NO.PZ2019052001000038
问题如下：
Phoenix is the CRO of Blackstone Commercial Bank. In the process of modeling, he found that if the data window is taken too short, the error of the model will be larger. To solve this problem, he extended the data window to include earlier data, but it brought new problems. Which of the following options describes this new problem?
选项：
A.put higher weight on new information.
B.Causing greater model error.
C.The weight of past stale data is relatively high, while they are actually useless.
D.Computational complexity will increase significantly
解释：
C is correct.
考点： Common Valuation and Estimation Errors
解析：向模型添加更多的数据，可减少估计误差、提高统计的功效。 但是，添加的数据如果过多，那么就会包含进过多太陈旧的信息，即过分重视过时的信息，毕竟这些信息现在可能无关紧要。因此选C。其他选都是凑选项的。
哈喽~ 我理解说 时间窗口长 数据会non-stationary due to regime change，
但是感觉B才是最general的呀
C咋就relative high了捏~比方说我从过去仨月变成过去4个月 那还是new data的比例比较高吗hhh~
我第一个就排除的AC 哈哈哈哈 在BD蒙的！没想到竟然能是C 是非常困惑了
