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北匈奴人 · 2025年02月02日

那么这个look ahead bias属于框架里哪个缺点?

 19:36 (1.5X) 


那么这个look ahead bias属于框架里哪个缺点?


1 个答案

源_品职助教 · 2025年02月05日

嗨,从没放弃的小努力你好:



属于“Economic Indicators”的缺点。列一下咱们讲义的原文

Drawbacks of the (composite) leading indicator methodology

The most recently published historical indicator series will almost certainly appear to have fit past business cycles (i.e., GDP) better than it actually did in real time.

This distortion is known as “look ahead” bias. Correspondingly, the LEI may be less reliable in predicting the current/next cycle than history suggests.


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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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