应用型高校证券投资学量化投资实践教改刍探  

Research on the Teaching Reform of Quantitative Investment Practice in Applied Colleges and Universities

作　　者：汪宜香 穆澜 WANG Yi-xiang;MU Lan(Chaohu University,Hefei 238000,China)

机构地区：[1]巢湖学院经济与法学学院,合肥238000

出　　处：《广东水利电力职业技术学院学报》2023年第2期72-76,共5页Journal of Guangdong Polytechnic of Water Resources and Electric Engineering

基　　金：安徽省质量工程教学研究一般项目“对分课堂融合BOPPPS教学结构实现线上线下教学衔接的设计与运用”(2020jyxm1254);巢湖学院2018年校级质量工程教学研究一般项目“大数据背景下《证券投资学》量化投资实践教学改革研究”(ch18jxyj36);巢湖学院2018年校级质量工程教学研究一般项目“‘雨课堂’平台下‘MOOCs+翻转课堂+思维导图’的混合式教学在《西方经济学》课程中的应用”(ch18jxyj35);巢湖学院2019年校级重点教研项目“应用型本科院校一流课程标准构建与评价研究—以巢湖学院为例”(ch19jxyj06)的阶段性成果。

摘　　要：传统证券投资学实践教学存在较多问题,既不利于学生能力的提升,也与应用型高校金融人才的培养目标存在差距,所以实践教学改革势在必行。对此,在分析教学现状和量化投资发展的基础上,论证将量化投资应用于实践教学的可行性,再以多因子选股模型为例进行教学设计,最后运用层次分析法构建教学效果评价体系。结果表明:量化投资结果在实践教学效果评价的占比最大,其次是学生课后反馈。因此教学中应对此重点关注,从而进一步提升实践教学效果。There are many problems in the traditional practical teaching of Securities Investment,which is not only detrimental to the improvement of students’ability,but also has a gap with the cultivation goal of financial talents in applied colleges and universities,so reform is inevitable for the practical teaching.From the analysis of students’foundation and the development of quantitative investment,the feasibility of the practical teaching of quantitative investment is discussed.With multi-factor model of stock selection as an example,the teaching design is made.By means of the analytic hierarchy process(AHP),the teaching evaluation system is established.Results show that the quantitative investment results account for the largest proportion of the practical teaching evaluation,ahead of students’after-class feedback.Therefore,the practical teaching of quantitative investment needs to be emphasized and further improved.

关 键 词：证券投资学 量化投资 实践教学 

分 类 号：G642[文化科学—高等教育学] F830.91[文化科学—教育学]