From 518b8605219de8b5692f45b04940eb5bcfbe1358 Mon Sep 17 00:00:00 2001 From: DueSpeed <33775998+DueSpeed@users.noreply.github.com> Date: Wed, 28 Sep 2022 23:15:27 +0800 Subject: [PATCH] Add files via upload --- ...\250\213\346\212\245\345\221\212(3).ipynb" | 206 ++++++++++++++++++ 1 file changed, 206 insertions(+) create mode 100644 "\350\257\276\347\250\213\346\212\245\345\221\212(3).ipynb" diff --git "a/\350\257\276\347\250\213\346\212\245\345\221\212(3).ipynb" "b/\350\257\276\347\250\213\346\212\245\345\221\212(3).ipynb" new file mode 100644 index 0000000..10394b2 --- /dev/null +++ "b/\350\257\276\347\250\213\346\212\245\345\221\212(3).ipynb" @@ -0,0 +1,206 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "a97c94c5", + "metadata": {}, + "source": [ + "# 《金融分析软件与应用》课程报告\n", + "\n", + "**序号:**       \n", + "**姓名:**       \n", + "**学号:**       \n", + "**班级:**       " + ] + }, + { + "cell_type": "markdown", + "id": "50c0518f", + "metadata": {}, + "source": [ + "## 题目：\n" + ] + }, + { + "cell_type": "markdown", + "id": "086fa09a", + "metadata": {}, + "source": [ + "经济金融类相关问题均可，但必须包含实证分析，纯理论分析、模型推导等类型选题不符合本课程要求。\n", + "\n", + "**报告提交方式：**\n", + "- 电子版报告：\n", + " * Jupyter Notebook格式，随附数据等支撑性文档；\n", + " * 所有文档装到一个文件夹内，文件夹命名“序号-姓名”；\n", + " * 将文件夹打包为同名压缩包，发送到我的微信或邮箱（zth@ouc.edu.cn）;\n", + "- 纸质版报告：A4纸打印交到经济楼310。\n", + "\n", + "**报告提交时间：**\n", + "1. 即日起至11月15日17:00提交，综合成绩+5分；\n", + "2. 截止日期：11月30日17:00，之后提交的无报告分数。\n", + "3. 上述时间以电子版发送时间为准。\n", + "\n", + "**课程报告需完整，包括但不限于以下部分：**\n", + " - 一、引言（问题的提出）\n", + " - 二、数据选取\n", + " - 三、实证分析\n", + " - 四、结论\n", + " - 五、参考文献" + ] + }, + { + "cell_type": "markdown", + "id": "71aa74bc", + "metadata": {}, + "source": [ + "### 一、引言（问题的提出）\n" + ] + }, + { + "cell_type": "markdown", + "id": "91e35d7f", + "metadata": {}, + "source": [ + "**import packages**\n", + "- 报告用到的所有程序包请在本部分引入；\n", + "- 如包含非Anaconda自带包，需要单独说明，并附带pip/conda安装语句。\n" + ] + }, + { + "cell_type": "markdown", + "id": "b31a47a9", + "metadata": {}, + "source": [ + "### 二、数据选取\n" + ] + }, + { + "cell_type": "markdown", + "id": "3433a55a", + "metadata": {}, + "source": [ + "**所有数据均采用相对引用路径，例如：**\n", + "\n", + "```data = pd.read_csv('tr_eikon_eod_data.csv') ```\n", + "\n", + "**严禁采用绝对引用路径，例如：**\n", + "\n", + "```data = pd.read_csv('C:/Users/ABC/tr_eikon_eod_data.csv') ```\n" + ] + }, + { + "cell_type": "markdown", + "id": "c5aec917", + "metadata": {}, + "source": [ + "### 三、实证分析" + ] + }, + { + "cell_type": "markdown", + "id": "160c3c4d", + "metadata": {}, + "source": [ + "* 编程语言需基于Python、R、Stata；\n", + "* 实证方法需进行简要概述，附公式等；\n", + "* 程序输出结果要整理成Markdown表格等格式，且紧跟必要的文字分析。\n" + ] + }, + { + "cell_type": "markdown", + "id": "f657de29", + "metadata": {}, + "source": [ + "### 四、结论\n" + ] + }, + { + "cell_type": "markdown", + "id": "ce8094ab", + "metadata": {}, + "source": [ + "**报告评分细则：**\n", + "1. 报告完整性（10分）：报告形式符合要求，结构完整。\n", + "2. 实证部分（30分）：\n", + " - 报告代码可成功运行并输出正确结果；(15分)\n", + " - 输出结果需整理成论文常见格式并进行文字分析，分析准确翔实。(15分)\n", + "3. 报告内容需为原创，如有抄袭、剽窃等学术不端行为，本门成绩判定为0分。\n" + ] + }, + { + "cell_type": "markdown", + "id": "0ecb9180", + "metadata": {}, + "source": [ + "### 参考文献\n", + "\n", + "**output style \"Journal of Finance (J Finance)\"**" + ] + }, + { + "cell_type": "markdown", + "id": "c15b8ba8", + "metadata": {}, + "source": [ + "Baldauf, Markus, and Joshua Mollner, 2020, High‐frequency trading and market performance, Journal of Finance 75, 1495-1526.\n", + "\n", + "Choi, James J., and Adriana Z. Robertson, 2020, What matters to individual investors? Evidence from the horse's mouth, Journal of Finance 75, 1965-2020.\n", + "\n", + "Di Maggio, Marco, Amir Kermani, and Kaveh Majlesi, 2020, Stock market returns and consumption, Journal of Finance 75, 3175-3219.\n", + "\n", + "Lochstoer, Lars A., and Paul C. Tetlock, 2020, What drives anomaly returns?, Journal of Finance 75, 1417-1455.\n", + "\n", + "Pettenuzzo, Davide, Riccardo Sabbatucci, and Allan Timmermann, 2020, Cash flow news and stock price dynamics, Journal of Finance 75, 2221-2270.\n", + "\n" + ] + }, + { + "cell_type": "markdown", + "id": "9bff42ae", + "metadata": {}, + "source": [ + "### ~~报告自评~~\n", + "\n", + "- 本部分仅包含在电子版中，纸质版打印时删除；\n", + "- 200~300字，参照评分细则进行自我评价。\n", + "\n", + "范例：\n", + "> 该学生的选题具有较强的现实针对性与实用性，报告内容完整，结构安排科学合理，思路清晰，层次分明，格式规范。各部分之间的联系比较紧密，观点的表述清晰准确，论证内容比较有说服力。在实证过程中基于十大产业振兴规划，运用双重差分模型（DID）来检验产业政策和企业全要素生产率之间的关系，有效的缓解了内生性对模型的影响，此外运用“投资-投资机会”模型来进行机制分析，探索产业政策对企业全要素生产率的影响路径。" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3 (ipykernel)", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.9.12" + }, + "toc": { + "base_numbering": 1, + "nav_menu": {}, + "number_sections": true, + "sideBar": true, + "skip_h1_title": false, + "title_cell": "Table of Contents", + "title_sidebar": "Contents", + "toc_cell": false, + "toc_position": {}, + "toc_section_display": true, + "toc_window_display": true + } + }, + "nbformat": 4, + "nbformat_minor": 5 +}