AI and ML for Finance Practitioners

Topic 1: Introduction to Data Science & Big Data

Topic 2: Machine Learning: Introduction to Algorithms

Topic 3: Machine Learning: Regression,Support Vector Machine & Time Series Models

Topic 4: Machine Learning: Regularization, Regression Trees, Random Forest & Overfitting

Topic 5: Machine Learning: Classification & Clustering

Topic 6: Machine Learning: Performance Evaluation, Backtesting & False Discoveries

Topic 7: Data Mining & Machine Learning: Naïve Bayes & Text Mining

Topic 8: Big Data & Machine Learning: Ethical & Privacy Issues

Topic 9: Big Data & Machine Learning in the Financial Industry

Quiz LO 7.2.5

Test your knowledge of LO 7.2.5

25%

Question 1 of 4

1. With the reference to the confusion matrix below, calculate: the recall, the precision, and the accuracy.

725A

725A

recall = 0.6; precision = 0.6; accuracy = 0.6.

recall = 0.6; precision = 0.75; accuracy = 0.6.

recall = 0.75; precision = 0.6; accuracy = 0.6.

Question 1 of 4

Question 2 of 4

2. With the reference to the confusion matrix below, calculate the F-measure(

/gamma = 1

).

725A

F-measure = 0.50

F-measure = 0.67

F-measure = 0.75

Question 2 of 4

Question 3 of 4

3. With the reference to the

3 \times 3

confusion matrix below, calculate the macro-averaging and the micro-averaging recall.

725C2

725C2

Source: Assigned reading

Supporting material:
725C

725C

Macro-averaging recall =0.73 and Micro-averaging recall =0.73

Macro-averaging recall =0.73 and Micro-averaging recall =0.63

Macro-averaging recall =0.63 and Micro-averaging recall =0.73

Question 3 of 4

Question 4 of 4

4. Is the following statement about ‘Bootstrap tests ‘ generally correct?

Statement:
“Bootstrap tests use the bootstrap approach to create a large number of additional test sets. Bootstrapping refers to the repeated drawing of large numbers of smaller samples with replacement (so-called bootstrap samples) from an original larger sample. The intuition of the bootstrap test is that we can create many additional virtual test sets from an observed test set by repeatedly sampling from it. The method only makes the assumption that the sample is representative of the population.”

Not correct

Correct

Question 4 of 4

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