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Did the question specifically mention unsurpervised learning? I just remembered the "without data labeling" aspect...not sure if this is right but I picked SVM.... "One-class SVMs are a special case of support vector machine. First, data is modelled and the algorithm is trained. Then when new...

This is a "grey" zone that we constantly battle if you are a "model" owner (don't get me started on SR 11-7) at a Bank. Model Risk starts with the ensuring appropriate development which cannot be performed by the second LoD. it MUST start with the 1LoD challenging their model, finding inherent...

Regarding the AI/ML question.... it was something like... Analyst X at Firm Y wants to use an AI/ML technique without using labeling. What type of AI/ML should they implement: A.) Clustering B.) Lasso C.) SVM D.) Logit and I actually picked SVM.... because it is unsupervised... Was this the...

Regarding the ES at 97.5% -> I remember it was the average to the worst 4 values which was pretty easy to calculate.... Asset Allocation and Security Selection -> So i couldn't back into the exact formulas they were using but I think that it was smaller # for asset allocation and larger number...

I totally agree! I was so annoyed with this question because it lacks the perspective dates.... oil did crash, treasuries did crater then came roaring back so it was all predicated on if you read the silly basel whitepaper on asset values that is not incredibly out of date relative to where the...

I can certainly empathize with your stance. However because Covid forced most companies to go to a full remote working situation, BCP/DR/Ops risk is top of mind of most risk practicioners today (certainly at risk committees we're talking about it endlessly these days) and plus with markets...

I also had a similar thought during the exam about how little I was using my calculator to answer questions....to me it felt like 60%-75% of the exam was qualitative with the rest being quantitative. I took the exam in SF where there were maybe 20 folks taking the exam but with 50 seats...

I read results are usually released 6 weeks after the exam.