2018年10月31日,美国康奈尔大学经济学与国际研究讲席教授洪永淼教授来到北航美高梅官网正网,做客第25期北航经商大讲堂,他的报告题目是“大数据、复杂经济系统与计量建模”。美高梅官网正网范英院长主持了本次大讲堂。经管学院师生80余人参加了此次报告会。
报告会上,洪教授指出:现代经济是一个不断演变的复杂系统,各个市场、行业、地区、经济主体之间的关系日益错综复杂,整个系统也存在异质性、时变性与不确定性等特征。复杂经济系统产生了海量大数据,形式多样,种类繁多,关系复杂,实时抽样、记录。大数据分析、处理、应用有巨大挑战,但相对于传统数据,大数据包括很多新的有价值的信息,包括很多新型数据,可以改进、创新计量建模。由于人口规模、经济规模与发展前景,中国在数据资源方面有巨大优势,中国的数字经济发展迅速,已成为全球数字经济的一个主要引领者。对大数据/复杂系统的计量建模在方法论上存在巨大挑战,迫切需求采用跨学科、交叉学科的研究方法,特别是将数学、统计学、人工智能、经济学的研究方法有机结合起来。
洪教授的报告探讨了大数据为计量经济学带来的挑战与机遇,并列举一些具体的例子来说明计量经济学在大数据时代若干可能的发展方向。这些例子包括了情绪指数和政策不确定性指数,经济因果关系的识别,高维工具变量估计,区间数据建模,高频宏观经济学,基于时变模型的预测,混频数据建模等。
在报告结束后,洪教授与经管学院师生进行了亲切的互动交流,一起探讨可适用的跨学科及交叉学科的研究方法及利用大数据处理复杂经济系统建模等相关问题,洪教授报告会在热烈的学术氛围中圆满结束。
洪永淼教授个人简介:
Professor Hong is currently the Ernest S. Liu Professor of Economics and International Studies in Department of Economics at Cornell University. He is also Professor of Statistics and a field member in Department of Statistical Sciences and a field member in Center of Applied Mathematics at Cornell University.
Professor Hong received his BS in Physics in 1985 and MA in Economics in 1988 from Xiamen University, his PHD in Economics from University of California at San Diego and joined Cornell University in 1993. He was President of Chinese Economists Society in NorthAmerica in 2009-2010.
Professor Hong's research interests include model specification testing, nonlinear time series analysis, financial econometrics, and empirical studies on Chinese economy and financial markets. He publishes refereed articles in mainstream economic,financial and statistical journals such as Annals of Statistics, Biometrika,Econometric Theory, Econometrica, International Economic Review, Journal of American Statistical Association, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Political Economy, Journal of Royal Statistical Society (Series B), Quarterly Journal ofEconomics, Review of Economic Studies, Review of Economics and Statistics,and Review of Financial Studies.