Securities Analyst Interview Questions

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How to modify a linear regression model to deal with data which are linear, however the slope is time changing (for example, you can divide the data into several segments in time, at each segment, the slope would be found to be different), and most possibly, the slope follows a continuous distribution, like Gaussian, for example
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Strats In Securities Division

Interviewed at Goldman Sachs

3.7
Jan 30, 2014

How to modify a linear regression model to deal with data which are linear, however the slope is time changing (for example, you can divide the data into several segments in time, at each segment, the slope would be found to be different), and most possibly, the slope follows a continuous distribution, like Gaussian, for example

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