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Optiver数据相关面试真题

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全部(29)
SQL(0)
Coding(2)
ML basics(0)
Stats(25)
Product Case(0)
高频题(0)
Other(2)
1.Apple Orchard Tree States
2.Calculate the probability of odd sums in a magic square
3.Calculate the daily P&L of a portfolio
4.Expected Number of Children Until Girls Outnumber Boys
5.Probability of Meeting on a Grid
6.Average Number of Cards Drawn to Get First King
7.Probability of Three Largest Dice Values Summing to 18
8.Probability of Dice Sum Being Odd
9.Gambler's Ruin Probability
10.Probability of Drawing a Specific Card
11.Probability of Dice Sum
12.Probability of Coin Face Dominance
13.Winning Probability in a Biased Coin Game
14.Expected Number of Children
15.Oil Future Prices Probability Model
16.Investment Allocation Strategy
17.Replace Even Elements with Zero in a Numpy Array without Using a For Loop
18.Differences between Numpy Array and Python List
19.Expected Number of Children
20.Average Number of Cards Drawn to Get an Ace
21.Probability of Odd Product from Dice Rolls
22.Expected Profit from Betting Strategy
23.Stock Price Probability After 10 Days
24.Dice Sum Probability
25.Coin Flip Race Probability
26.Coin Betting Game Probability
27.Dice Throwing Probability
28.Probability of Drawing Cards
29.Maximum Average Speed Calculation from GPS Data
1. Apple Orchard Tree States
In an apple orchard, trees have three states: not ripe, ripe, and overripe. The transition from state 1 to 2 follows a uniform distribution over the total time, and from 2 to 3 follows a uniform distribution over the remaining time. When should a visitor arrive at the orchard to see the maximum number of ripe apple trees? Assume the total time is 1, the time to go from state 1 to 2 is x, and from state 2 to 3 is y, with the visitor arriving at time t. x follows U(0,1) and y follows U(x,1). Maximize P(xt|x
2. Calculate the probability of odd sums in a magic square
Given a 3x3 grid (magic square) and the numbers 1-9, calculate the probability that the sum of the numbers in each row or column is an odd number.
3. Calculate the daily P&L of a portfolio
Calculate the daily Profit and Loss (P&L) of a portfolio.
4. Expected Number of Children Until Girls Outnumber Boys
A couple continues to have children until they have more girls than boys. What is the expected total number of children they will have?
5. Probability of Meeting on a Grid
Two people are walking towards opposite corners on a 4x4 grid. What is the probability that they meet at some point?