网络偏差;前视偏差;前视偏误
而在我们关注的量化投资领域,存在一个与它逻辑相反的统计学术语——前视偏差(Look-Ahead Bias)。前视偏差(或前视偏误,前瞻性误差)是一个统计学中的概念,是由研究或模拟中使用不当的信息或数据而产生的,这些信息或数据在使用分析期间是不可能被知道或获得的,这可能导致研究或模拟的结果不准确。本文针对前视偏差的...
释义：向前看，展望未来。造句：Would you have a look at the overpass in front of us.你看前面的立交桥。We must learn the lessons and look ahead, not backwards. 我们必须汲取教训,向前看,而不是向后看。Backtracking only happens when something is unambiguously wrong in a lookahead. 只...
可以通过名字“look ahead”即“往前看”来理解这个偏差。一般建立模型都用的是实际发生的历史数据。look ahead就是在做模型的时候(由于一些数据还没有公布),只能用模型去预测这个数据。由于预测的数据和真实数据相比很可能有偏差,就导致了预测的结果不准确,也就是结果有偏差(bias),这就是look -ahead bias。 P/B...
look ahead bias是有两个理解角度: 一个就是你所理解的,我在历史上某一年的1月份,用到了上一年12月的数据,但是这个上一年的12月份的数据当时还未公布。拓展一下,在量化实务中,这种现象是有一个专门的术语的,称为“未来函数”。 另一个就是,我预测了一个数据,然后预测和实际的差,是look ahead bias。这个也...
Look-ahead bias occurs when a study or simulation relies on data or information that was not yet available or known during the time period being studied.
(P/Es), in hisback-testingof the new strategy, are a problem because of:Adata mining.B look-ahead bias.C survivorship biasB is correct.Look-ahead bias results from using information that was unknown or unavailable at the time the investment decision was ...
解析 Hi,I believe youre studing CFA I.LOL.Bias created by the use of information or data in a study or simulation that would not have been known or available during the period being analyzed.This will usua...结果一 题目 前视偏误(look-ahead bias) 是什么意思 答案 Hi,I believe youre ...
解答一 举报 Hi,I believe youre studing CFA I.LOL.Bias created by the use of information or data in a study or simulation that would not have been known or available during the period being analyzed.This will usua... 解析看不懂?免费查看同类题视频解析查看解答 更多答案(3) ...
Look-ahead bias occurs when information or data is used in a study or simulation that would not have been known or available during the period analyzed.