Garch Guides d'étude, Notes de cours & Résumés

ISYE 6501 - Introduction to Analytics Weeks 1 – 7 Combined Frequent Exam Questions Correctly Answered Support Vector Machine (SVM) - ANSWER Supervised learning classification tool and algorithm that seeks a dividing hyperplane for any number of dimensions can be used for regression or classification. Margin of Error (SVM) - ANSWER A small margin for error reduces your chances of misclassifying known data points but increases your chances of misclassifying unknown data points. ...

ISYE 6501 - Final Prep – Midterm Questions With Correct Answers Types of classification models KNN SVM Types of Clustering Models K-Means Clustering Types of Response Prediction Models ARIMA CART Exponential Smoothing Linear Regression Logistic Regression Random Forest Types of Validation Method Cross Validation Types of Variation Estimate Models GARCH Models that use Time Series Data ARIMA CUSUM

Week 1 Why Analytics? 6 Data Vocabulary 7 Classification 8 Support Vector Machines 11 Scaling and Standardization 13 k-Nearest Neighbor (KNN) 13 Week 2 Model Validation 16 Validation and Test Sets 17 Splitting the Data 18 Cross-Validation 20 Clustering 21 Supervised vs. Unsupervised Learning 22 Week 3 Data Preparation 25 Introduction to Outliers 25 Change Detection 27 Week 4 Time Series Data 31 AutoRegressive Integrated Moving Average (ARIMA) 34 Generalized Autoregressive...

Classification problems are commonly solved using what model(s)? Support Vector Machine Clustering problems are commonly solved using what model(s)? k-means Response Prediction questions are commonly solved using what model(s)? -ARIMA -CART -Exponential smoothing -linear regression -logistic regression -Random Forest Validation questions are commonly solved using what model(s)? -Cross Validation Variance Estimation questions are commonly solved using what model(s)? -GARCH Exampl...

Support Vector Machine(SVM) is a supervised machine learning algorithm used for? - ANSWER Classification How to split the data if we only have one model? - ANSWER 70% training data, 30% testing data How to split the data if we want to compare models? - ANSWER 70% training, 15% validation and 15% testing When do we need to do scaling in data? - ANSWER When our factors/attributes/dimensions are orders of magnitude different such as income vs. credit score (income is much much larger) Whic...

ISYE 6501 Midterm 1 QUESTIONS CORRECTLY ANSWERED LATEST UPDATE Support Vector Machine(SVM) is a supervised machine learning algorithm used for? - ANSWER Classification How to split the data if we only have one model? - ANSWER 70% training data, 30% testing data How to split the data if we want to compare models? - ANSWER 70% training, 15% validation and 15% testing When do we need to do scaling in data? - ANSWER When our factors/attributes/dimensions are orders of magnitude differe...

ISYE 6501 MIDTERM 1 VERIFIED EXAM TEST Matching models/methods to categories - CORRECT ANSWER-(cusum and pca = NONE) Select all of the following models that are designed for use with attribute/feature data (i.e., not time-series data): - CORRECT ANSWER-k-nearest-neighbor, PCA, k-means, logistic regression, linear regression, random forest, SVM's Classification models - CORRECT ANSWER-CART, k-nearest-neighbor, logistic regression, random forest, support vector machine Clustering - ...

ISYE 6501 Midterm 1 QUESTIONS CORRECTLY ANSWERED LATEST UPDATE Support Vector Machine(SVM) is a supervised machine learning algorithm used for? - ANSWER Classification How to split the data if we only have one model? - ANSWER 70% training data, 30% testing data How to split the data if we want to compare models? - ANSWER 70% training, 15% validation and 15% testing When do we need to do scaling in data? - ANSWER When our factors/attributes/dimensions are orders of magnitude differe...

Semi standard deviation Volatility of returns falling below the mean. Also called downside standard deviation Semi variance The square of the semi standard deviation Semi standard deviation Mean I hesapla. Mean den kucuk rakamlari alarak ( r-m)nin karesi +... Cikan rakam /n-1 = sample semi variance , bunun karekoku sample st deviation semistandard deviation = ∑ (Rt −μ)2 /T forRt<μ The difference between semi standard deviation and standard deviation the target...

STUDY GUIDE EXAM FOR ISYE 6501 MIDTERM 1 Question 1 9 / 13 pts 1. For each of the 13 models/methods, select the choice that includes the category of question it is commonly used for. For models/methods that have more than one correct category, the one it is most commonly used for; for models/methods that have no correct category listed, select "None". i. ARIMA Response prediction ii. CART Classification and Response prediction iii. Cross validation Validation iv. CUSUM None of the o...