CFA二级数量两道题分享performance metric,sentiment
第一道题目:
Based on Exhibit 1, which confusion matrix demonstrates the most favorable value of the performance metric that best addresses Azarov’s concern?
A Confusion Matrix A
B Confusion Matrix B
C Confusion Matrix C
解析:
A is correct. Precision is the ratio of correctly predicted positive classes to all predicted positive classes and is useful in situations where the cost of false positives or Type I errors is high. Confusion Matrix A has the highest precision and therefore demonstrates the most favorable value of the performance metric that best addresses Azarov’s concern about the cost of Type I errors. Confusion Matrix A has a precision score of 0.95, which is higher than the precision scores of Confusion Matrix B (0.93) and Confusion Matrix C (0.86).
B is incorrect because precision, not accuracy, is the performance measure that best addresses Azarov’s concern about the cost of Type I errors. Confusion Matrix B demonstrates the most favorable value for the accuracy score (0.92), which is higher than the accuracy scores of Confusion Matrix A (0.91) and Confusion
Matrix C (0.91). Accuracy is a performance measure that gives equal weight to false positives and false negatives and is considered an appropriate performance measure when the class distribution in the dataset is equal (a balanced dataset).
However, Azarov is most concerned with the cost of false positives, or Type I errors, and not with finding the equilibrium between precision and recall. Furthermore, Dataset XYZ has an unequal (unbalanced) class distribution between positive sentiment and negative sentiment sentences.
C is incorrect because precision, not recall or F1 score, is the performance measure that best addresses Azarov’s concern about the cost of Type I errors. Confusion Matrix C demonstrates the most favorable value for the recall score (0.97), which is higher than the recall scores of Confusion Matrix A (0.87) and
Confusion Matrix B (0.90). Recall is the ratio of correctly predicted positive classes to all actual positive classes and is useful in situations where the cost of false negatives, or Type II errors, is high. However, Azarov is most concerned with the cost of Type I errors, not Type II errors. F1 score is more appropriate (than accuracy) when there is unequal class distribution in the dataset and it is necessary to measure the equilibrium of precision and recall. Confusion Matrix C demonstrates the most favorable value for the F1 score (0.92), which is higher than the F1 scores of Confusion Matrix A (0.91) and Confusion Matrix B (0.91). Although Dataset XYZ has an unequal class distribution between positive sentiment and negative sentiment sentences, Azarov is
most concerned with the cost of false positives, or Type I errors, and not with finding the equilibrium between precision and recall.
第二道题:
Based on the text exploration method used for Dataset ABC, tokens that potentially carry important information useful for differentiating the sentiment embedded in the text are most likely to have values that are:
A low.
B intermediate.
C high.
解析:
B is correct. When analyzing term frequency at the corpus level, also known as collection frequency, tokens with intermediate term frequency (TF) values potentially carry important information useful for differentiating the sentiment embedded in the text. Tokens with the highest TF values are mostly stop words that do not contribute to differentiating the sentiment embedded in the text, and tokens with the lowest TF values are mostly proper nouns or sparse terms that are also not important to the meaning of the text.
A is incorrect because tokens with the lowest TF values are mostly proper nouns or sparse terms (noisy terms) that are not important to the meaning of the text.
C is incorrect because tokens with the highest TF values are mostly stop words (noisy terms) that do not contribute to differentiating the sentiment embedded in the text.
- 报考条件
- 报名时间
- 报名费用
- 考试科目
- 考试时间
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GARP对于FRM报考条件的规定:
What qualifications do I need to register for the FRM Program?
There are no educational or professional prerequisites needed toregister.
翻译为:报名FRM考试没有任何学历或专业的先决条件。
可以理解为,报名FRM考试没有任何的学历和专业的要求,只要是你想考,都可以报名的。查看完整内容 -
2024年5月FRM考试报名时间为:
早鸟价报名阶段:2023年12月1日-2024年1月31日。
标准价报名阶段:2024年2月1日-2024年3月31日。2024年8月FRM考试报名时间为:
早鸟价报名阶段:2024年3月1日-2024年4月30日。
标准价报名阶段:2024年5月1日-2024年6月30日。2024年11月FRM考试报名时间为:
早鸟价报名时间:2024年5月1日-2024年7月31日。
标准价报名时间:2024年8月1日-2024年9月30日。查看完整内容 -
2023年GARP协会对FRM的各级考试报名的费用作出了修改:将原先早报阶段考试费从$550上涨至$600,标准阶段考试费从$750上涨至$800。费用分为:
注册费:$ 400 USD;
考试费:$ 600 USD(第一阶段)or $ 800 USD(第二阶段);
场地费:$ 40 USD(大陆考生每次参加FRM考试都需缴纳场地费);
数据费:$ 10 USD(只收取一次);
首次注册的考生费用为(注册费 + 考试费 + 场地费 + 数据费)= $1050 or $1250 USD。
非首次注册的考生费用为(考试费 + 场地费) = $640 or $840 USD。查看完整内容 -
FRM考试共两级,FRM一级四门科目,FRM二级六门科目;具体科目及占比如下:
FRM一级(共四门科目)
1、Foundations of Risk Management风险管理基础(大约占20%)
2、Quantitative Analysis数量分析(大约占20%)
3、Valuation and Risk Models估值与风险建模(大约占30%)
4、Financial Markets and Products金融市场与金融产品(大约占30%)
FRM二级(共六门科目)
1、Market Risk Measurement and Management市场风险管理与测量(大约占20%)
2、Credit Risk Measurement and Management信用风险管理与测量(大约占20%)
3、Operational and Integrated Risk Management操作及综合风险管理(大约占20%)
4、Liquidity and Treasury Risk Measurement and Management 流动性风险管理(大约占15%)
5、Risk Management and Investment Management投资风险管理(大约占15%)
6、Current Issues in Financial Markets金融市场前沿话题(大约占10%)查看完整内容 -
2024年FRM考试时间安排如下:
FRM一级考试:
2024年5月4日-5月17日;
2024年8月3日(周六)上午;
2024年11月2日-11月15日。FRM二级考试:
2024年5月18日-5月24日;
2024年8月3月(周六)下午;
2024年11月16日-11月22日。查看完整内容
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中文名
金融风险管理师
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持证人数
25000(中国)
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外文名
FRM(Financial Risk Manager)
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考试等级
FRM考试共分为两级考试
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考试时间
5月、8月、11月
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报名时间
5月考试(12月1日-3月31日)
8月考试(3月1日-6月30日)
11月考试(5月1日-9月30日)






