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17 / 689 problems
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s22_q001 | Correlation matrix positive semidefinite 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q002 | Eigenvalues of given correlation matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q003 | Bounds on values of p in n x n correlation matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q004 | Eigenvalues of n x n matrix with real entries 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q005 | Find square root of 2x2 matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q006 | Reconstruct matrix from eigenvectors 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q007 | AB vs BA same size 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q008 | AB-BA equal identity 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q009 | Probability matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q010 | Find rho range for 3x3 correlation 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q010 | LU vs Cholesky 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q011 | LU decomposition without pivoting 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch03_q020 | Vectors — correlation bounds via geometry Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q021 | Linear least squares algorithm Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q022 | Eigenvalues and eigenvectors of a 2x2 matrix Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q023 | Correlation bounds via positive semidefiniteness Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q024 | Generate correlated normals via Cholesky Green Book · Ch 3 · Calculus and Linear Algebra | x0 |