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金融民工阿聪 · 2022年02月20日

关于为什么不选B

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

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.

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?

1 个答案

星星_品职助教 · 2022年02月20日

同学你好,

关键在于题干中的这句“... to predict next quarter’s return for...”,所以模型的目的是要把return(target variable)预测出来的,这就不是分类了。

换个角度出发,预测return就是前面学过的回归分析的内容。