NO.PZ2015120204000029
问题如下:
Paul suggests the following step which would be repeated every quarter.
Step 1 We apply ML techniques to a model including fundamental and technical variables (features) to predict next quarter’s return for each of the 100 stocks currently in our portfolio. Then, the 20 stocks with the lowest estimated return are identified for replacement.
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.
文中提到“are identified for replacement”,不是说明把数据分成replacement和non-replacement吗,这种它的target不是分类吗?还是说只要出现了连续的数据,就100%是regression?