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?