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UCB MFE UCB MFE Technical Interview

Joined
1/26/23
Messages
6
Points
3
Hey guys, it would be amazing if anyone has information on what the technical interview might be about for UCB's MFE program. Eternally grateful. thank you!
 
what is the difference between pass by value and pass by reference? what is used in python?
what is list comprehension? can you use if else inside the list comprehension
what are lambda functions in python?
what is the diamond problem in python?
conditions for linear regression?
what can you do for robustness of parameters in linear regression?
why multicollinearity is bad? what happens to the pseudo inverse we use in the closed form for the solution of a linear regression problem, the inverse of XT X?
what is overfitting and what is underfitting? how to tackle overfitting?
you talked about lasso regression, give an intuitive explanation.
what is eigenvalue decomposition, how is it different from diagonalization?
1 out of 1000 coins is biased with the two sides being heads, now I randomly pick out a coin and toss it ten times to get ten heads, what is the probability that the coin is biased?
3 dice are rolled together, probability that the 3 numbers are in strictly decreasing order?
3 dice are rolled in some order, probability that the 3 numbers are in strictly decreasing order?
what is bond duration, convexity?
what is the role of central banks? What are they trying to do?
why do you want to join the program?
 
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