NO.PZ201512020300000501
问题如下:
1 The machine learning techniques appropriate for executing Step 1 are most likely to be based on:
选项:
A.regression
classification
clustering
解释:
A is correct. The target variable (quarterly return) is continuous, hence this calls for a supervised machine learning based regression model.
B is incorrect, since classification uses categorical or ordinal target variables, while in Step 1 the target variable (quarterly return) is continuous.
C is incorrect, since clustering involves unsupervised machine learning so does not have a target variable.
Then, the 20 stocks with the lowest estimated return are identified forreplacement.
这里为什么体现为regression,是剔除波动较大的数据吗