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Two Sigma面经

发信人: ziyunliu (ziyun), 信区: JobHunting
标  题: Two Sigma面经
发信站: BBS 未名空间站 (Sat Jun  2 19:08:53 2012, 美东)

面的sde。

1 对two sigma有什么了解，等等， 自己的project， 有什么application. 为什么选
择他们而不是Google 等。 然后出了一个编程题， 很简单。 估计前面聊得不好， 随
便出了个题意思意思。

2。8皇后问题， 以及一个stock 为背景的统计问题， 挣扎了很久， 没弄懂题目， 对
金融不了解。 题目大概意思是别人愿意在一定的价格愿意买和卖， 我们愿意在一定的
价格愿意买和卖， stock以一定的概率上涨或下跌， 问我们挣得钱的期望是多少。

3。一个quant。
1。如何生成一组数据，使他们的distribution是正态分布 (不是写程序）
2。一个如何design 假设检验， 来判断两个概率分布的均值是否相同。
3。 一个人在森林里迷了路， 森林与外部又一个直线的边界，已知目前位置距离边界
垂直距离是1mile，  如何design strategy， 使得走的路最少， 然后能走到森林外部
去。

面完三面就让走人了。

 发信人: beerbottle (beer bottle), 信区: JobHunting
标  题: Re: Two Sigma面经
发信站: BBS 未名空间站 (Sat Jun  2 19:22:40 2012, 美东)

看来吃到中饭了，再接再厉吧。

题目都不难，但是跟传统IT公司不一样，需要一点统计的知识。
即使不读John Hull,还是应该复习一下基本的统计知识。

3。1 just google box muller transform
3.2 should already be some statistical test for this, or ANOVA
3.3 recursion or dynamic programming
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