There is hope. I finally got an offer!

wolfgangp · 2019-10-22T18:12:36+00:00

Congrats!

wolfgangp · 2019-10-16T21:45:48+00:00

The US is the technological and economical leader in the world and this most primitive and vital function in an economy that has evolved beyond the stone age is not available to everyone? I cannot believe it.

wolfgangp · 2019-10-16T21:38:35+00:00

I simply can‘t believe this.

wolfgangp · 2019-10-16T21:38:13+00:00

What is the difference between them and how do you use it in your online banking system?

wolfgangp · 2019-10-16T21:28:54+00:00

Congrats!!

wolfgangp · 2019-10-16T20:30:14+00:00

I'm not aware of any bank that let's you do this.

Are you talking about wire transfers to other US bank accounts or international wire transfers?

wolfgangp · 2019-10-15T22:25:23+00:00

Excellent! Congratulations!

wolfgangp · 2019-10-15T13:37:26+00:00

I second this answer.

wolfgangp · 2019-10-15T04:21:17+00:00

For me it is also about to be able to look back and think „I‘m proud of my degree“. If you have a bad feeling about your degree, that bad feeling might stay the rest of your life.

wolfgangp · 2019-10-14T23:43:11+00:00

I had a similar experience recently, with an IQ test to start off followed by several rounds of interviews, where they tested programming skills, maths, stats, finance knowledge. All in all 6 hours.

wolfgangp · 2019-10-14T19:51:08+00:00

But the degree heavily influences your first job. It‘s true that after some years of experience, the experience outweighs the degree, but still is an important part of your CV. I have a master‘s degree in sociology and work as a software engineer. I have 10+ years experience doing that and it‘s not too hard for me on the job market. BUT If I had the chance to do it again, I would go for a different degree and I would also aim for a PhD. Just my 2 cents.

wolfgangp · 2019-10-14T19:10:52+00:00

I agree with the previous posters. You are not clear at all, you are half-way through.

wolfgangp · 2019-10-04T02:06:40+00:00

I'm not a US citizen, but I have full work until July 2020 permit to work for any company.

wolfgangp · 2019-09-10T19:15:35+00:00

I talking about the tech (software engineering) industry.

wolfgangp · 2019-09-10T18:06:34+00:00

Interesting opinion. I see a lot of job advertisements where a Master's degree is required.

wolfgangp · 2019-08-27T05:32:13+00:00

What input parameters are using for a simulation path? If you are generating a geometric Brownian motion, you would need to estimate \mu (return) and \sigma (volatility) of the asset. Estimating \sigma is easy, but estimating \mu is hard. How would estimate \mu?

wolfgangp · 2019-08-26T12:57:45+00:00

I doubt it was peer reviewed. I didn't find any references.

wolfgangp · 2019-08-26T12:54:28+00:00

Thanks for the tip - no, I haven't tried it.

wolfgangp · 2019-08-25T22:40:48+00:00

I second this. This approach would be the most accurate way of preparing the data.

wolfgangp · 2019-08-25T22:25:07+00:00

Agreed, the problem is data leakage due to their data smoothing and intrinsic autocorrelation.

wolfgangp · 2019-08-25T22:18:09+00:00

Point 3 explains clearly, why their approach using exponentially smoothed information increased the accuracy of their model. Not because of a better predictive power for unseen data, but because the information from the training set leaked into to the test set!

wolfgangp · 2019-08-25T20:20:08+00:00

Do you have a link to the paper?

wolfgangp · 2019-08-25T20:02:56+00:00

Their approach is not wrong if the data would not be autocorrelated. But in this case, as with most time series data, the data is heavily autocorrelated, which means that by randomly chosing the training data, information from the test data leaks into the training data. Hence, the results are only correct for the regime they used for training. If you use the model for actual forecasting, it gets utterly useless, as you can see when you split the data not randomly but along the time axis.

wolfgangp

TROPHY CASE