<p>指南者留学全国统一咨询热线：<a href="tel:4001831832" style="color:#1677ff; text-decoration:none;">400-183-1832</a>，全国各地区、各分公司联系方式均为此号码。</p><section style="font-size: 16px;" data-role="outer"> <section style="font-size: 15px; line-height: 1.8; padding: 0px 10px; box-sizing: border-box; text-align: justify;" data-mpa-powered-by="yiban.io"> <section style="text-align: center; justify-content: center; display: flex; flex-flow: row nowrap; margin: 5px 0px 10px; box-sizing: border-box;"> <section style="display: inline-block; width: auto; vertical-align: top; align-self: flex-start; flex: 0 0 auto; border-style: solid; border-width: 0px 4px; border-color: #0f6135 #004083; min-width: 5%; max-width: 100%; height: auto; box-sizing: border-box;"> <section style="text-align: left; justify-content: flex-start; display: flex; flex-flow: row nowrap; margin: 2px 0px; box-sizing: border-box;"> <section style="display: inline-block; width: 100%; vertical-align: top; align-self: flex-start; flex: 0 0 auto; background-color: rgba(0, 90, 149, 0.03); padding: 15px; box-sizing: border-box;"> <section style="text-align: center; margin: 0px; box-sizing: border-box;"> <section style="text-align: justify; color: #3e3e3e; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;"><strong style="box-sizing: border-box;">纽约大学经济学教授、美国著名经济学家、诺贝尔经济学奖得主托马斯&middot;萨金特(Thomas J.&nbsp;Sargent)教授于2023年3月6日周一到访新加坡国立大学风险管理研究所(RMI)参加研讨会，</strong></span>开始了为期一周的学术访问。周五中午，在新加坡国立大学风险管理研究所邀请下，托马斯&middot;萨金特教授与部分MFE学生热情交流并共进午餐。下午14：00，他在I3研讨室授课，主题为<span style="color: #3e3e3e; box-sizing: border-box;">&ldquo;数量经济学中的工具与方法&rdquo;。</span></p> </section> </section> </section> </section> </section> </section> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <section style="text-align: center; justify-content: center; display: flex; flex-flow: row nowrap; margin: 10px 0px; box-sizing: border-box;"> <section style="display: inline-block; width: auto; vertical-align: top; align-self: flex-start; flex: 0 0 auto; padding: 3px; min-width: 5%; max-width: 100%; height: auto; box-sizing: border-box; border: 1px solid #004083;"> <section style="text-align: left; justify-content: flex-start; display: flex; flex-flow: row nowrap; box-sizing: border-box;"> <section style="display: inline-block; width: 100%; vertical-align: top; align-self: flex-start; flex: 0 0 auto; background-color: #004083; padding: 6px; box-sizing: border-box;"> <section style="text-align: justify; color: #ffffff; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;"><strong style="box-sizing: border-box;">轻松的午餐聚会</strong></p> </section> </section> </section> </section> </section> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <section style="box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;"><strong style="box-sizing: border-box;">午餐交流活动于2023年3月10日周五中午12：00在新加坡国立大学风险管理研究所举行</strong></span><strong style="box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;">。</span></strong>七名来自MFE项目的学生以及新加坡国立大学风险管理研究所的Jayne Roy女士与托马斯&middot;萨金特教授一起进行了热情的交流讨论。在互动环节中，同学们首先介绍了自己的兴趣和背景。托马斯&middot;萨金特教授也分享了自己在伯克利攻读经济学学士时的趣事，其中包括伯克利与斯坦福的橄榄球比赛，以及自己获得杰出学者奖章时的意外与惊喜。托马斯&middot;萨金特教授丰富的幽默感、个人轶事和学术建议深深吸引了大家，交流的氛围轻松愉悦<span style="color: #3e3e3e; box-sizing: border-box;">。同学们在互联网和教科书外认识了托马斯&middot;萨金特教授，了解了他的平易近人和博学谦逊。</span></p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> <section style="text-align: left; justify-content: flex-start; display: flex; flex-flow: row nowrap; margin: 0px 0px 10px; box-sizing: border-box;"> <section style="display: inline-block; width: auto; vertical-align: top; align-self: flex-start; flex: 100 100 0%; background-image: linear-gradient(to top, #dfe9f3 0%, white 100%); margin: 0px 0px 0px 10px; height: auto; box-sizing: border-box;"> <section style="justify-content: flex-start; display: flex; flex-flow: row nowrap; margin: 10px 0px; box-sizing: border-box; transform: translate3d(-10px, 0px, 0px);"> <section style="display: inline-block; width: 100%; vertical-align: top; align-self: flex-start; flex: 0 0 auto; background-color: #ffffff; padding: 15px; box-sizing: border-box; border: 1px solid #004083;"> <section style="text-align: justify; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;"><strong style="box-sizing: border-box;">交流很快深入到了学术领域。</strong></span>在一位同学聊起描述性模型和结构性模型在自然学科和经济学中的共性时，托马斯&middot;萨金特教授分享了早晨在健身房观看的一则Youtube视频，视频介绍了如何利用群理论和机器学习快速求解经济环境特征并自动进行高频交易。托马斯&middot;萨金特教授的分享启发同学们，<span style="color: #3e3e3e; box-sizing: border-box;">从不同学科领域的交叉融合中汲取灵感和创意，可能会为解决复杂的现实问题提供有益的思路和方法。</span></p> </section> </section> </section> </section> </section> <section style="box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">在讨论过程中，同学们表达了对机器学习和强化学习的兴趣，而托马斯&middot;萨金特教授也分享了自己对Q-learning及强化学习的理解。<span style="color: #f58318; box-sizing: border-box;"><strong style="box-sizing: border-box;">他认为同学们不应该为复杂的专业术语所困扰，而应该试着理解方法的核心。</strong></span>例如，Q-learning事实上就是在已知目标未知模型时对各种情况探索的过程；强化学习的一种表述方式就是最小化方差；神经网络模型的逆向传播本质上和链式法则类似。</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> <section style="text-align: left; justify-content: flex-start; display: flex; flex-flow: row nowrap; margin: 10px 0px; box-sizing: border-box;"> <section style="display: inline-block; width: 100%; vertical-align: top; align-self: flex-start; flex: 0 0 auto; background-color: rgba(194, 224, 246, 0.16); padding: 15px; box-sizing: border-box;"> <section style="text-align: justify; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">接着，部分同学们表达了对当下最热门应用ChatGPT的关注，好奇在如此快速更新迭代的技术下，<span style="color: #f58318; box-sizing: border-box;"><strong style="box-sizing: border-box;">ChatGPT将如何提高生产力，改变人们的生活。</strong></span>对此，托马斯&middot;萨金特教授分享了早些时候自己使用ChatGPT的体验。他首先肯定了ChatGPT可以快速准确地完成编写部分Python程序，例如计算棱锥的表面积和体积、根据开普勒定律设计行星类等。然而，当他想找到自己写过的一篇文章时，ChatGPT却开始杜撰一些并未发生过的事情。当同学们表达对托马斯&middot;萨金特教授的博学和坚持学习精神的敬佩时，<span style="color: #3e3e3e; box-sizing: border-box;">他表示自己认为生活中最有趣的事情之一就是学习新知识，这让人们保持年轻，</span>同学们纷纷表示赞同。</p> </section> </section> </section> <section style="box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">随后，托马斯&middot;萨金特教授和同学们聊起了毕业后的打算以及就读MFE项目的体验。他表示同学们展示的知识储备和批判性思维能力令人印象深刻，同学们也深深地表达了对托马斯&middot;萨金特教授博学谦逊以及对知识执着追求的钦佩。</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> <section style="text-align: center; margin-top: 10px; margin-bottom: 10px; line-height: 0; box-sizing: border-box;"> <section style="max-width: 100%; vertical-align: middle; display: inline-block; line-height: 0; box-sizing: border-box;"><img class="rich_pages wxw-img" style="vertical-align: middle; max-width: 100%; width: 612px; box-sizing: border-box; height: 344px;" src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795147958.jpeg" width="612" height="344" data-ratio="0.562037037037037" data-src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795147958.jpeg" data-type="png" data-w="1080" /></section> </section> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <section style="text-align: center; justify-content: center; display: flex; flex-flow: row nowrap; margin: 10px 0px; box-sizing: border-box;"> <section style="display: inline-block; width: auto; vertical-align: top; align-self: flex-start; flex: 0 0 auto; padding: 3px; min-width: 5%; max-width: 100%; height: auto; box-sizing: border-box; border: 1px solid #004083;"> <section style="text-align: left; justify-content: flex-start; display: flex; flex-flow: row nowrap; box-sizing: border-box;"> <section style="display: inline-block; width: 100%; vertical-align: top; align-self: flex-start; flex: 0 0 auto; background-color: #004083; padding: 6px; box-sizing: border-box;"> <section style="text-align: justify; color: #ffffff; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;"><strong style="box-sizing: border-box;">托马斯&middot;萨金特教授讲授迷你课程</strong></p> </section> </section> </section> </section> </section> <section style="box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">午餐交流结束后，<strong style="box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;">托马斯&middot;萨金特教授以&ldquo;数量经济学中的工具与方法&rdquo;为主题，为30余名MFE项目学生教授了迷你课程。</span></strong>Prof Chen Yi-Chun、Prof Wang Neng、Prof Chen Kan、Prof Zhou Chao、Prof Liu Chang和Prof Zhang Shengxing也参与了此次活动。Prof Wang Neng介绍了托马斯&middot;萨金特教授在宏观经济学领域的杰出贡献，同时特别提到他是一位智慧而关怀后辈的导师，许多学者在他的引导、支持和鼓励下走上了学术之路。</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> <section style="text-align: center; margin-top: 10px; margin-bottom: 10px; line-height: 0; box-sizing: border-box;"> <section style="max-width: 100%; vertical-align: middle; display: inline-block; line-height: 0; box-sizing: border-box;"><img class="rich_pages wxw-img" style="vertical-align: middle; max-width: 100%; width: 587px; box-sizing: border-box; height: 331px;" src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795956033.jpeg" width="587" height="331" data-ratio="0.562962962962963" data-src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795956033.jpeg" data-type="png" data-w="1080" /></section> </section> <section style="box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">课堂开始，托马斯&middot;萨金特教授介绍了自己及合伙人创立的QuantEcon网站，网站致力于通过开源的经济学教学资源和配套代码，提供高质量的在线教育平台。本次迷你课程也是基于其中与概率相关的内容展开。</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">托马斯&middot;萨金特教授用简洁的语言和清晰的逻辑，循序渐进而巧妙地解释着各种概念和方法，同学们聚精会神地参与课堂。</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> <section style="text-align: right; justify-content: flex-end; display: flex; flex-flow: row nowrap; margin: -5px 0px -18px; box-sizing: border-box; transform: translate3d(-12px, 0px, 0px);"> <section style="display: inline-block; width: auto; vertical-align: top; align-self: flex-start; flex: 0 0 auto; background-color: #ffffff; min-width: 5%; max-width: 100%; height: auto; box-sizing: border-box;"> <section style="justify-content: flex-end; display: flex; flex-flow: row nowrap; margin: 10px 0px 0px; box-sizing: border-box; transform: translate3d(10px, 0px, 0px);"> <section style="display: inline-block; vertical-align: top; width: auto; align-self: flex-start; flex: 0 0 auto; min-width: 5%; max-width: 100%; height: auto; box-sizing: border-box;"> <section style="text-align: center; margin: 23px 0px -23px; box-sizing: border-box; transform: translate3d(25px, 0px, 0px);"> <section style="display: inline-block; width: 36px; height: 7px; vertical-align: top; overflow: hidden; background-color: #a0a0a0; box-sizing: border-box;"> <section style="text-align: justify; color: #edfeff; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> </section> </section> </section> <section style="display: inline-block; vertical-align: top; width: auto; align-self: flex-start; flex: 0 0 auto; min-width: 5%; max-width: 100%; height: auto; box-sizing: border-box;"> <section style="text-align: center; box-sizing: border-box;"> <section style="display: inline-block; width: 37px; height: 37px; vertical-align: top; overflow: hidden; border-radius: 322px; background-color: #004083; box-sizing: border-box; border: 0px none #3e3e3e;"> <section style="text-align: justify; color: #f8fdff; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> </section> </section> </section> <section style="display: inline-block; vertical-align: top; width: auto; align-self: flex-start; flex: 0 0 auto; min-width: 5%; max-width: 100%; height: auto; box-sizing: border-box;"> <section style="text-align: left; margin: 10px 0px -10px; box-sizing: border-box; transform: translate3d(-18px, 0px, 0px);"> <section style="display: inline-block; width: 22px; height: 5px; vertical-align: top; overflow: hidden; background-color: #a0a0a0; box-sizing: border-box;"> <section style="text-align: justify; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> </section> </section> </section> </section> </section> </section> <section style="text-align: left; justify-content: flex-start; display: flex; flex-flow: row nowrap; margin: 0px 0px 10px; box-sizing: border-box;"> <section style="display: inline-block; width: 100%; vertical-align: top; align-self: flex-start; flex: 0 0 auto; padding: 25px 20px 20px; box-sizing: border-box; border: 1px solid #f58318;"> <section style="text-align: justify; color: #3e3e3e; box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">首先托马斯&middot;萨金特教授提出了本节课最终要解决的问题：<strong style="box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;">如何通过一系列观测值确定样本是从两种已知边际分布中的哪个中抽取。</span></strong>这个问题事实上有着实际应用的背景，最初是二战期间Milton Friedman和Allen Wallis帮助海军官方设计实验验证两种炮弹孰优孰劣时产生，并最终促使Abraham Wald提出了与动态编程密切相关的顺序分析法。接着，托马斯&middot;萨金特教授介绍了初级概率与矩阵、概率的频率学派和贝叶斯学派、可交换性与贝叶斯更新等知识。最后，<strong style="box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;">托马斯&middot;萨金特教授讲授了如何利用动态编程方法，通过先验概率描述每次抽样的状态，最终构建Bellman方程解决问题。</span></strong>托马斯&middot;萨金特教授深入浅出地将解决问题的过程展示给同学们，同学们也积极地和教授互动，课堂气氛十分活跃。</p> </section> </section> </section> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <section style="text-align: center; margin: 5px 0px 10px; line-height: 0; box-sizing: border-box;"> <section style="max-width: 100%; vertical-align: middle; display: inline-block; line-height: 0; box-sizing: border-box;"><img class="rich_pages wxw-img" style="vertical-align: middle; max-width: 100%; width: 603px; box-sizing: border-box; height: 340px;" src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795765566.jpeg" width="603" height="340" data-ratio="0.562962962962963" data-src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795765566.jpeg" data-type="png" data-w="1080" /></section> </section> <section style="box-sizing: border-box;"> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">最后，<strong style="box-sizing: border-box;"><span style="color: #f58318; box-sizing: border-box;">新加坡国立大学风险管理研究所主任Prof Chen Yi-Chun向托马斯&middot;萨金特教授赠送了纪念品表示尊敬与感谢，</span></strong>为他于新加坡国立大学风险管理研究所的学术访问画上圆满的句号。托马斯&middot;萨金特教授的授课和学术交流都给同学们留下了深刻印象，也为新加坡国立大学风险管理研究所师生们提供了宝贵的学习机会和思维启示。</p> <p style="margin: 0px; padding: 0px; box-sizing: border-box;">&nbsp;</p> </section> <section style="text-align: center; margin-top: 10px; margin-bottom: 10px; line-height: 0; box-sizing: border-box;"> <section style="max-width: 100%; vertical-align: middle; display: inline-block; line-height: 0; box-sizing: border-box;"><img class="rich_pages wxw-img" style="vertical-align: middle; max-width: 100%; width: 600px; box-sizing: border-box; height: 413px;" src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795150833.jpeg" width="600" height="413" data-ratio="0.687962962962963" data-src="https://editor-user.365editor.com/wechat/99/94/4992994/1681198795150833.jpeg" data-type="png" data-w="1080" /></section> </section> <section style="text-align: center; margin-top: 10px; margin-bottom: 10px; line-height: 0; box-sizing: border-box;"></section> </section> <p style="display: none;">&nbsp;</p> </section>