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HG · 2020年09月23日

问一道题:NO.PZ2015120204000059

问题如下:

In completing her analysis, Maxwell considers her choice of simulation analysis over alternative approaches, such as decision trees and scenario analysis, to be justified. Although scenario analysis and decision trees both consider possible outcomes, neither can be used easily when correlated variables are present. Further, she notes that, compared with scenario analysis and decision trees, simulation is best suited for continuous risks, whether they be concurrent or sequential.

Maxwell’s justifications for her choice of simulation analysis are correct with respect to:

选项:

A.

correlated risks.
 

B.

continuous risks.
 

C.

both correlated risks and continuous risks.
 

解释:

C is correct. Correlated risks are difficult to model in decision trees. In addition, adjusting scenario analysis for correlated risks is subjective. Scenario analysis and decision trees are generally built around discrete outcomes in risky events, whereas simulations are better suited for continuous risks. Further, if the various risks to which an investment is exposed are correlated, simulations allow for explicitly modeling these correlations if they can be estimated. 

老师CART为啥不能体现相关性呢,每一个features不是可以互为条件吗?讲义里的话是uncover complex dependence between features,不是说可以揭示相关性吗?

3 个答案

星星_品职助教 · 2021年02月24日

@Angela

是的,CART全称是Classification and Regression Tree,即分类与回归树算法。

decision tree一般就翻译为决策树。

但这俩考点相差挺多的。分别是机器学习和数量最后一章论文节选里的内容。

CART考察相对来说多一点。

星星_品职助教 · 2020年09月25日

@HG CART是第七章的考点 ,decision tree是第九章的考点,不是同一个考点

星星_品职助教 · 2020年09月24日

同学你好,

这道题考察的是Reading 9 Excerpt from "Probabilistic Approaches: Scenario Analysis, Dicision Tree, and Simulation中的内容,考点是simulation,scenario analysis和sensitivity analysis的区别。

CART是Reading 7 Machine Learning的内容,和本题没有关系。

Angela · 2021年02月24日

CART 中文是分类回归树,desicion tree中文是决策树对吗?