Quant Interview Prep8 sections · 255 units
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Linear and Logistic Regression

The workhorses of quant ML

Linear regression predicts continuous outcomes: y=β0+β1x+ϵy = \beta_0 + \beta_1 x + \epsilon. Logistic regression predicts probabilities for binary outcomes using the sigmoid function.

Interview questions: "What are the assumptions of linear regression?" "How do you interpret the coefficients?" "What's the difference between R-squared and adjusted R-squared?" These basics are tested repeatedly.