Quantitative Interview Questions

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How do you determine what type of time-series model to use? Describe the process in how you model time-series in general. If I told you that 2 risk variables had a very strong relationship, say with R^2 ~ 0.95, what would you think about that? Should it be higher? Why or why not?
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Lead Quantitative RIsk Analyst

Interviewed at USAA

3.3
Nov 2, 2015

How do you determine what type of time-series model to use? Describe the process in how you model time-series in general. If I told you that 2 risk variables had a very strong relationship, say with R^2 ~ 0.95, what would you think about that? Should it be higher? Why or why not?

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