For code interview: one array problem, one dynamic programming question, one question about some statistics calculations. For phone interview: How would deep neural net perform if the test data is outside the boundary of train data; calculation of correlations and some brainteasers
n uniform random variables, what's the probability that the sum is less or equal to 1? Derive BS PDE
1.compare the value of two hands of cards. 2.maximum of the shortest path from a source to other nodes on a direct graph. 3.if there exist three collinear points in a list of points.
Three python programming questions. Nothing about finance. 1.5 hour time limit.
what is virtual function.
Some question on linear algebra, ask you to construct infinite norm, etc.
I applied the Quantitative Researcher-Machine Learning track. Since I did not go into the phone interview, I think the interview questions should include some basic machine learning knowledge.
1. Threads and processes 2. Algorithm complexity 3. The output of a particular module 4. Coding: check whether a sting containing (),[],{} are balanced or not 5. Coding: The expected payoff of a dice game 6. Coding: cannot remember.
Strings and probability
describe a most proud project
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