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NEW QUESTION: 1
ラベル付き画像のセットを使用するマルチクラス画像分類の深層学習モデルを作成します。 PyTorch 1.3フレームワークを使用してモデルをトレーニングするtrain.pyという名前のスクリプトファイルを作成します。
見積もりツールを使用してスクリプトを実行する必要があります。このコードでは、推定ツールの環境に追加のPythonライブラリをインストールする必要はありません。モデルのトレーニングに必要な時間を最小限に抑える必要があります。
スクリプトの実行に使用する推定器を定義する必要があります。
どの推定器タイプを使用する必要がありますか？
A. TensorFlow
B. Estimator
C. SKLearn
D. PyTorch
Answer: D
Explanation:
Explanation
For PyTorch, TensorFlow and Chainer tasks, Azure Machine Learning provides respective PyTorch, TensorFlow, and Chainer estimators to simplify using these frameworks.
Reference:
https://docs.microsoft.com/en-us/azure/machine-learning/how-to-train-ml-models
NEW QUESTION: 2
William Bliss, CFA, runs a hedge fund that uses both managed futures strategies and positions in physical commodities. He is reviewing his operations and strategies to increase the return of the fund. Bliss has just hired Joseph Kanter, CFA, to help him manage the fund because he realizes that he needs to increase his trading activity in futures and to engage in futures strategies other than fully hedged, passively managed positions. Bliss also hired Kanter because of Kantcr's experience with swaps, which Bliss hopes to add to his choice of investment tools.
Bliss explains to Kanter that his clients pay 2% on assets under management and a 20% incentive fee.
The incentive fee is based on profits after having subtracted the risk-free rate, which is the fund's basic hurdle rate, and there is a high water mark provision. Bliss is hoping that Kanter can help his business because his firm did not earn an incentive fee this past year. This was the case despite the fact that, after two years of losses, the value of the fund increased 14% during the previous year. That increase occurred without any new capital contributed from clients. Bliss is optimistic about the near future because the term structure of futures prices is particularly favorable for earning higher returns from long futures positions.
Kanter says he has seen research that indicates inflation may increase in the next few years. He states this should increase the opportunity to earn a higher return in commodities and suggests taking a large, margined position in a broad commodity index. This would offer an enhanced return that would attract investors holding only stocks and bonds. Bliss mentions that not all commodity prices are positively correlated with inflation so it may be better to choose particular types of commodities in which to invest.
Furthermore, Bliss adds that commodities traditionally have not outperformed stocks and bonds either on a risk-adjusted or absolute basis. Kanter says he will research companies who do business in commodities, because buying the stock of those companies to gain commodity exposure is an efficient and effective method for gaining indirect exposure to commodities.
Bliss agrees that his fund should increase its exposure to commodities and wants Kanter's help in using swaps to gain such exposure. Bliss asks Kanter to enter into a swap with a relatively short horizon to demonstrate how a commodity swap works. Bliss notes that the futures prices of oil for six months, one year, eighteen months, and two years are $55, S54, $52, and $5 1 per barrel, respectively, and the risk- free rate is less than 2%.
Bliss asks how a seasonal component could be added to such a swap. Specifically, he asks if either the notional principal or the swap price can be higher during the reset closest to the winter season and lower for the reset period closest to the summer season. This would allow the swap to more effectively hedge a commodity like oil, which would have a higher demand in the winter than the summer. Kanter says that a swap can only have seasonal swap prices, and the notional principal must stay constanl. Thus, the solution in such a case would be to enter into two swaps, one that has an annual reset in the winter and one that has an annual reset in the summer.
Kanter's comment concerning seasonal swaps is:
A. not correct because it is the notional principal that can be seasonal and not the swap price.
B. not correct because both a seasonal notional principal and swap price are possible.
C. not correct because neither swap price nor notional principal can be seasonal.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Commodity swaps can have both seasonal prices and notional principals. This should not be surprising since swaps are OTC contracts that the participants can design any way they choose. (Study Session 13, LOS 38.a)
NEW QUESTION: 3
-- Exhibit -
Mar 16 17:54:51.930726 OSPF periodic xmit from 172.14.10.1 to 224.0.0.5 (IFL 69 area 0.0.0.0) Mar 16 17:54:55.566920 ospf_trigger_build_telink_lsas : No peer found Mar 16 17:54:56.152585 ospf_trigger_build_telink_lsas : No peer found Mar 16 17:54:56.152721 ospf_set_lsdb_statE. Router LSA 192.168.2.1 adv-rtr 192.168.2.1 state
QUIET->GEN_PENDING Mar 16 17:54:56.153271 OSPF trigger router LSA 0x156d0f0 build for area 0.0.0.0 lsa-id
192.168.2.1
Mar 16 17:54:56.157854 ospf_set_lsdb_statE. Router LSA 192.168.2.1 adv-rtr 192.168.2.1 state GEN_PENDING->QUIET Mar 16 17:54:56.157971 OSPF built router LSA, area 0.0.0.0, link count 2 Mar 16 17:54:56.158300 OSPF sent Hello 172.14.10.1 -> 224.0.0.5 (ge-0/0/1.0 IFL 69 area
0.0.0.0) Mar 16 17:54:56.158380 Version 2, length 44, ID 192.168.2.1, area 0.0.0.0 Mar 16 17:54:56.158435 mask 255.255.255.0, hello_ivl 10, opts 0x2, prio 128 Mar 16 17:54:56.158485 dead_ivl 40, DR 172.14.10.1, BDR 0.0.0.0 Mar 16 17:54:56.158949 OSPF DR is 192.168.2.1, BDR is 0.0.0.0 Mar 16 17:54:56.159276 OSPF sent Hello 172.14.10.1 -> 224.0.0.5 (ge-0/0/1.0 IFL 69 area
0.0.0.0) Mar 16 17:54:56.159331 Version 2, length 44, ID 192.168.2.1, area 0.0.0.0 Mar 16 17:54:56.159401 mask 255.255.255.0, hello_ivl 10, opts 0x2, prio 128 Mar 16 17:54:56.159563 dead_ivl 40, DR 172.14.10.1, BDR 0.0.0.0 Mar 16 17:54:56.168108 OSPF DR is 192.168.2.1, BDR is 0.0.0.0
Mar 16 17:54:58.237416 OSPF rcvd Hello 172.14.10.2 -> 224.0.0.5 (ge-0/0/1.0 IFL 69 area 0.0.0.0) Mar 16 17:54:58.237540 Version 2, length 44, ID 192.168.2.1, area 0.0.0.0 Mar 16 17:54:58.237623 checksum 0x0, authtype 0 Mar 16 17:54:58.237698 mask 255.255.255.0, hello_ivl 10, opts 0x2, prio 128 Mar 16 17:54:58.237751 dead_ivl 40, DR 172.14.10.2, BDR 0.0.0.0 -- Exhibit -
Click the Exhibit button.
Looking at the traceoptions output in the exhibit, why are the OSPF routers stuck in Init state?
A. There are duplicate router IDs.
B. The routers are in different areas.
C. There is an MTU mismatch.
D. No BDR has been elected.
Answer: A