Citadel Interview Questions
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Derive Coefficient and Covariance in Regression Analysis
Correlation Structure, Regression Slopes, Covariance of Order Statistics, and Change-of-Variables You are given standard random variables and asked to...
Implement Left Join Using Python Dictionaries Efficiently
Orders +---------+----------+--------+ | order_id| customer | amount | +---------+----------+--------+ | 101 | C1 | 250 | | 102 | ...
Design Framework for Robust House-Price Prediction Model
Model Robustness, Diagnostics, Random Forests, and Large-Scale Regression Context You are building and evaluating a supervised model to predict reside...
Maximize Stock Trading Profits Using Dynamic Programming
Scenario Evaluating dynamic-programming skills on stock-trading profits. Question Given an array of daily stock prices and an integer K, write Python ...
Implement Infinite Fibonacci Generator Using Lazy Evaluation
Scenario Testing understanding of Python lazy evaluation and generators. Question Explain what lazy evaluation means in Python and implement a generat...
Calculate Probability of Third Card Being an Ace
Probability Puzzle: Drawing Aces Setup - You draw 3 cards without replacement from a standard 52-card deck (4 Aces, 48 non-Aces). - It is known that a...
Describe Your Proudest Graduate-Level Achievement and Its Impact
Behavioral Prompt: Graduate Coursework and Research Highlights Context You are in a data scientist technical/phone screen. The interviewer wants a con...
Discuss PhD coursework and research impact
Behavioral: PhD Coursework and Research Reflection (Data Scientist Technical Screen) Context You are interviewing for a Data Scientist role. The inter...
Estimate OLS via streaming sufficient statistics
Streaming OLS and Ridge for Out-of-Core, High-Dimensional Linear Regression You need to estimate linear regression coefficients when the dataset is to...
Derive distribution of an inverse transform
Change of Variables via the Logistic Map You are given a random variable X with density f_X supported on (0, 1). Define the strictly increasing logist...
Design city home-price prediction system
End-to-End System Design: Predict Residential Property Sale Prices Context You are tasked with building a production-grade machine learning system to ...
Diagnose outliers and influence in linear regression
OLS Diagnostics: Outliers, Leverage, Influence, and Cook's Distance Context You are fitting an ordinary least squares (OLS) linear regression with an ...
Explain RF optimization and variable-importance pitfalls
Optimize and Regularize a Random Forest Regressor for Tabular Data Context: You are training a Random Forest (RF) regressor on tabular data and need t...
Implement lazy unique-merge generator for sorted streams
Write a Python generator merge_unique(a, b) that lazily merges two nondecreasing iterables a and b (potentially infinite) into a single nondecreasing ...
Implement left join on Python lists, no packages
Implement a left join in pure Python (no external packages, no pandas). Input: left = list of dicts with key 'id' and arbitrary other fields; right = ...
Relate Y-on-X and X-on-Y coefficients
Relating Slopes When Reversing Simple Linear Regression Context You fit an ordinary least squares (OLS) simple linear regression with an intercept of ...
Derive lower bound for equicorrelation rho
Equicorrelation Matrix PSD Condition Setup Consider zero-mean, unit-variance random variables whose pairwise correlations are all equal to a common va...
Implement max profit with K transactions (DP)
Given an array prices[0..n-1] of daily stock prices and an integer k, implement a bottom-up dynamic program to compute the maximum achievable profit w...
Compute P(third Ace | Ace in first two)
Conditional probability with cards drawn without replacement Problem You draw three cards without replacement from a standard 52‑card deck (4 Aces). G...
Build models for housing and wind power prediction
Two-Part Machine Learning Take-Home Part 1 — Binary Classification: "Can Buy" vs "Cannot Buy" Given applicant and market data, design a binary classif...