NO.PZ2017092702000117
问题如下:
Which sampling bias is most likely investigated with an out-of-sample test?
选项:
A.Look-ahead bias
B.Data-mining bias
C.Sample selection bias
解释:
B is correct.
An out-of-sample test is used to investigate the presence of data-mining bias. Such a test uses a sample that does not overlap the time period of the sample on which a variable, strategy, or model was developed.
样本外测试用于调查数据挖掘偏差的存在。 此类测试使用的样本与开发变量、策略或模型的样本时间段不重叠。
请教老师,out of sample test在讲义那个部分有呢?谢谢