data structure, statistics
Quantitative Analyst Intern Interview Questions
10,159 quantitative analyst intern interview questions shared by candidates
Information ratio and intuition behind it.
N coffee chains are competing for market share by a fierce advertising battle. each day a percentage of customers will be convinced to switch from one chain to another. Current market share and daily probability of customer switching is given. If the advertising runs forever, what will be the final distribution of market share? Assumption: N is an integer less than 25, Total market share is 1.0, probability that a customer switches is independent of other customers and days. Example: 2 coffee chains: A and B market share of A: 0.4 market share of B: 0.6 Each day, there is a 0.2 probability that a customer switches from A to B Each day, there is a 0.1 probability that a customer switches from B to A input: market_share=[0.4,0.6], switch_prob = [[.8,.2][.1,.9]] output: [0.3333 0.6667]
In the third problem, you are given a set of tetris-style pieces, and a rectangle. your job is to fit the pieces into rectangle if possible
Estimate the value of pi using uniform random variables? Then they ask to optimize your implementation from there and compare it to some other methodologies
Portfolio Optimization. No brain teasers. Some risk management related questions in the context of the resume. Some math and OR related questions. Vol related quesions.
Please describe your previous work experience
How many tennis balls are made in China each year?
Tell me about yourself (followed up with details about your projects) What happens if you initialize the weights of a neural network to zero? What happens to the estimators of linear regression if you double the dataset? What is ridge regression? How do you sample points uniformly from a circle? How do you sample points uniformly from a sphere? Leetcode medium DP problem (jump game)
Pi estimation using fair coins
Viewing 1041 - 1050 interview questions