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4398Cross-Sectional Z-Score 3A stock returns 1.5% while its sector index returns 0.9%. If the stock's sector beta is 1.2, what sector-residual return feature do you compute?机器学习简单数值题未尝试面试订阅4399Cross-Sectional Z-Score 4Yesterday's return was 1.8%. The trailing mean of completed daily returns is 0.3% and the trailing standard deviation is 0.5%. What lagged return z-score feature do you record?机器学习简单数值题未尝试面试订阅4400Cross-Sectional Z-Score 5A stock closes at 50 yesterday and opens at 51 today, while the market index closes at 2000 yesterday and opens at 2020 today. If the stock's overnight beta to the market is 1.5, what market-adjusted overnight return feature do you compute?机器学习简单数值题未尝试面试订阅4406Longer Horizon, More SmoothingIf you lengthen a forward-return label from 1 day to 20 days while sampling daily, what happens to overlap and effective sample independence?机器学习中等essay未尝试面试订阅4407Residual Feature DriftWhy can a residualized return feature that looked stable in-sample become unstable after a regime shift?机器学习中等essay未尝试面试订阅4408Normalization Window LengthIf you shorten the rolling window used to z-score a return feature, how does the feature usually respond to recent shocks?机器学习中等essay未尝试面试订阅4409Raw Returns Versus Scaled ReturnsWhy can a model trained on raw multi-asset returns misallocate attention across assets compared with standardized return features?机器学习中等essay未尝试面试订阅4410Sampling FrequencyIf you downsample from daily to weekly observations when using medium-horizon return features, what usually happens to overlap and microstructure noise?机器学习中等essay未尝试面试订阅4421Valid Labels After Warm-Up 6A 30-day test block is scored with 7-day forward returns, but the first 4 days of the block are used only to warm up a rolling feature. How many test-day signals can still receive a fully observed label?机器学习中等数值题未尝试面试订阅4422Execution-Lagged Label Capacity 7A test block has 25 trading days. A signal generated on day t is executed on day t+1 and evaluated on the open-to-close return from day t+1 through day t+4. How many signals inside the block can be scored without the label running past the block end?机器学习中等数值题未尝试面试订阅4423Thinned Rebalance Starts 8A 40-day test block only emits signals every 5th day, starting on day 1. Each signal uses a 10-day forward label that must fit entirely inside the block. How many emitted signals are actually scoreable?机器学习中等数值题未尝试面试订阅4424Usable Fraction Of Test Block 9A 30-day test block is evaluated with 10-day forward returns. If you insist that each full label stays inside the block, what fraction of calendar starts inside the block are actually usable?机器学习中等数值题未尝试面试订阅4425Monthly Refit Count With Quarterly Test Blocks 10A walk-forward process uses 24 months of initial training and then evaluates 3-month test blocks, advancing the whole scheme by 1 month each time through a total history of 39 months. How many model refits are performed?机器学习中等数值题未尝试面试订阅4431Longer Train WindowIf you lengthen the training window in walk-forward validation, what tradeoff usually changes?机器学习中等essay未尝试面试订阅4432Longer Test WindowIf you lengthen the test block while holding the train block fixed, what usually happens to score variance and regime purity?机器学习中等essay未尝试面试订阅4433Faster Step SizeIf you move the walk-forward step from monthly to daily while keeping long horizons, what often happens to dependence between adjacent folds?机器学习中等essay未尝试面试订阅4434Embargo Too ShortWhat is the most likely consequence of using an embargo shorter than the label horizon?机器学习中等essay未尝试面试订阅4435Refitting Less OftenIf you refit less often in a stable regime, what usually happens to turnover of the model parameters?机器学习中等essay未尝试面试订阅4446Equal Variance Contribution Weight 6Two independent signal sleeves have standard deviations 2 and 1. In a composite C = w S1 + (1-w) S2, what weight w makes the two sleeves contribute equally to the total variance?机器学习中等数值题未尝试面试订阅4447Implied Covariance From Chosen Blend 7A desk uses C = 0.7 S1 + 0.3 S2. The standard deviations of S1 and S2 are 1.0 and 1.5, and the standard deviation of C is 0.95. What covariance between S1 and S2 is implied?机器学习中等数值题未尝试面试订阅