Hotel and traveling expense were on interviewee.
Some interviewer were really kind. They gave me hints when asking difficult math questions. Actually it was a small company so far, I think around 20-30 people in total. Most of employees can speak Chinese so some of them speak Chinese with me during breaks.
Questions are around statistics, machine learning, finance and coding.
For statistics, they asked about basic probability concept, linear regression (OLS in matrix by hand, OLS assumption). This part was easy for me.
For machine learning, an interviewer asked about PCA and SVM. He asked in details so a little bit difficult for me, like the relationship between SVD method and covariance matrix method for PCA.
For finance, they asked some derivatives questions. Like why it is never a good idea to exercise an American option before maturity. And what is accural, I answer it perfectly in two ways, but the CEO said he only have heard of one way, so he looks unhappy to accept that I know more than him in this question...
Coding was not very difficult. I solve all three questions. One was combine two matrix in a strange way, but you can solve it with enough time. Second was Monty Hall problem with 4 doors, very easy. Third one was about signal, not a problem you can find anywhere else. But I solved it after CEO's interpretation.
Generally, interviewers were very kind, except for the CEO. He was a little bit strange because it seems you must agree with all his idea. I met with 4 person in total. Two of them finally gave me very high scores. But it seems the CEO did not take the other interviewers' opinion at all. I think under his lead, others have few opportunity to get their idea approved or implemented. So it's not bad for me to be rejected by him because I don't want to work for such a bose.
No feedback at all after interview. Never response your email.
The HR, interviewers are kind and helpful.