10金融系统计算机软件实习

10金融系统计算机软件实习 金融系统计算机软件实习 第一阶段 证券投资实习的具体内容 1( 本阶段的目的和要求 : 目的:验证股改后中国股票市场是否达到半强有效 要求:每小组建立10只股票和市场组合证券的回报率(上证综指和深 ,,ii证成指)之间的计量经济模型，从而得到每只股票的和 (i=1,2,3,…10) ,,ii的估计值。一共有120个这种回归。然后根据估计出的和的估计值计算每只股票的预期收益率。并计算出超额收益率(每股票预期收益率的计算一定要落实到个人)。各个小组的资料汇总后用EVIEWS软件绘出沪市和深市超额收益率的图形，通过对比分析，得出我国股市是否达到半强有效的结论。 2( 实习内容或原理 实习的内容:本文根据2012年度公布的沪、深股市2011年度年报的先后顺序，分别选择沪深两市先公布和最后公布的四组数据，每组数据选择30支股票(剔除ST，*ST股票)，然后以年报公布日为基期(0)，向前依次选取20天的收盘价格，向后依次选取20天的收盘价格，每只股票选择41个交易日的收盘价格数据(可以计算出40个日收益率数据)作为单个股票的估计样本。沪、深股市共选择120支股票，4800个交易日日收益率数据作为全部个股估计样本(被解释变量)。同时选择每支股票选定交易日对应沪市综指市场日收益率和深成指市场日收益率数据作为估计样本(解释变量)。 实验的原理:计量经济方法，事件研究法，CAPM模型 3( 组织方式:教师指导教学。 disease and other causes, clinical manifestation, diagnosis and treatment emergent percutaneous transluminal coronary angioplasty (PTCA) and other Interventional therapeutic indication and application principle of dynamic electrocardiogram, pericardiocentesis, cardiac pacing. About: secondary hypertension and artificial valves and intravenous drug addicts endocarditis, myocardial disease, diagnosis and treatment of cardiac neurosis heart echocardiography, Radiofrequency catheter ablation for the treatment of patients. 2. basic requirements (1) learning disease species and the cases number requirements: disease species cases number (?) acute myocarditis 2 acute Crown pulse integrated levy 10 acute pericarditis 2 primary hypertension 5 rhythm disorders 5 congestive heart failure 5 (2) clinical operation technology requirements: clinical operation technology name cases times (?) ECG check 20 emergency dissolved tied operation 4 except fibrillation and the electrical cardioversion law 5 3. high requirements (1) learning disease species and the cases number requirements: disease species cases number (?) heart valve disease 2 infection sex endocardial inflammatory 1 Congenital heart disease 2 1 for constrictive pericarditis hypertension secondary to peripheral vascular diseases, 2 2 prosthetic valve endocarditis in intravenous drug addicts and 1 ... Mastering: cerebrovascular accidents, intracranial hypertension, epilepsy, multiple nerve root 证券投资实习的实验指导书 实验目的:验证股改后中国股票市场是否达到半强有效 样本数据的选择:根据2012年度公布的沪、深股市2011年度年报的先后顺序，分别选择沪深两市先公布和最后公布的四组数据，每组数据选择30支股票(剔除ST，*ST股票)，然后以年报公布日为基期(0)，向前依次选取20天的收盘价格，向后依次选取20天的收盘价格，每只股票选择41个交易日的收盘价格数据(可以计算出40个日收益率数据)作为单个股票的估计样本。沪、深股市共选择120支股票，4800个交易日日收益率数据作为全部个股估计样本(被解释变量)。同时选择每支股票选定交易日对应沪市综指市场日收益率和深成指市场日收益率数据作为估计样本(解释变量)。 分组要求: 金融一班 负责沪市60只股票，由班长负责分成6个小组 金融二班 负责沪市60只股票，由班长负责分成6个小组 金融三班 负责沪市60只股票，由班长负责分成6个小组 金融四班 负责深市60只股票，由班长负责分成6个小组 金融五班 负责深市60只股票，由班长负责分成6个小组 金融六班 负责深市60只股票，由班长负责分成6个小组 金融七班 负责深市60只股票，由班长负责分成6个小组 金融八班 负责深市60只股票，由班长负责分成6个小组 班长分组后每组选出一个组长，然后将分组名单报送到陈石清老师处。 Chensq1957@126.com 实验要求:每小组建立10只股票和市场组合证券的回报率(上证综指和深 ,,证成指)之间的计量经济模型，从而得到每只股票的和 i(i=1,2,3,…10)ii ,,的估计值。一共有120个这种回归。然后根据估计出的和的估计值计算iidisease and other causes, clinical manifestation, diagnosis and treatment emergent percutaneous transluminal coronary angioplasty (PTCA) and other Interventional therapeutic indication and application principle of dynamic electrocardiogram, pericardiocentesis, cardiac pacing. About: secondary hypertension and artificial valves and intravenous drug addicts endocarditis, myocardial disease, diagnosis and treatment of cardiac neurosis heart echocardiography, Radiofrequency catheter ablation for the treatment of patients. 2. basic requirements (1) learning disease species and the cases number requirements: disease species cases number (?) acute myocarditis 2 acute Crown pulse integrated levy 10 acute pericarditis 2 primary hypertension 5 rhythm disorders 5 congestive heart failure 5 (2) clinical operation technology requirements: clinical operation technology name cases times (?) ECG check 20 emergency dissolved tied operation 4 except fibrillation and the electrical cardioversion law 5 3. high requirements (1) learning disease species and the cases number requirements: disease species cases number (?) heart valve disease 2 infection sex endocardial inflammatory 1 Congenital heart disease 2 1 for constrictive pericarditis hypertension secondary to peripheral vascular diseases, 2 2 prosthetic valve endocarditis in intravenous drug addicts and 1 ... Mastering: cerebrovascular accidents, intracranial hypertension, epilepsy, multiple nerve root 每只股票的预期收益率。并计算出超额收益率(每股票预期收益率的计算一定要落实到个人)。 各个小组的资料汇总后用EVIEWS软件绘出沪市和深市超额收益率的图形，通过对比分析，得出我国股市是否达到半强有效的结论。 实验原理:计量经济方法，事件研究法，CAPM模型。 实验步骤及所提交的实验内容 (1)依照市场模型将CAPM写为单指数模型形式: 用R,,，,R，,itiimtit每支股票日收益率和市场收益率数据估计事件期内每支股票的截距项和斜率项。为i股票在,时刻的收益率，,(当日收盘价,上日收盘价)/RRitit 上日收盘价;为常数，为第i只股票的贝塔系数;为,时刻的市场报,R,mtii 酬率，用上证综合指数和深圳成分指数代替，,(大盘指数的当日收盘Rmt 价,上日收盘价)/上日收盘价;为第i只股票的公司因素对收益率的影响。 ,it 我们以年报公布日为基期0，将四组股票的日收益率和算出，然RRmtit后利用上式进行回归，分别计算出每只股票的和的估计值。 ,,ii (2) 利用基期前后各20天的收益率，利用第一步计算出的，,;值分,ii别计算每支股票估计期间的期望收益率。 (3) 再将样本区间,-20，20,内每支股票实际收益率减去期望收益率，计算每支股票的超额收益率即残差。如果e>0，表明实际收益大于预期收益，it 即事件发生后股票价格的增加大于预期的增加值，反之，则表明实际收益小于预期收益，即事件发生后股票价格的增加小于预期的增加值。 (4)对沪、深股市先公布年报和后公布年报四组数据分别计算每组30支股票每日超额收益的平均值，e=e,我们可以得到一个关于超额收益平均值tit 的时间序列[-20，20]，根据这个时间数列描绘出超额收益曲线的变化图，通过观察可以看出基期前后(年报公布日前后)超额收益的变化情况，从而判disease and other causes, clinical manifestation, diagnosis and treatment emergent percutaneous transluminal coronary angioplasty (PTCA) and other Interventional therapeutic indication and application principle of dynamic electrocardiogram, pericardiocentesis, cardiac pacing. About: secondary hypertension and artificial valves and intravenous drug addicts endocarditis, myocardial disease, diagnosis and treatment of cardiac neurosis heart echocardiography, Radiofrequency catheter ablation for the treatment of patients. 2. basic requirements (1) learning disease species and the cases number requirements: disease species cases number (?) acute myocarditis 2 acute Crown pulse integrated levy 10 acute pericarditis 2 primary hypertension 5 rhythm disorders 5 congestive heart failure 5 (2) clinical operation technology requirements: clinical operation technology name cases times (?) ECG check 20 emergency dissolved tied operation 4 except fibrillation and the electrical cardioversion law 5 3. high requirements (1) learning disease species and the cases number requirements: disease species cases number (?) heart valve disease 2 infection sex endocardial inflammatory 1 Congenital heart disease 2 1 for constrictive pericarditis hypertension secondary to peripheral vascular diseases, 2 2 prosthetic valve endocarditis in intravenous drug addicts and 1 ... Mastering: cerebrovascular accidents, intracranial hypertension, epilepsy, multiple nerve root 断市场是否达到半强效率。 注意:事件研究法中的事件是指公司重大事件的发生日，如债券发行日、公司兼并公告日、股票股利发放日、盈利宣告日等，也可以是普遍的经济事件，如通货膨胀、贸易赤字等的发生。本文选定年报公布作为事件，然后以年报公布日为基期(0)，向前依次选取20天的收盘价格，向后依次选取20天的收盘价格，一共120只股票41天的收盘价格数据作为样本，分析年报公布日前后平均超额收益率变化，以此考察年报公布对股票收益的影响。如果存在年报公布前平均超额收益率明显高于或低于年报公布后平均超额收益率，则认为公开事件对股票市场效率存在影响，股票市场不符合半强式有效市场定义，进而可以判断中国股票市场还不属于半强式有效市场，否则可认为，该事件通过股票市场半强式有效市场检验。 补充说明: 计算出超额收益率平均值后要检验其是否显著为零。 方法如下: ARtT,~T(N-1) SN S为样本标准差。 ˆ超额收益率: ER,R,Rititit n 平均超额收益率: AR,ERn,tit,1i T 平均累计超额收益率: CAR,AR,t,1t disease and other causes, clinical manifestation, diagnosis and treatment emergent percutaneous transluminal coronary angioplasty (PTCA) and other Interventional therapeutic indication and application principle of dynamic electrocardiogram, pericardiocentesis, cardiac pacing. About: secondary hypertension and artificial valves and intravenous drug addicts endocarditis, myocardial disease, diagnosis and treatment of cardiac neurosis heart echocardiography, Radiofrequency catheter ablation for the treatment of patients. 2. basic requirements (1) learning disease species and the cases number requirements: disease species cases number (?) acute myocarditis 2 acute Crown pulse integrated levy 10 acute pericarditis 2 primary hypertension 5 rhythm disorders 5 congestive heart failure 5 (2) clinical operation technology requirements: clinical operation technology name cases times (?) ECG check 20 emergency dissolved tied operation 4 except fibrillation and the electrical cardioversion law 5 3. high requirements (1) learning disease species and the cases number requirements: disease species cases number (?) heart valve disease 2 infection sex endocardial inflammatory 1 Congenital heart disease 2 1 for constrictive pericarditis hypertension secondary to peripheral vascular diseases, 2 2 prosthetic valve endocarditis in intravenous drug addicts and 1 ... Mastering: cerebrovascular accidents, intracranial hypertension, epilepsy, multiple nerve root 第二阶段 银行模拟实务实习的具体内容 1.本阶段的目的和要求 : 目的:通过该部分模拟实验，要求学生了解银行后台业务管理的整体架构和管理流程，熟悉对公业务、储蓄业务、报表打印、账务管理、档案管理、柜员管理、凭证管理的后台操作管理。 要求:要求学生预习《商业银行经营管理》和《银行会计教程》相关业务管理知识，参看《商业银行实务》等相关书籍。 2.实习内容或原理 实习的内容:系统管理业务涵盖了系统管理的整个流程，包括日常管理、机构管理、利息管理、账务管理、人员管理等内容，重点掌握利率及科目设置更改等内容，熟悉后台系统管理的规则。储蓄业务包括活期储蓄、定活两便、整存整取、零存整取、存本取息、定期一本通，还包括一些特殊业务，如挂失、解挂、冻结、解冻、冲正等。 实验的原理:银行模拟教学平台(SimBank) 3.组织方式:教师指导教学。 disease and other causes, clinical manifestation, diagnosis and treatment emergent percutaneous transluminal coronary angioplasty (PTCA) and other Interventional therapeutic indication and application principle of dynamic electrocardiogram, pericardiocentesis, cardiac pacing. About: secondary hypertension and artificial valves and intravenous drug addicts endocarditis, myocardial disease, diagnosis and treatment of cardiac neurosis heart echocardiography, Radiofrequency catheter ablation for the treatment of patients. 2. basic requirements (1) learning disease species and the cases number requirements: disease species cases number (?) acute myocarditis 2 acute Crown pulse integrated levy 10 acute pericarditis 2 primary hypertension 5 rhythm disorders 5 congestive heart failure 5 (2) clinical operation technology requirements: clinical operation technology name cases times (?) ECG check 20 emergency dissolved tied operation 4 except fibrillation and the electrical cardioversion law 5 3. high requirements (1) learning disease species and the cases number requirements: disease species cases number (?) heart valve disease 2 infection sex endocardial inflammatory 1 Congenital heart disease 2 1 for constrictive pericarditis hypertension secondary to peripheral vascular diseases, 2 2 prosthetic valve endocarditis in intravenous drug addicts and 1 ... Mastering: cerebrovascular accidents, intracranial hypertension, epilepsy, multiple nerve root