A sample weight scales observation ’s term in the empirical loss, . Three are common on market data: uniqueness weights ; return-attribution weights, , which favour labels whose moves they own; and a time-decay weight, which falls linearly from 1 for the newest label to a floor for the oldest, in units of cumulative uniqueness, so that old data count less.
Quantitative Finance · शब्दावली
Sample weight, time-decay weight क्या है?
अन्य नाम: sample weight · time-decay weight