活跃农民
- 积分
- 382
- 大米
- 颗
- 鳄梨
- 个
- 水井
- 尺
- 蓝莓
- 颗
- 萝卜
- 根
- 小米
- 粒
- 学分
- 个
- 注册时间
- 2017-9-15
- 最后登录
- 1970-1-1
|
在此处留个笔经,留给学弟学妹。应该是一个题库里随机抽取的题目的,涉及的概念如下:
-Mathematical Analysis (占比较多,理解定义会用定义推导即可,建议稍稍复习一下数项级数、函数项级数收敛、一致收敛的判定)
Def of Continuous, local minimum/maximum, convergence and uniform convergence, radius of convergence...
-Linear Algebra
Calculate eigenvalues, calculate the sum of eigenvalues(which is just the trace..)
.--
-Probability, Statistics (占比很多)
Pdf, cdf, conditional probability, independency, order statistics.1point3acres
Uniform distribution, Exponential distribution, Cauchy distribution
BM, stationary time series
Hypothesis testing: Type I error. 1point 3acres
-ODE
Very simple first order separable ODE
-Finance (我没碰到option pricing,但考试前让我们做的sample test里有简单的Monte Carlo Control Variate Method)
Def of counterparty credit risk, methods of mitigating the risk.
-Brain teaser
Five litre jug, three-litre jug, how to get exactly four litre |
|