Solve two data analysis coding problems .
Analyste Quantitatif Interview Questions
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Questions about stochastic process and option pricing.
Classical machine learning algorithms (look at the VC dimension and how it relates to SVM) , stochastic analysis (Ito integrals, martingales), basic coding stuff. Optimizers, comparison of them, brain teasers.
The disadvantage of RNN, why vanishing gradient?
How to find the max-Sharpe-ratio portfolio?
conditional probability
Brain storm questions
n/a
Work out a strategy for playing a game where a 100 sided fair die is rolled, and you are paid the value shown on the die in pounds. Each roll of the die costs £1.
Specific interview questions are confidential; I will only note that they were probability problems and some basic game theory. No fancy math, though some problems did require a trick as the straightforward approach would take way too long.
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