Homework 3: Modeling for Financial Time Series

Deadline: 26 May 2024, 23:59
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Correct answers

1. [Dummies on Month and Week-of-Month] Top correlation of a new dummy with a boolean prediction variable? (1 point)

2. [Define new 'hand' rules] What's the precision score for the best new rule? (2 points)

3. [Unique correct predictions for pred5_clf_10] Wha'ts the total number of records of 'unique correctness' on TEST? (1 point)

4. [Hyperparams tuning] What's the best max_depth for a Decision Tree Classifier? (2 points)

5. [EXPLORATORY] What data features are missing? (1 point)