1 Take The Same Pair Of Matrices X Y You Used In Exercise 2 A Derive The Performance 2664122
1. Take the same pair of matrices (X, y) you used in exercise 2. (a) Derive the performance from a 10-fold purged CV of an RF on (X, y), with 1% embargo. (b) Why is the performance lower? (c) Why is this result more realistic? 2. In this chapter we have focused on one reason […]