038概率中等数值题short
Intraday Momentum and Regime Classification
题目
A quantitative analyst classifies each trading day as either "trending" (probability 0.6) or "mean-reverting" (probability 0.4).
- On a trending day, the morning session is positive with probability 0.7, and given a positive morning the afternoon session is also positive with probability 0.8.
- On a mean-reverting day, the morning session is positive with probability 0.5, and given a positive morning the afternoon session is positive with probability 0.3.
Today both the morning and afternoon sessions are positive. What is the posterior probability that today is a trending day?
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