New here? Start with one of these
Expected Maximum of DicestandardProbability & Statistics
Easy
Put-Call ParitystandardPricing
Easy
The Best ConstantstandardCalculus & Analysis
Easy
Circular TradingstandardGraphs & NetworksCombinatorics
Easy
Fixed PointstandardNumerical Methods
Easy
Type
All Types Standard Optimization Prediction
Topic
All Topics Calculus & Analysis Probability & Statistics Combinatorics Stochastic Calculus Martingales & Stopping Pricing Portfolio Optimization Games & Strategy Time Series Simulation & Monte Carlo Numerical Methods Linear Algebra Graphs & Networks
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64 problems
1.AutoregressionpredictionTime Series
Easy
2.ARMApredictionTime Series
Easy
3.Knocking InstandardStochastic Calculus
Easy
4.Piecewise Volatility BarrierstandardPricing
Medium
5.BattleshipstandardGames & StrategyProbability & Statistics
Medium
6.The Best ConstantstandardCalculus & Analysis
Easy
7.Bet SizingoptimizationPortfolio OptimizationProbability & Statistics
Easy
8.Colonel BlottooptimizationGames & Strategy
Hard
9.Make the NumberoptimizationMartingales & Stopping
Easy
10.Branching MarketoptimizationGraphs & NetworksPortfolio Optimization
Hard
11.Circular TradingstandardGraphs & NetworksCombinatorics
Easy
12.Square-Root DiffusionpredictionStochastic CalculusTime Series
Medium
13.ColocationoptimizationGraphs & NetworksSimulation & Monte Carlo
Hard
14.Common TrendspredictionTime SeriesLinear Algebra
Hard
15.Coupled RecurrencestandardCombinatorics
Medium
16.The Covariance MatrixpredictionLinear AlgebraProbability & Statistics
Medium
17.Currency ArbitragestandardGraphs & NetworksPricing
Medium
18.The Wandering CyclepredictionProbability & StatisticsTime Series
Hard
19.Counting DartsstandardCombinatorics
Easy
20.Expected Maximum of DicestandardProbability & Statistics
Easy
21.Dominance SolvablestandardGames & Strategy
Medium
22.Early ExercisepredictionMartingales & StoppingPricing
Medium
23.Expected ShortfallstandardPortfolio OptimizationProbability & Statistics
Easy
24.Exposure TargetspredictionLinear AlgebraPortfolio Optimization
Easy
25.Extreme QuantilespredictionPortfolio OptimizationProbability & Statistics
Medium