if X and Y are iid N(0, 1), what is the probability that X greater than Y?
Quantitative Research Intern Interview Questions
3,500 quantitative research intern interview questions shared by candidates
A few coding and probability questions
Solve a Hakerank programming problem
Given an array A, find the subarray A[i:j] whose sum is maximal.
What is the difference between lasso and ridge?
Present in details one of your past forecast model.
Gaussian processes, how to address non-stationarity (not asked in those terms but probably what they want you to do), lag analysis (auto-correlation, partial auto-correlation), correlation analysis between series. They don’t ask things clearly like this but it’s what they expect candidates to do I think.
Describe gaussian processes
How long would it take you to replicate all of the strategies that you've worked on?
Questions about probability and statistics
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