Why does L1 regularisation make the parameters 0, but L2 makes them close to 0.
Quant Analyst Interview Questions
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What stock would you invest in?
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Distribution of integral of Brownian motion wrt time Expectation of exponential Brownian motion(GBM) Bayesian statistics Option, vega, delta, hedging call only use digital
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Let W a SBM, compute P(W1 < 0|W4 > 0)
Coding and stats problems I had to solve.
NDA so can't tell you.
Ecrire un code c++ sur papier
parité call put, calcul du prix sous B&S, questions de calcul sto sur les MBs, brainteaser assez classique
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