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金融民工阿聪 · 2021年03月03日

AR值(Accuracy Ratio)在原版书多少页有，没找着

  1. FRM II
  2. Credit Risk Measurement And Management

NO.PZ2019100902000019

问题如下：

which of the following statements is incorrect?

选项：

A.
In the cumulative accuracy profile or CAP(also called GINI curve), the accuracy ratio (AR) is defined as AR/AR+Ap, the closer this ratio is to 1, the more accurate is the model.
B.

K-nearest neighbor approach uses Non-parametric classification

C.

in the Support vector machines, the main idea is to separate the various classes of data (observations) using the best separating hyperplane (BSH), for which the distance to two parallel hyperplanes on each side is the largest.

D.
In the Fisher Linear discriminant analysis, the principal aim is to segregate and classify a heterogeneous population in heterogeneous subsets.

解释：

答案：D is correct.

解析：本题让选项错误的一个描述，A/B/C三个描述均正确。D选项错误，D选项的正确描述为：

the principal aim is to segregate and classify a heterogeneous population in homogeneous subsets.

1.AR值(Accuracy Ratio)在原版书多少页有，没找着。

2.公式里的AP是什么意思，AR又是什么意思。

3.然后还有就是。。感觉原版书和课件几乎完全对不上，像这个线性判别+K临近，还有很多定性定量跟原版书的定性定量说的也不一样，Z-score我也没找到，这个是原版书的问题吗，还是什么问题

辛苦老师解答~

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1 个答案

小刘_品职助教 · 2021年03月05日

嗨，从没放弃的小努力你好：


1） 我用的是2020的原版书，在教材的第337页

2）公式里的AP是指你自己的模型和完美模型部分围成的面积。AR是指你自己的模型和随机模型部分围成的面积，可以再听一下何老师的课哈~

3）这部分原版书的公式稍微有点问题，z-score在原版书的第4章82页就开始讲了~建议同学看讲义就好了哈，因为frm的教材写得不好，何老师根据经验总结梳理了很多~

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ2019100902000019 K-nearest neighbor approauses Non-parametric classification in the Support vector machines, the main ia is to separate the various classes of ta (observations) using the best separating hyperplane (BSH), for whithe stanto two parallel hyperplanes on easi is the largest. In the Fisher Linescriminant analysis, the principaim is to segregate anclassify a heterogeneous population in heterogeneous subsets. 答案is correct. 解析本题让错误的一个描述，A/B/C三个描述均正确。误，正确描述为 the principaim is to segregate anclassify a heterogeneous population in homogeneous subsets. 不太理解c的意思

2021-03-27 10:48 1 · 回答

K-nearest neighbor approauses Non-parametric classification in the Support vector machines, the main ia is to separate the various classes of ta (observations) using the best separating hyperplane (BSH), for whithe stanto two parallel hyperplanes on easi is the largest. In the Fisher Linescriminant analysis, the principaim is to segregate anclassify a heterogeneous population in heterogeneous subsets. 答案is correct. 解析本题让错误的一个描述，A/B/C三个描述均正确。误，正确描述为 the principaim is to segregate anclassify a heterogeneous population in homogeneous subsets. 老师，什么意思？以及答案的翻译。

2020-05-23 06:12 1 · 回答

K-nearest neighbor approauses Non-parametric classification in the Support vector machines, the main ia is to separate the various classes of ta (observations) using the best separating hyperplane (BSH), for whithe stanto two parallel hyperplanes on easi is the largest. In the Fisher Linescriminant analysis, the principaim is to segregate anclassify a heterogeneous population in heterogeneous subsets. 答案is correct. 解析本题让错误的一个描述，A/B/C三个描述均正确。误，正确描述为 the principaim is to segregate anclassify a heterogeneous population in homogeneous subsets. A也是错的吧，原版书322页说Accuraratio是Ar/Ap

2020-03-05 16:02 1 · 回答

请问能否一下A啥意思呀？好像学到这里没有涉及?谢谢！

2020-02-24 22:24 1 · 回答