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安宝123 · 2020年02月20日

问一道题: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.

虽然我明白是求return,是一个连续的数值,应该是regression,但是题目不是有说是把最低的20个替换,那这里不是应该要排序,然后替换后面20个吗?排序不是应该贴标签吗?

1 个答案

星星_品职助教 · 2020年02月21日

同学你好,

贴标签指的是贴出来谁是Y,谁是X,指的不是排序的这种贴标签,这种是一级的“排列”考点,和机器学习是没关系的。