同同學(xué)
2020-11-03 00:36想問下CME的case2的最后一問,為什么data mining bias不是正確的呢? 因為老師自己也說沒有證據(jù)找證據(jù),文章最后一段也說add more variables to the model為了做出自己期望的,這不是就是data mining bias的定義嗎?求解答,謝謝。
所屬:CFA Level III > Capital Market Expectations 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Nicholas助教
2020-11-03 15:11
該回答已被題主采納
同學(xué),下午好。
這里針對下文信息:
In a recent meeting, the team discussed how using the last two years of historical data for oil-related industries generated relationships between factors that had not existed in the past. One member of the team, Steve Phillips, stated:
The relationships reflect the fact that hurricane activity in the last two years has impacted oil concerns worldwide. There is no reason to believe that such relationships will continue in the future.
那么在上述信息里,這里是講利用過去兩年石油相關(guān)的歷史數(shù)據(jù)來建立過去不存在因素之間的關(guān)系,這兩年由于是颶風(fēng)活動影響了石油。
那么是特殊時間段的信息影響了目前正常時間段的估計,所以是Time-period
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