纽约市哥伦比亚大学(Columbia University in the City of New York)

是一所坐落于纽约市曼哈顿上城晨边高地的私立研究型大学,常春藤联盟成员。她被视作世界上最具声望的大学之一。 哥伦比亚大学是美国大学协会的十四个创立成员之一,并且是美国第一所授予医学博士学位的大学。 哥伦比亚大学是每年一度的普利策奖的颁发机构,哥伦比亚大学——包括其前身国王学院——的著名校友包括五位美国开国元勋;九位美国最高法院法官;二十位在世的亿万富翁;二十九位奥斯卡奖获得者;以及二十九位各国元首,包括三位美国总统。九十五位校友、教职工或研究人员是诺贝尔奖获得者,数量在全球所有大学中名列第五。

哥伦比亚大学-经济学科研2

一、课题方向

Game theory

博弈论

Design of mechanism and method

机制与方法设计

Decision theory

决策理论

Behavioral economics

行为经济学

Financial Transactions

金融交易

Financial Frictions

金融摩擦

Information Acquisition and Mechanism Method Design

信息获取与机制方法设计

Mathematics数学

 

二、导师背景

哥伦比亚大学经济学助理教授

耶鲁大学博士后研究员

哈佛大学经济学博士

 

三、科研内容参考

Goals

How do/should individuals make decisions in this interactive world? Through this research program, students are introduced to the game theoretic perspective of social and economic activities. More importantly, students will learn to read papers in the frontier of economics and appreciate their strengths and weaknesses. Toward the end of the program, students will be guided to initiate their own research on a topic of their choice. Hopefully the research is continued in the future and turned into a paper. The tentative plan is to:

1. Lay the mathematical foundation for modern game theory - so you can speak jargon and think about games abstractly;

2. Discuss numerous games encountered in the real world - so you get a sense of how economists simplify" complex situations into a compact game-form;

3. Study in-depth the existing literature of selected subareas of game theory -so you develop the knowledge of what has/has not been done and acquire the skills to replicate a paper as well as write your own;

4. Formulate an interesting question and probe its answer via guided research - so you take away first-hand experience of how research actually goes and discover for yourself whether it is exciting or excruciating.

Whether you are in the process of applying for graduate school or just considering that as an option, this research program will give you new insights on the life of an academic. Even if you have no intention of pursuing academia, knowing game theory may provide you with a different angle to approach strategic decisions. To be a bit practical, many financial trading firms are taking advantage of game theoretic models to make millions of profits nowadays. No wonder game theory has become a mandatory course in business schools, and the topic often pops up in job interviews.

Last but not least, many results in game theory are cool and even surprising. In learning these results, you will also get to know such great names (including 10 Nobel laureates) as John von Neumann, Harold Kuhn, David Blackwell, John Nash, Rein- hard Selten, John Harsanyi, Robert Aumann, Thomas Schelling, Eric Maskin, Roger Myerson, David Gale, Lloyd Shapley, Alvin Roth, Drew Fudenberg and Jean Tirole. I hope you will be fascinated and inspired by their talents as well as by their lives.

Prerequisites

As the program will be mostly self-contained, it is not necessary to have previous expo-sure to game theory or any other subfield of economics. However, some advanced mathematical knowledge is indispensable to understanding the materials and ultimately proving theorems of your own. The detailed requirements are listed below:

You should be comfortable with algebraic manipulations such as solving systems of (linear) equations. Knowing some basic calculus (how to take derivatives) and/or probability (what expectation means) is a definite plus. Better still is decent famil- iarity with real analysis, point-set topology, linear algebra and probability theory. An ability to read and write proofs will be highly beneficial. But most importantly, you should be willing to look things up and not let confusion slip through.

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