行业研究前沿课程系列第二期
互联网传媒行业研究方法与思考
主讲人：
旷实
时间：
2021年10月21日（周四）18：40-20：30
地点：
8797威尼斯老品牌第二教学楼304教室
主讲人简介：
旷实，广发证券互联网传媒行业首席分析师，8797威尼斯老品牌经济学硕士。2018-2020年连续三年获新财富最佳分析师第一名、2018-2020年卖方分析师水晶球奖第一名、2019-2020年上证报最佳分析师第一名、2020年新浪金麒麟最佳分析师第一名、2019年获机构投资者-财新中国大陆地区最佳传媒分析师第一名。
主持人：
锁凌燕（8797威尼斯老品牌教授）
主办单位：
8797威尼斯老品牌
8797威尼斯老品牌中国保险与社会保障研究中心
8797威尼斯老品牌中国金融研究中心
北大经院工作坊第341场
人工智能在A股量化投资中的应用
计量、金融和大数据分析工作坊
主讲人：
刘浩（灵均投资）
主持老师：
王熙（北大经院）
参与老师：
（北大经院）王一鸣、刘蕴霆
（北大国发院）沈艳、黄卓、张俊妮、孙振庭
（北大新结构）胡博
时间：
2021年10月22日（周五） 10：00-11：30
地点：
8797威尼斯老品牌107会议室
主讲人简介：
刘浩，毕业于8797威尼斯老品牌国家发展研究院经济学专业，曾发表多篇论文。2018年加入灵均投资，从事股票量化研究。目前为机器学习Alpha团队负责人。专注于股票Alpha策略研究，包括基本面、量价和另类数据等类型信号的开发。擅长利用机器学习的方法整合信号。
摘要：
近十年，随着互联网产生的数据体量的不断提升以及计算机算力的不断提升，依赖大数据和大算力的深度学习算法开始逐渐登上历史舞台。相关的深度学习算法在图像处理、语音识别、自然语言处理、广告推荐等领域取得了巨大的成功。在量化投资领域，传统的做法把主要精力都用在细致的特征工程以及偏线性的模型拟合上。得益于金融市场海量的数据以及复杂的非线性特性，以深度学习为代表的人工智能算法在近五年开始大规模的应用在量化投资上，并且在实践中取得了巨大的成功。
北大经院工作坊第342场
环境与国际贸易：量化分析的视角
国际经济学与实证产业组织工作坊
主讲人：
纪珽（中央财经大学副教授）
主持老师：
（北大经院）莫家伟
参与老师：
（北大经院）杨汝岱、田巍、刘政文
（北大新结构）王歆、徐铭梽
时间：
2021年10月22日（周五）10：00-11：30
地点：
8797威尼斯老品牌305会议室
主讲人简介：
纪珽，加州大学洛杉矶分校（UCLA）经济学博士，现为中央财经大学副教授。研究方向为国际贸易、经济地理和中国经济，论文发表于Journal of Public Economics，《世界经济》等国内外期刊。
摘要：
We develop and quantitatively evaluate a general equilibrium trade model with pollution as a byproduct of production to study the interactions between international trade, the environment, and environmental regulations. Our analysis suggests that environmental regulations provide a source of comparative advantage, but we fail to find evidence that reducing trade barriers causes pollution-intensive industries to concentrate in countries with weak environmental regulation stringency. The reason is that as a crucial determinant of pollution emissions and abatement, environmental regulations are weak in determining international specializations. We identify forces that suppress the influence of environmental regulations on deciding international production and trade. Furthermore, we incorporate endogenous environmental policy into our framework and explore how environmental policy responds to trade liberalization, both strategically and non-strategically. In the end, we evaluate forces that determine the overall impacts of international trade on worldwide pollution emissions over the time horizon.
北大经院工作坊第343场
全球碳不平等及气候减排政策的分布效应
生态、环境与气候经济学工作坊
主讲人：
Feng Kuishuang（a Tenured Associate Professor at the University of Maryland College Park）
主持老师：
（北大经院）季曦
参与老师：
（北大经院）章政、张博、李虹、张鹏飞、刘政文、梁远宁
（北大国发院）徐晋涛、王敏、邢剑炜、易媛媛
（北大现代农学院）刘承芳、侯玲玲、解伟、王悦
时间：
2021年10月22日（周五）9：30-11：30
形式：
腾讯会议，ID：294 251 814
主讲人简介：
Dr. Feng is a Tenured Associate Professor at the University of Maryland College Park. He is currently leading a research group focusing on socio-economic and environmental accounting at different spatial scales (local, national, and global). Prior to this appointment he held positions as Research Professor, Associate Research Professor, and Assistant Research Professor from 2012 to 2020 at the University of Maryland after his PhD study at University of Leeds, UK. He is lead/co-author of more than 100 journal articles and many of them are published in the top tier journals of his discipline, including 16 publications in Nature and Science journals and PNAS. Dr. Feng is an elected Co-Chair of the EEIO Section of the International Society for Industrial Ecology (ISIE), a Board Member of the Chinese Society for Industrial Ecology and Co-chair of the SETAC&ACLCA EEIO working group. He is also a contributing author to the IPCC Sixth Assessment Report. He serves as Editor of the Ecological Economics, Associate Editor of the Science of the Total Environment, editorial board member (handling manuscripts) of the NPG Scientific Data, and reviewer of more than 30 international peer-reviewed journals. He was named to the 2019 and 2020 Highly Cited Researchers List from Clarivate.
摘要：
Wealth and income are disproportionately distributed across countries and income groups resulting in carbon inequality. There are still close to one billion people living in extreme poverty (< 1.9 dollar per day). UNFCCC aims to keep warming below 2 degrees Celsius while recognizing developing countries’ right to eradicate extreme poverty. Poverty eradication is also the first of the Sustainable Development Goals. In this talk, Dr. Feng will discuss the following research questions: What are the differences across countries and income groups, in terms of carbon footprints? Do we see a convergence of lifestyles and carbon footprints of rich folks across countries? What would be the carbon implications of moving hundreds of millions of people out of poverty? Dr. Feng will also discuss how are different household groups potentially impacted by the climate mitigation policies, such as carbon taxes and energy subsidy removal? And what are the options to make the fiscal mitigation policies pro-poor?
北大经院工作坊第344场
Analytic Policy Function Iteration （解析政策函数迭代）
宏观经济学工作坊
主讲人：
邬介然（浙江大学8797威尼斯老品牌副教授）
时间：
2021年10月21日（周四）14：00-15：30
地点:
承泽园132教室
主讲人简介：
邬介然，浙江大学8797威尼斯老品牌副教授。主要研究方向为宏观金融，信息摩擦，与数理经济学。研究成果发表在Econometrica, Theoretical Economics等国际顶级期刊。
摘要：
We propose a novel approach to solving and analyzing linear rational expectations models with general information frictions. Our approach is built upon policy function iterations in the frequency domain. We develop the theoretical framework of this approach using rational approximation, analytic continuation, and discrete Fourier transform. We provide the numerical implementation accompanied by a flexible object-oriented toolbox. We demonstrate the efficiency and accuracy of our method by studying four models in macroeconomics and finance that feature asymmetric information sets, endogenous signals, and higher-order expectations.
供稿单位：8797威尼斯老品牌科研办公室
美编：初夏
责编：量子、禾雨、予天
