创新创业理论研究与实践 ›› 2023, Vol. 6 ›› Issue (6): 28-31.

• 教学革新 • 上一篇    下一篇

金融建模与量化分析课程教学改革与实践

谢婉秋, 卢茜, 姜睿   

  1. 哈尔滨金融学院 投资保险系,黑龙江哈尔滨 150030
  • 出版日期:2023-03-25 发布日期:2023-05-19
  • 通讯作者: 姜睿(1980-),女,吉林扶余人,硕士,副教授,研究方向:风险投资,通讯邮箱:937740065@qq.com。
  • 作者简介:谢婉秋(1989-),女,黑龙江伊春人,硕士,助教,研究方向:量化投资。
  • 基金资助:
    2021年度哈尔滨金融学院高等教育教学改革研究项目:多学科交叉融合的金融建模与量化分析的教学研究与实践(JGB2021005)

Teaching Reform and Practice of Financial Modeling and Quantitative Analysis

XIE Wanqiu, LU Qian, JIANG Rui   

  1. Department of Investment Insurance, Harbin Finance University, Harbin Heilongjiang, 150030, China
  • Online:2023-03-25 Published:2023-05-19

摘要: 随着大数据、区块链、人工智能等数字技术不断向金融领域渗透,传统的金融业正与信息技术、数学模型相融合,向量化金融迈进。为适应传统金融机构的发展目标,以及满足当今社会对跨学科复合型人才的需求,该文在金融建模与量化分析实践应用课程中积极进行教学探索,总结出早期融入建模思想、探索多学科交叉融合教学模式、完善课程考核方式及评价机制的教学改革创新路径。

关键词: 多学科融合, 金融建模, 量化金融, 数字化转型, 实践课程, 教学改革

Abstract: With digital technologies such as big data, blockchain and artificial intelligence continue to penetrate into the financial field. The traditional financial industry is integrating with information technology and mathematical models to advance toward quantitative finance. In order to adapt to the development goals of traditional financial institutions and meet the urgent needs of the current society for interdisciplinary talents who can bring practical help to digital transformation, this paper actively explores teaching in the practical application course of Financial modeling and quantitative analysis. This paper summarizes the teaching reform and innovation path from integrating modeling idea in the early stage, exploring multi-disciplinary teaching mode and perfecting course assessment and evaluation mechanism.

Key words: Multidisciplinary integration, Financial modeling, Quantitative finance, Digital transformation, Practical courses, The teaching reform

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