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Joanne · 2023年02月11日

这道题目怎么理解?具体考什么知识点

NO.PZ2021101401000041

问题如下:

The assignment is for Martin to use the vast amount of data that SAMN has collected to design a machine learning (ML) model using advanced statistical methods to characterize data structures and relations.

The model that Martin is tasked with designing will likely be most effective:

选项:

A.

for testing new markets.

B.

in a well-understood market environment

C.

during periods of higher than normal market volatility

解释:

B is correct. Many trading problems are ideally suited for machine learning analyses because the problems repeat regularly and often. For such problems, machine-based learning systems can be extraordinarily powerful. However, these systems are often useless—or worse—when trading becomes extraordinary, as when volatilities shoot up. Machine learning systems frequently do not produce useful information during volatility episodes because they have few precedents from which the machines can learn. Thus, traders often instruct their electronic trading systems to stop trading—and sometimes to close out their positions—whenever they recognize that they are entering uncharted territory. Many traders shut down when volatility spikes—both because highvolatility episodes are uncommon and thus not well understood and because even if such episodes were well understood, they represent periods of exceptionally high risk.

如题,这题怎么理解呢?

1 个答案

星星_品职助教 · 2023年02月12日

同学你好,

这道题考察机器学习在trading中的应用和风险。

机器学习的原则为根据历史数据得到规律,再利用该规律去预测未来。所以只有在B选项描述的投资者了解规律的市场中才适用。

A选项中,新的市场尚未形成规律,无法应用机器学习;

C选项中,市场规律发生了变化,基于历史数据的规律就不再适用了。

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