Interview with Prof. Andrew Lo, on using data science to inform complex business decisions
Linear Digressions
00:00
How to Deal With Missing Data
The more features you would like to use, the more likely it is that you're going to run this missing data problem. And so you've got to trade off, use a smaller number of features and then you'll have a larger data set or use a larger number of features before figuring out how to deal with missing data. We chose the latter strategy because of the 200 features that we had access to. If you simply used a complete records approach, in other words, deleting all the observations where you had any missing features, we would have probably deleted about 80% of our data.
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