There are three random variables, $X,Y,Z$. The three correlations between the three variables are the same. That is, $$\rho = \Corr(X,Y) = \Corr(Y,Z) = \Corr (Z,X)$$ What is the tightest bound you can give for $\rho$? How about the general case for $n$ random variables?
Quant Research Interview Questions
727 quant research interview questions shared by candidates
pretty standard probability question set.
Resume questions. Some technical questions on statistics
Analyze the variance of the momentum trading strategy.
Normal distribution question, estimate pi geometrically question.
1. Past research experirence (reinforcenment learning, model explainability). A lot of followups. 2. Bias and variance trade-off in random forest. 3. Linear regression closed-form solution (w/ and w/o L2 regularization).
- Linear regression - Python
Basic gaussian integral and nullity of a 3x3 matrix. The matrix was already in row echelon form
A question involving circular permutation
tell me about urself, have you done ai projects? tell me about a time you failed
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