供稿、摄影:秦文波 编辑:高超
2012年10月29日,ImadMoosa教授应管理与经济学院之邀在主楼216室作学术报告。报告内容是ImadMoosa教授的论文“The Myth of the Unbeatable Random Walk”。应用经济系马明主任主持了本次报告。
报告中,ImadMoosa教授向与会师生介绍了他的论文的主要内容:随机游走之谜;在改变模型预测精度的衡量标准后,再次检验传统模型与随机游走模型的优劣等。他采用新的测度指标,将预测方向精确性和盈利性结合起来,用来来衡量模型优劣,得出了经典模型可以战胜随机游走模型的结论。
论文内容涉及数据整理和计量分析方法,但ImadMoosa教授化繁为简,将论文中涉及模型及计算方法清晰地向在场师生做了简单而生动的阐释。老师和同学同ImadMoosa教授热烈讨论论文中相关模型与计算方法问题,气氛融洽。
最后,ImadMoosa教授简单讲述了他于今年七月份出版的专著的内容:书名是 《US-China Trade Dispute: Facts, Figures and Myths》。图书链接: http://www.amazon.com/dp/1781001545
ImadMoosa简介:
ImadMoosa is currently a Professor of Finance at RMIT, Melbourne. Before taking on the present position, he was a Professor of Finance at Monash University and La Trobe University, and a Lecturer in Economics and Finance at the University of Sheffield. Prior to becoming an academic in 1991, he was a professional economist and a financial journalist for over ten years, and he also worked as an economist at the Financial Institutions Division of the Bureau of Statistics, the International Monetary Fund (Washington DC). Professor Moosa has published 15 books and over 170 papers in international journals. His most recent book is “The US-China Trade Dispute: Facts, Figures and Myths”, which was published by Edward Elgar. He has served in a number of advisory positions, including his role as an economic advisor to the U.S. Treasury.
(审核:颜志军)