10+ Quantitative Researcher Interview Questions and Answers

CPI stands for Consumer Price Index, which measures the average change in prices of goods and services over time.

• CPI is not the same as Grade Point Average (GPA)

• CPI is a measure of inflation and is used to track changes in the cost of living

• CPI is calculated by comparing the prices of a basket of goods and services over time

• CPI is used by policymakers to make decisions about monetary policy and to adjust Social Security benefits

• GPA is a measure of academic performance and is ...read more

Simulate a 10-sided die using a 6-sided die.

• Assign each number on the 6-sided die to two numbers on the 10-sided die.

• Roll the 6-sided die twice and combine the results to get a number between 1 and 36.

• If the result is between 1 and 30, divide it by 3 and take the ceiling to get a number between 1 and 10.

• If the result is 31, 32, 33, 34, 35, or 36, re-roll.

Pseudo code to find the k'th largest element in an array

• Sort the array in descending order

• Return the element at index k-1

Answers to various quantitative research questions

• Attention mechanism is a key component in deep learning models that allows the model to focus on specific parts of the input sequence.

• SDE stands for Stochastic Differential Equation in the context of the Heston model used in quantitative finance.

• Implied volatility is the market's expectation of future volatility implied by the prices of options.

• PCA (Principal Component Analysis) is a technique used for dimensionality reduction...read more

Loop in a linkedlist can be found using Floyd's cycle-finding algorithm.

• Use two pointers, one moving at a speed of 1 and the other at a speed of 2.

• If there is a loop, the two pointers will eventually meet at some point.

• If there is no loop, the faster pointer will reach the end of the list.

• Time complexity is O(n) and space complexity is O(1).

Yes, I have experience working with machine learning algorithms in various projects.

• I have implemented supervised learning algorithms such as linear regression, logistic regression, and support vector machines.

• I have also worked with unsupervised learning algorithms like k-means clustering and principal component analysis.

• I have experience with deep learning algorithms such as neural networks and convolutional neural networks.

• I have used machine learning algorithms for tasks ...read more

The winning strategy is to ensure that the sum of both players' choices is always a multiple of 11.

• Ensure that the sum of both players' choices is always a multiple of 11

• If one player chooses x, the other player should choose 11-x to maintain the multiple of 11 rule

• For example, if player 1 chooses 3, player 2 should choose 8 to make the sum 11

A function that has a correlation of 0 means there is no linear relationship between the variables.

• A sine function and a cosine function have a correlation of 0 because they are orthogonal to each other.

• Randomly generated data points often have a correlation of 0 since there is no pattern or relationship between them.

• A horizontal line has a correlation of 0 with any other function since it does not change with the other variable.

PCA stands for Principal Component Analysis. It is a statistical technique used to reduce the dimensionality of data while preserving important information.

• PCA helps in identifying patterns in data by transforming it into a new coordinate system where the greatest variance lies on the first axis, the second greatest variance on the second axis, and so on.

• It is useful for reducing the number of variables in a dataset, making it easier to visualize and interpret.

• PCA is commonly...read more

Yes, I am interested in pursuing further studies.

• I believe that continuous learning is essential in this field.

• I am interested in exploring advanced statistical models and techniques.

• I am considering pursuing a PhD in a related field in the future.

Graph of x+(1/x) is a hyperbola with two branches.

• The graph consists of two branches, one in the first quadrant and one in the third quadrant.

• As x approaches positive or negative infinity, the graph approaches the x-axis.

• The graph has a vertical asymptote at x=0.

• The minimum value of the function is 2 when x=1 or x=-1.