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9902syllabus 碩職專班 ”請遵守智慧財產權觀念並不得非法影印”

Please respect Intellectual Property

Fu Jen Catholic University 2011-2012

Department / Code (開課單位/單位代碼)

Department of Finance and International Business (Evening and Weekend Master’s Program in Finance)金融與國際企業學系 金融碩職專班 研一 0F51

Course Code (課程代碼)

02058

Course Name

(課程名稱) Business Forecasting Credit

(學分數)

F S

0 3

Course Objectives (課程目標)

This course would provide a comprehensive and systematic introduction to financial time series models, the methodology of neural networks and their application to modeling and prediction of financial data. Upon course completion, the students could enhance their ability to explain the empirical regularities in the economy and to do the business forecasting.

Prerequisites (先修課程)

None

Course Materials (課程教材)

Lecture Handouts

Reference (參考書目)

Enders, W., 2003 “Applied Econometric Time Series”

Freeman and Skapura, 1992 “Neural Networks Algorithms, Applications, and Programming Techniques”

Evaluation (評量方式)

課堂之前測(Pre-test) % ■期末報告/論文撰述(Team Paper/Theses Writing) 30%

課堂中的隨堂測試(Quiz) % ■課堂參與(Class Participation) 10%

期中考(筆試)(Midterm Test) % ■心得/作業撰寫(Assignment) 30%

課堂後測/期末考(筆試)(Final Test) % ■專題發表(Presentation) 30%

學生表現側寫報告(Profile Report) % 課堂上實作演練(Role Playing) %

個案分析報告撰寫(Case Report) % 專業團體之證照檢定(Certification) %

個別面試或口試(Oral Exam) % 其他(Others) %

Pedagogical Methods (教學方法)

■講授(Lecture)

個案教學(Case Study)

電子教學(e-Learning)

體驗教學(Project Adventure)

角色扮演實境教學(Role Playing)

企業競賽遊戲(Business Simulation Game)

管理電影(Theater Learning)

競賽讀書會(Study Group)

專題實作(Seminar on Field Research)

產業實習(Internship)

服務學習實作(Service Learning)

自主學習(Independent Study)

對話教學法(Dialogue Teaching)

其他

Course Web

(課程網頁)

(2)

Course Outline (課程大綱進度)

Contribution

to Mission (本課程與管理學院 使命之關係)

全人教育 (Holistic Education)

■做中學 (Learning by doing)

人本價值

(Human-centric values)

整合資源 (Resource integration)

創新知識

(Innovative knowledge)

國際視野 (International view)

Contribution to learning goals:

management college (本課程能達成開課 單位的哪些目標-院)

1.掌握專業知識內涵並培養獨立研究之能力。

Each student should be able to capture the essence of professional knowledge and cultivate the ability to independent research.

2.整合理論與實務以提升組織之績效。

Each student should be able to integrate theories and practices as to increase the productivity of organizations.

3.善用資訊科技,並培育資源統整之能力

Each student should be able to capitalize on modern information technology in the integration and use of resources.

4.建立專業倫理與人本價值觀念,並應用於專業決策中。

Each student should be able to recognize professional ethics and human-centric values, and be able to apply them in professional decision-making.

5.拓展國際視野以提升國際化能力。

Each student should be able to expand his/her global perspective to adapt to internationalization.

Contribution to learning goals:

Graduate Institute of Finance

(本課程能達成開課 單位的哪些目標-所)

1.促進知識分享與經驗交流,加速彼此成長.To promote knowledge by sharing and exchanging experiences, and catalyzing growth with each other.

(團隊合作行為 Team Work.)

2.拓展國際視野與提昇外語能力.To develop international perspectives and advancement in foreign language skills.

(洞察環境變動(國際化)行為 Globalized Vision.)

3.學習多元的專業能力.To cultivate various specialized and professional skills.

(整合與運用資源行為 To integrate and utilize the resources.)

4.了解實務運作之學理基礎,並善用於實務現場.To provide solid foundation for practical operations; and utilize it into real-world field.

(問題分析與解決行為 Analysis and problems solving skills.)

Instructor

(老師資料)

TIAN-SHYUG LEE, and LI-JU TSAI E-mail: 036665 @mail.fju.edu.tw

020224 @mails.fju.edu.tw

Wee

k Date Topic

1 2/15 Introduction 2 2/22 Regression Model

3 2/29 Traditional Univariate Time Series Model (I) 4 3/07 Traditional Univariate Time Series Model (II) 5 3/14 GARCH(I)

6 3/21 GARCH (II)

7 3/28 Vector Autoregression Model

8 4/04

調整放假

9 4/11 Introduction to Neural Networks (I) (期中考週) 10 4/18 Introduction to Neural Networks (II)

11 4/25 Neural Network Model Building Process (I) 12 5/02 Neural Network Model Building Process (II) 13 5/09 Backpropagation Neural Network

14 5/16 Software Demonstration 15 5/23 Presentation

16 5/30 Presentation 17 6/6 Presentation

18 6/13

Final Exam.(期末考週)

(3)

Phone: 29052653(Lee), 29052726(Tsai)

Room: LM209, SL414

參考文獻

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