题目4221 · 机器学习
A model starts at validation accuracy 0.82. Permuting feature X1 alone lowers it to 0.79, permuting X2 alone lowers it to 0.8, and permuting them together lowers it to 0.7. What are the three drops, and what pattern does that suggest?
打开 →题目4223 · 机器学习
A model has baseline AUC 0.70. With a correlated twin present, permuting feature A drops AUC to 0.64. After removing the twin, permuting A drops AUC to 0.58. By how much did feature A's permutation importance increase?
打开 →题目4225 · 机器学习
A feature's permutation importance is measured as baseline accuracy minus permuted accuracy. Under validation set A the numbers are 0.80 and 0.78; under noisier validation set B they are 0.74 and 0.72. What is the relative drop as a percentage of baseline in each case?
打开 →题目4231 · 机器学习
If several sector dummy variables move together and share the same economic information, what diagnostic is often better than permuting one dummy at a time?
打开 →题目5886 · 数理金融
On a two-step recombining tree with spot=64, strike=70, u=1.25, d=0.8, r=0, Δt=1, price the European call by weighting the three terminal payoffs with the binomial probabilities q^2, 2q(1-q), (1-q)^2.
打开 →题目4224 · 机器学习
An impurity-based feature ranking is id_hash=0.40, signal_1=0.35, signal_2=0.25. After limiting max depth, id_hash gain is cut in half while the other raw gains are unchanged. What are the new normalized shares?
打开 →题目3791 · 随机过程
A PDE contains u_t + L u - r u = 0 with terminal condition u(T,x)=g(x). What discounting structure should appear in the Feynman-Kac expectation, and why?
打开 →题目4007 · 金融与交易
Two fixed-strike lookback calls share the same strike and terminal spot. Path A reached a higher running maximum than Path B before expiry. Which call has the larger payoff?
打开 →题目075 · 概率
A permutation $\sigma$ of $\{1,2,3,4\}$ is chosen uniformly at random (each of the $4! = 24$ permutations equally likely). For $i = 1,2,3,4$, define the event $A_i = \{\sigma(i) = i\}$ (element $i$ is a fixed point). (a) By counting, show that $P(A_i) = 1/4$ for every $i$, and $P
打开 →题目4230 · 机器学习
A weak feature shows slightly negative permutation importance on a finite validation set. Should you immediately conclude it is genuinely anti-predictive?
打开 →题目286 · 概率
Let $\sigma$ be a uniformly random permutation of $\{1, 2, \dots, n\}$. An ascent at position $i$ (for $1 \le i \le n-1$) is a position where $\sigma(i) < \sigma(i+1)$. Find the expected number of ascents.
Additional robustness twist: before observation, an independent random re
打开 →题目295 · 概率
Let $\sigma$ be a uniformly random permutation of $\{1, 2, \dots, n\}$. Find the expected number of cycles in the cycle decomposition of $\sigma$. Express your answer as a familiar function of $n$.
Additional robustness twist: before observation, an independent random relabeling
打开 →题目301 · 概率
Let $\sigma$ be a permutation of $\{1, 2, \dots, n\}$ chosen uniformly at random. A descent is a position $i \in \{1, \dots, n-1\}$ where $\sigma(i) > \sigma(i+1)$. What is the expected number of descents?
Additional robustness twist: before observation, an independent random re
打开 →题目306 · 概率
Let $\sigma$ be a uniformly random permutation of $\{1, 2, \dots, n\}$. Call position $i \in \{2, \dots, n-1\}$ an intermediate position if $\sigma(i)$ is strictly between $\sigma(i-1)$ and $\sigma(i+1)$, i.e., $\min(\sigma(i-1), \sigma(i+1)) < \sigma(i) < \max(\sigma(i-1), \sigm
打开 →题目3792 · 随机过程
If the expectation contains an accumulated running reward integral_t^T f(s,X_s) ds added to the terminal payoff, what sign should f have inside the PDE representation?
打开 →题目1545 · 数学
Why does the Sherman-Morrison formula break down exactly when 1 + v^T A^(-1)u = 0?
打开 →题目3660 · 随机过程
Classify $X_t=\int_0^t W_s\,dW_s+0.2t$ as a martingale, submartingale, or supermartingale.
打开 →题目3793 · 随机过程
Why should the terminal condition u(T,x)=g(x) be read as the payoff rule at the horizon rather than as an arbitrary boundary artifact?
打开 →题目3799 · 随机过程
If the terminal payoff is already specified, why do boundary conditions still matter in many Feynman-Kac problems?
打开 →题目3663 · 随机过程
Why do compensation terms like $-t$ or $- frac12 a^2 t$ appear so often when building martingales from Brownian motion?
打开 →题目3636 · 随机过程
Why do smooth finite-variation terms fail to contribute to quadratic variation even though they can dominate the path in level?
打开 →题目2055 · 数学
Why does the derivative in a bond-yield Newton step come with negative discounted cash-flow terms?
打开 →题目3794 · 随机过程
How should an absorbing boundary condition be interpreted inside a Feynman-Kac representation?
打开 →题目2926 · 概率
Suppose each individual has one child with probability $p$ and zero children with probability $1-p$. What is the extinction probability?
打开 →题目1547 · 数学
What is det(5 I + -1 11^T) as an n=3 dimensional matrix?
打开 →题目3583 · 随机过程
Apply It\^o to $X_t=W_t/(1+t)$. What is $dX_t$?
打开 →题目2005 · 数学
Show that H(w_1,w_2)=2w_1^2+5w_2^2+3(w_1+w_2)^2 is convex.
打开 →题目1590 · 数学
For q(x,y) = 5x^2 + 2bxy + 4y^2, what is the largest absolute value |b| such that, after optimizing out y, the remaining x^2 coefficient is at least 3.75?
打开 →题目1583 · 数学
For q(x,y) = 4x^2 + 2kxy + 7y^2, what is the largest absolute value |k| such that q(x,y) >= 2(x^2 + y^2) for all (x,y)?
打开 →题目1526 · 数学
An invertible matrix A has det(A) = 12. For vectors u and v, suppose v^T A^(-1) u = 1/2. What is det(A + u v^T)?
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