研究生workshop由首都经济贸易大学国际经济管理学院主办。主要内容：一是研究生报告前沿或经典文献，二是研究生报告自己的研究或研究设想。论坛宗旨是：为学院师生搭建一个学术交流平台，营造浓厚学术氛围；通过对经典论著或前沿文献的研讨，拓宽研究生的理论视野，提升研究生的前沿方法运用能力，帮助研究生提高论文写作质量。

本期workshop

报告人：王璞（博士四年级）

导师：李鲲鹏，李委明

报告题目：《发债企业信用风险度量研究-基于因子增强可解释深度学习方法》

报告摘要：

信用债市场在金融系统中扮演着重要的角色，然而基于专家分析模型的传统信用风险评估和度量方法，较少考虑企业的动态变化，在风险度量的精确度和时效性方面存在一定的改进空间。本文提出了一种基于因子增强可解释深度学习的信用风险度量方法，改进了传统信用分析指标体系，增加了债券价格类指标，弥补了传统信用评估和度量模型动态分析能力不足的问题，使用多次欠采样方法，提升了违约样本比例不均衡条件下机器学习模型效果。

报告人：苏欢（博士一年级）

导师：李鲲鹏

报告题目1：《Identification of Endogenous Social Effects: The Reflection Problem》, The Review of Economic Studies, 1993.

报告摘要1：

This paper examines the reflection problem that arises when a researcher observing the distribution of behaviour in a population tries to infer whether the average behaviour in some group influences the behaviour of the individuals that comprise the group. It is found that inference is not possible unless the researcher has prior information specifying the composition of reference groups. If this information is available, the prospects for inference depend critically on the population relationship between the variables defining reference groups and those directly affecting outcomes. Inference is difficult to impossible if these variables are functionally dependent or are statistically independent. The prospects are better if the variables defining reference groups and those directly affecting outcomes are moderately related in the population.

报告题目2：《Discrete Choice with Social Interactions》, The Review of Economic Studies, 2001.

报告摘要2：

This paper provides an analysis of aggregate behavioural outcomes when individual utility exhibits social interaction effects. We study generalized logistic models of individual choice which incorporate terms reflecting the desire of individuals to conform to the behaviour of others in an environment of noncooperative decisionmaking. Laws of large numbers are generated in such environments. Multiplicity of equilibria in these models, which are equivalent to the existence of multiple self-consistent means for average choice behaviour, will exist when the social interactions exceed a particular threshold. Local stability of these multiple equilibria is also studied. The properties of the noncooperative economy are contrasted with the properties of an economy in which a social planner determines the set of individual choices. Finally, a likelihood function based on the theoretical model is given and conditions for the econometric identifiability of the model are established.

报告题目3：《Identification of binary choice models with social interactions》, Journal of Econometrics, 2007.

报告摘要3：

This paper provides a set of results on the econometric identifiability of binary choice models with social interactions. Our analysis moves beyond parametric identification results that have been obtained in the literature to consider the identifiability of model parameters when the distribution of random payoff terms is unknown. Further, we consider how identification is affected by the presence of unobservable payoff terms of various types as well as identification in the presence of certain forms of endogenous group membership. Our results suggest that at least partial identification may be achieved under assumptions that in certain contexts may be plausible.