Le modéle de Heston? Volatilité Locale?
Analyste Quantitative Junior Interview Questions
6,222 analyste quantitative junior interview questions shared by candidates
How to test data before building a regression model?
What happens when trying to do a regression based on heavily correlated features.
Asked about former internships.
- brainteaser - leetcode - Machine Learning - Project
Solve this SDE. Basic Black and Scholes and Greeks.
SQL: the interviewer pulled up a random SQL script and asked me to explain various things in it.
Approximate sqrt(x). n random variables are sampled iid from Uniform(0,a). Provide an estimator of a. Compute the probability density function of the largest order statistic x_(n).
Quiz checking basics of regression, probability, stats. Not particularly difficult.
How would you code a multiclass version of logistic regression ? What is a naive Bayes classifier?
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