供稿、攝影：秦文波 編輯：高超
2012年10月29日，ImadMoosa教授應(yīng)管理與經(jīng)濟(jì)學(xué)院之邀在主樓216室作學(xué)術(shù)報(bào)告。報(bào)告內(nèi)容是ImadMoosa教授的論文“The Myth of the Unbeatable Random Walk”。應(yīng)用經(jīng)濟(jì)系馬明主任主持了本次報(bào)告。
報(bào)告中，ImadMoosa教授向與會(huì)師生介紹了他的論文的主要內(nèi)容：隨機(jī)游走之謎；在改變模型預(yù)測(cè)精度的衡量標(biāo)準(zhǔn)后，再次檢驗(yàn)傳統(tǒng)模型與隨機(jī)游走模型的優(yōu)劣等。他采用新的測(cè)度指標(biāo)，將預(yù)測(cè)方向精確性和盈利性結(jié)合起來(lái)，用來(lái)來(lái)衡量模型優(yōu)劣，得出了經(jīng)典模型可以戰(zhàn)勝隨機(jī)游走模型的結(jié)論。
論文內(nèi)容涉及數(shù)據(jù)整理和計(jì)量分析方法，但I(xiàn)madMoosa教授化繁為簡(jiǎn)，將論文中涉及模型及計(jì)算方法清晰地向在場(chǎng)師生做了簡(jiǎn)單而生動(dòng)的闡釋。老師和同學(xué)同ImadMoosa教授熱烈討論論文中相關(guān)模型與計(jì)算方法問(wèn)題，氣氛融洽。
最后，ImadMoosa教授簡(jiǎn)單講述了他于今年七月份出版的專(zhuān)著的內(nèi)容：書(shū)名是 《US-China Trade Dispute: Facts, Figures and Myths》。圖書(shū)鏈接： http://www.amazon.com/dp/1781001545
ImadMoosa簡(jiǎn)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.
(審核：顏志軍)
