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星夜晴空 · 2020年02月23日

问一道题:NO.PZ2015120204000037

问题如下:

Paul suggests the following step which would be repeated every quarter.

Step 4 Our five experienced securities analysts are each assigned four of the groups, and then each analyst selects their one best stock pick from each of their assigned groups. These 20 “high-conviction” stocks will be added to our portfolio (in replacement of the 20 relatively underperforming stocks to be sold in Step 1).

A couple of additional comments related to the above:

Comment 1 The ML algorithms will require large amounts of data. We would first need to explore using free or inexpensive historical datasets and then evaluate their usefulness for the ML-based stock selection processes before deciding on using data that requires subscription.

Comment 2 As time passes, we expect to find additional ways to apply ML techniques to refine Alef’s investment processes.

Regarding Comment #2, Moresanu has been thinking about the applications of neural networks (NNs) and deep learning (DL) to investment management. Which statement(s) best describe(s) the tasks for which NNs and DL are well-suited?

Statement I NNs and DL are well-suited for image and speech recognition, and natural language processing.

Statement II NNs and DL are well-suited for developing single variable ordinary least squares regression models.

Statement III NNs and DL are well-suited for modelling non-linearities and complex interactions among many features.

选项:

A.

Statement II only

B.

Statements I and III.

C.

Statements I, II and III.

解释:

B is correct. NNs and DL are well-suited for addressing highly complex machine learning tasks, such as image classification, face recognition, speech recognition and natural language processing. These complicated tasks are characterized by non-linearities and complex interactions between large numbers of feature inputs.

A is incorrect, because NNs and DL are well-suited for addressing highly complex machine learning tasks, not simple single variable OLS regression models.

C is incorrect, because NNs and DL are well-suited for addressing highly complex machine learning tasks, not simple single variable OLS regression models.

请问老师能不能解释一下B选项的意思。虽然选对了,但是B具体什么意思不大懂。

1 个答案

星星_品职助教 · 2020年02月23日

同学你好,

Statement I和III都是上课讲过的NN和DL的特点,可以处理比较复杂的任务(Sts I),也可以处理非线性和复杂的关系(Sts III)

而处理简单的关系不是NN和DL的特点,II选项讲的是用OLS做回归,这个用一般的线性方程就可以了,不需要高端的NN和DL

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