<t>QuoteMy question is, if we don't have the transition and emission matrices in advance, can we infer them from the data too?Yes, use Baum-Welch algorithm. It's basically a type of EM (expectation maximization) algorithm, so you'll get the maximum likelihood estimates of the transition and emission...

Most likely, they found you on LinkedIn, and then called your company's main phone number. There should be an option to go through the company directory and connect to a specific person.

<r>This might help (especially the algorithm part): <URL url="http://sixrevisions.com/resources/10-puzzle-websites-to-sharpen-your-programming-skills/"><LINK_TEXT text="http://sixrevisions.com/resources/10-pu ... ng-skills/">http://sixrevisions.com/resources/10-puzzle-websites-to-sharpen-your-progra...

Entry-level or experienced hire?

<t>QuoteOriginally posted by: DevonFangsThis is something that seems different from place to place. What's AVP and what's the difference with associate. Is AVP > associate? I see in most places there's also "analyst", which should be even lower - but it doesn't seem the case for quant positions. Som...

<t>QuoteOriginally posted by: rmaxAVP is a typical Back Office level and not normally found in FO.From first-hand knowledge, I can say that this is not entirely accurate. In a number of places, entry-level quants start at the associate level, which is equivalent to assistant vice president (AVP). Bu...

<t>Managing director (MD) is the top of the AVP-VP-director-MD hierarchy standard at most banks. It doesn't necessarily specify the responsibilities that one has. Derman was also a managing director before he left Goldman. In some places, Armen has been mentioned as the director of FICC Strategies, ...

I've seen Armen Avanessians being mentioned as the head of the quantitative group at Goldman. For BAML, it might be Leif Andersen and Alex Lipton.

If you still want to stick with the applet but want to challenge yourself, try writing the applet in Scala.

<t>For general algorithms or numerical algorithms? For general data structures and algorithms, check -Introduction to Algorithms, Cormen, Leiserson, Rivest, Stein-Algorithm Design Manual, SkienaIf you want something that enables you to learn fast, I don't know how good it is, but I saw this on Amazo...

<t>QuoteOriginally posted by: frattyquantPhone interviews are almost always with HR, so you should really focus on "behavioral" questions rather than "quantitative"/"technical" questions. This should mean that you don't really need too much prep time for the phone interview.Good Luck!Careful when ta...

http://www.wilmott.com/messageview.cfm? ... &forumid=1

FWIW, some big banks still use Excel 2003, or even 2000.

<t>With most of the bigger firms, if they like you and they have the budget to hire you, H1B won't be a concern. Exceptions can be due to regulatory requirements (e.g. TARP), but the majors have paid back the TARP money, so this is not an issue with them. Of course, the biggest hurdle is getting the...

<r>QuoteOriginally posted by: AlgoQuantMy problem is I can not find the appropriate entry position: IB HR as well as HH consider me overqualified for analyst-level jobs and as I don't have internship or work experience in finance, not qualified for associate-level positions. I wish to start working ...