Exam (elaborations)
2022/2023 ISYE 6501 FINAL EXAM WITH COMPLETE SOLUTION
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ISYE 6501 FINAL EXAM WITH COMPLETE SOLUTION 2022/2023 1. Factor Based Models: classification, clustering, regression. Implicitly assumed that we have a lot of factors in the final model 2. Why limit number of factors in a model? 2 reasons: overfitting: when # of factors is close to or lar...
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