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muamadove · 2021年06月03日

Then, the 20 stocks with the lowest estimated return are identified forreplacement.这里是剔除波动较大的数据吗

* 问题详情,请 查看题干

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

B.

classification

C.

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

1 个答案

星星_品职助教 · 2021年06月04日

同学你好,

根据选项做排除法即可。

Regression适用于supervised learning下target variable为连续型变量的情况。本题的target为“returns”,是典型的连续型变量。

而离散型的变量适用于classification。

本题有target variable,所以排除unsupervised learning下的方法(clustering)

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“the 20 stocks with the lowest estimated return are identified forreplacement.”指的是通过Regression的方法分析出return最差的20只股票,然后剔除出投资组合