抽样误差的计算和样本容量的确定等。
Sampling Survey
Requisite: Probability Theory
Contents: Survey Sampling is a branch of statistics course. It reviews sampling methods used in surveys: simple random sampling, systematic sampling, stratification, cluster and multi-stage sampling, sampling with probability proportional to size, two-phase sampling, replicated sampling, panel designs, and non-probability sampling. This course also discusses issues of practical implementation, including frame problems and non-response, and gives examples of sample designs for a national face-to-face interview survey and for a telephone survey. The course also treats the use of weights in survey analysis, the computation of sampling errors with complex sampling designs, and the determination of sample size.
数理金融初步
预修课程:高等数学、数学分析、概率论与数理统计、金融学
主要内容:《数理金融初步》阐述了数理金融学的基本问题,主要包括套利、Black—Scholes期权定价公式以及效用函数、最优资产组合原理、资本资产定价模型等知识,并详细地介绍了问题的经济背景、解决这些问题的数学方法和基本思想。
An Preliminary to Mathematics Theory and Financial
Requisite: Higher Mathematical, Mathematical Analysis, Probability Theory and Mathematical Statistics, Finance
Contents: An Elementary Introduction to Mathematical Finance on the basics of option pricing is interesting course to students with limited mathematical training. It includes simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. And the course give a new views on optimization methods in finance, a new ideas on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.
货币与金融统计
预修课程:
主要内容:本课程主要讲述金融统计分析的基本原理、金融统计分析的意义、金融统计分析模型、信贷统计、现金收支和货币流通统计、对外金融统计分析、金融市场统计、保险统计等。通过本课程的学习,使学生掌握一般金融统计原理、统计方法和统计指标,对各类金融业务的统计方法和统计指标有明确的认识和充分的理解,并在此基础上对实际业务活动中的金融统计数据进行分析、预测。
Monetary and Financial Statistics
Requisite:
Contents: This course mainly introduces the basic principle, significance, models of financial statistical analysis, credit statistics, cash income & expenses andcurrency circulationstatistics,foreign financestatistical analysis, finance market statistics, insurance statistics and so on. It helps students to understand the basic principle, statistical method and indices, and prepare for their future job of financial statistical data analysis and forecast inpractical business.
实用统计软件
预修课程:概率论,统计学,多元统计分析
主要内容:本课程介绍如何利用统计软件处理数据分析中的实际问题,以统计分析的应用需求为主线,系统介绍软件SPSS、Eviews中主要统计方法的核心思想及方法在软件中的操作实现。 结合应用案例分析,帮助学生领会方法要点,掌握方法操作,解决金融统计分析和决策中的实际问题。主要内容分为两大部分:实用统计方法、统计软件的使用。实用统计技术部分介绍基础统计分析、线形模型(方差与回归)、属性数据分析、分类问题(判别与聚类)、降维的多变量方法(主分量、因子分析和典型相关分析)等。统计软件部分介绍国际上流行的大型统计软件包SAS的使用。
Data Analysis and Statistical Software
Requisite: Probability Theory, Statistics, Applied Multivariate, Statistical Analysis
Contents: The course introduces how to use statistical software to deal with the data analysis problems, meets the demands of application in statistics analysis, which comprehensively introduces the core ideas of main statistic methods and it’s operating steps in SPSS and EViews. Combined with examples of modern finance, the course would help students to understand and grasp key methods to solve the statistic analysis and decision-making problems in practic financial market. The contents include two parts: practical statistical methods and statistics software. The practical statistical techniques discussed include basic statistical analysis, linear model (ANOVA and regression), attribute data analysis, classification (distinguish and cluster), multivariable methods (principle component analysis, factor analysis, classical correlation analysis), etc. In the statistics software part, SAS (international popular statistical software package) are introduced.
统计预测与决策
预修课程:概率论、数理统计、运筹学
主要内容:本课程的基本内容包括:预测概述、定性预测方法、回归分析预测、时间序列平滑预测、趋势外推法预测、灰色系统预测;决策概论、随机性决策分析、多阶段与序贯决策、多目标决策、模糊决策和马尔可夫预测与决策。
Statistical Prediction and Decision
Requisites: Probability, Mathematical Statistics, Operation Research
Contents: The main topics are: prediction summarization, qualitative prediction method, regression analysis prediction, time series smoothness prediction, trend extrapolation prediction, gray system prediction; decision-making generality, stochastic decision-making analysis, multi-stage and sequential decision-making, multi-objective decision-making, fuzzy decision-making and Markov prediction and decision.
社会统计与社会调查方法
预修课程:统计学
主要内容:该课程旨在使学生掌握现代社会统计和社会调查研究的基本规律、方法和技术。课程对社会统计和社会调查研究方法进行全面的介绍,要求学生牢固掌握社会统计和社会调查的基本研究方法,能熟练运用社会统计和社会调查的方法和技术从事社会研究工作,对社会统计学的概念和术语有一般程度的掌握,能应用SPSS软件进行社会统计和调查工作。本课程主要内容包括:统计调查的研究设计、资料的调查方法、资料的整理与统计分析方法(列联表、相关关系测度、推断统计、回归分析、方差分析、聚类分析、因子分析、主成分分析等)、撰写调查报告、SPSS应用等。
Social Statistics and the Methods of Social Survey Research
Requisite: Statistics
Contents: This course helps students to understand the basic principles, methods and technologies of modern social statistics and social survey research. The mainly contents include: the research design of statistical survey, survey methods, the statistical sorting and analysis of information (contingency table, correlation measurement, inferential statistics, regression analysis, variance analysis, cluster analysis, factor analysis, principal component analysis), the composing of investigation report and the appliance of SPSS.
金融投资与金融风险管理
预修课程:金融学、投资学、西方经济学、证券市场知识初步
主要内容:《金融投资与金融风险管理》以股票投资为基础,是一门金融应用领域的实践性课程。着重介绍金融投资的常见种类,尤其是证券投资的方法和技巧;以技术分析方法和基本面分析方法也着重介绍入市时机的选择和收益最大化方法,以及控制风险敞口的数量化操作机制等实务演练。
Finance Investment and Finance Risk Management
Requisite: Finance, Investment, West Economic, Stock Market Theory
Contents: Finance Investment and Finance Risk Management on the basics of stock investment is a practical course in the applied areas of finance. The contents of this course are divided into two parts. The first part emphasizes the familiar category of finance investment. Particularly, the method and technique of stock certificate investment is presented as a center topic. The rules of teaching focus on technique analysis method and basic situation analysis method. The second part introduces the option of opportunity from market entrance, and the method of the income maximization, and the actual situation practice based on operating mechanism for controlling risk.
贝叶斯统计
预修课程:概率论,统计学
主要内容:本课程主要介绍贝叶斯统计的基本思想和基本方法。主要内容有:贝叶斯公式、先验分布与后验分布、共轭先验分布、贝叶斯估计、贝叶斯推断、先验分布的确定、决策要素、决策准则、损失函数、效用函数、贝叶斯决策、统计决策理论等。
Bayesian Statistics
Requisite: Probability Theory, Statistics
Contents: This course mainly introduces the basic ideas and methods of Bayesian statistics. The contents includes: Bayesian formula, prior distribution and posterior distribution, conjugate prior distribution,bayesian estimation, Bayesian inference, the computation ofprior distribution,decision factorsand principles,loss function,utility function, Bayesian decision-making, statistical decision principles.
统计实验
预修课程:统计学I
主要内容:本课程主要内容分SPSS软件介绍,抽样调查实验,统计软件实验,统计综合实验,共4个部分。通过本课程的学习,要求学生掌握用SPSS对实际案例进行建模及分析,用以培养学生分析问题和解决实际问题的能力,有助于学生对统计原理和数理统计基础知识的理解和正确应用,同时也能更好地掌握统计软件SPSS 的操作与应用。
Mathematical Experiment
Requisite: Statistics I
Contents: The main content of this course has four sections: the introduction of SPSS, sampling experiment, statistical software experiment and statistical comprehensive experiment. After this course, students can learn how to model for examples using SPSS. Thus, it can encourage the ability of students to analyze and solve problems, help the students to understand statistical basic knowledge and proper use, at the same time, can better grasp operation and application of SPSS.
六西格玛管理
预修课程:统计学
主要内容:本课程系统介绍统计学中的六西格玛概念如何应用到企业的全面管理中,形成一整套系统的、集成的业务改进方法体系,旨在利用统计中的数量分析方法,持续改进企业业务流程,实现客户满意的管理方法。它通过系统地、集成地采用业务改进流程,实现无缺陷的过程设计,并对现有过程界定、测量、分析、改进和控制,即DMAIC流程,消除过程缺陷和无价值作业,达到客户完全满意,增强企业竞争力。
6-Sigma Management
Requisite: Statistics
Contents: This course introduces how to apply the 6- to the comprehensive management in enterprise, develop a systemic, compositive business improvement system. It designs to use the statistical analysis methods to improve the business process continually, realize the customer s’ satisfactory. 6- management realizes the design for six sigma, and define, measure, analyze, improve, control the existing process, remove the process defect and valueless job, satisfy the customers, and improve the competition of enterprise.
【来源】财税与公共管理学院

 Copyright @ 2010  上海金融学院  管理登录
联系电话:50216816   地址 :上川路995号   E-mail:bangongshi_ggjj@shfc.edu.cn
学校主页  旧版网站  网站浏览: