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CFApipa · 2022年07月20日

请教老师,out of sample test在讲义那个部分有呢?谢谢

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

1 个答案

星星_品职助教 · 2022年07月20日

同学你好,

可参照Data-mining bias的对应部分,如下: