DISCIPLINE TRACK 01 // DATA SCIENCE & QUANT ML
Data Science & Quantitative ML
Feature engineering on high-frequency order books, fractional differentiation for long-memory stationarity, annualized realized volatility estimation, Marchenko-Pastur covariance denoising, and GARCH(1,1) volatility forecasting.
TARGET DESKS:
Citadel
Two Sigma
Millennium
Point72
Track Problem Set
5 AUDITED INSTITUTIONAL CHALLENGES
5 of 5 Challenges