- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 6. Machine Learning
- Subject 3. Supervised Machine Learning Algorithms
CFA Practice Question
When features are correlated, which method will be THE LEAST efficient?
A. Penalized Regression
B. K-nearest Neighbor
C. Principal Components Analysis
Explanation: Both Penalized Regression and Principal Components Analysis are used to deal with highly-correlated features of data.
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