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Mastering Markov Chains for Quant Interviews

Quant Guild 5,879 lượt xem 1 year ago
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Markov chains are an extremely powerful tool enabling us to solve a variety of interesting probability questions. Stay tuned for Part 2 where we will continue answering these interesting questions using Markov chains.

Analytical/Simulation Probability Code:
https://gist.github.com/romanmichaelpaolucci/ba1d610e3f979346a749f5e3b7ebccdf

Articles and code walkthroughs can be found on our blog
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https://romanmichaelpaolucci.medium.com/

For more free tutorials and references see our GitHub
https://github.com/RomanMichaelPaolucci
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