Decision Tree, R squared, numerical methods involving Eigen values.
Quantitative Analyst Interview Questions
10,156 quantitative analyst interview questions shared by candidates
They seem to reuse questions, but I was thrown off by a confusing optimization question, which I didn't understand well enough to restate here.
Asked to walk through time I looked at data and used it to come to a conclusion
Décrivez le principe de la Régression Logistique.
Do not want to disclose them
I was asked how I would estimate price of stock using history of its price.
Given the daily return for past year(approximately 250 trading days) of the 500 componential stocks from S&P 500, we have 500*499/2 = 124750 correlation coefficients, What is the distribution of these coefficients? 1. Is it symmetric? 2. Is it shifting to the right or changing its shape? 3. Does it have a fatter tail than Gaussian? Why? 4. How to estimate the correlations? 5. Give me an estimate of the expectation of the correlations.
Suppose we have a polynomial f(x) with real coefficients {a0,a1,...,an}of degree n unknown, we could input x and get the output f(x). 1. What is the minimum trials of input to get all coefficients? 2. What if all coefficients are integers? 3. What is all coefficients are positive integers?
Basic Programming questions like linked lists, inheritance
What kind of tools do you know to handle data?
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