题目2577 · 机器学习
Why OOB Is Unsafe for Grouped or Temporal Data 13
Why can out-of-bag error be misleading when rows are linked by entity or time rather than being exchangeable?
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中文题目题目1920 · 统计
Look-Ahead Audit Scenario 5
A PM wants to backfill today's index membership list into the whole historical universe before evaluating a factor. Why is that unsafe?
打开 →题目5340 · 金融与交易
Why Sqrt-Time Scaling Fails In A Liquidity Event
During a liquidity event, a desk estimates 10-day VaR by taking one-day VaR times sqrt(10) for a book of gap-prone options and crowded cash bonds. Why is that unsafe here, and what is a more defensible check to run instead?
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