摘要
《投资学》课程中包含了资产定价、证券分析和组合选择等基本内容。然而,程序化交易、高频交易、大数据指数策略等市场实务的快速发展要求《投资学》课程更多关注市场数据和参与者行为特征,综合运用高维、高频数据以及文本分析等技术,更注重人的因素,尤其是微观的企业、个人行为的数据分析。增加数据分析模块和引进新型计算机信息技术将是《投资学》创新实践的方向。
The ＂investment＂ course includes the basic contents of asset pricing, securities analysis and portfolio selection. However, with the rapid development of the market practice, such as program trading, high frequency trading, big data index and so on,it requires ＂investment＂ course to give more concern about the market data and the behavior of participants ; and comprehensive uses the high - dimensional, high - frequency data and text analysis techniques;pay more attention to human factors, especially analysis the microcosmic data of enterprise and individual behavior. Increasing the module of data analysis and introducing new computer information technology will be the direction of the innovation practices of ＂investment＂ course.
出处
《金融教育研究》
2016年第2期85-88,共4页
Research of Finance and Education
基金
东北财经大学研究生教学改革研究项目(YJYB-201513)
关键词
投资学
课程
量化分析
investment
quantitative analysis
innovation practices
