Citadel Interview Question: What do you know about Time Series Analysis?

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Citadel

What do you know about Time Series Analysis?

Anonymous

Aug 15, 2016

most seen analysis for TTS is autoregression which to find if the past have any predictive power for the future

Anonymous

Nov 18, 2015

I said nothing. I didn't deal with that for five years. (I should have tried my best but I was very naive.)