NO.PZ2019052001000137
问题如下：
Even though risk managers cannot eliminate model risk,
there are many ways managers can protect themselves against model risk. Which
of the following statement about managing model risk is correct?
选项：
A.Models should be test against known problems.
It is not advisable to estimate model risk using
simulations.
Complex models are generally preferable to simple
models.
Small discrepancies in model outputs are always
acceptable.
解释：
One way to protect against model risk is to test a
model against known problems. It is always a good idea to check a model against
simple problems to which one already knows the answer, and many problems can be
distilled to simple special cases that have known answers. If the model fails
to give the correct answer to a problem whose solution is already known, then
this indicates that there is something wrong with it.
A的话，我记得不是说一个模型好坏，不可以用已知问题来test嘛？因为你这个模型本来就是已知问题作为输入量建立出来的，用已知去测试那肯定是只会得出高度拟合的结论啊？
