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[null,"1.","Record Nr.",null,"UNINA9910271025303321"]
[null,null,"Autore",null,"Mongan John"]
[null,null,"Titolo",null,"Programming interviews exposed : coding your way through the interview / / John Mongan, Noah Kindler, Eric Giguere"]
[null,null,"Pubbl/distr/stampa",null,"Indianapolis, Indiana : , : Wrox, a Wiley brand, , 2018"]
[null,null,"ISBN",null,"1-119-41848-8"]
[{"$nulls":4},"1-119-41850-X"]
[{"$nulls":4},"1-119-41849-6"]
[null,null,"Edizione",null,"[Fourth edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (xxx, 348 pages) : illustrations"]
[null,null,"Collana",null,"Wrox professional guides"]
[null,null,"Disciplina",null,"650.14"]
[null,null,"Soggetti",null,"Employment interviewing"]
[{"$nulls":4},"Computer programming - Vocational guidance"]
[{"$nulls":4},"Job hunting"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Includes index."]
[null,null,"Nota di contenuto",null,"Introduction -- Before the search -- The job application process -- The phone screen -- Approaches to programming problems -- Linked lists -- Trees and graphs -- Arrays and strings -- Recursion -- Sorting -- Concurrency -- Object-oriented programming -- Design patterns -- Databases -- Graphics and bit manipulation -- Data science, random numbers, and statistics -- Counting, measuring, and ordering puzzles -- Graphical and spatial puzzles -- Knowledge-based questions -- Nontechnical questions -- Appendix: Résumés."]
[null,null,null,"Sommario/riassunto","Ace technical interviews with smart preparation Programming Interviews Exposed is the programmer’s ideal first choice for technical interview preparation. Updated to reflect changing techniques and trends, this new fourth edition provides insider guidance on the unique interview process that today's programmers face. Online coding contests are being used to screen candidate pools of thousands, take-home projects have become commonplace, and employers are even evaluating a candidate's public code repositories at GitHub—and with competition becoming increasingly fierce, programmers need to shape themselves into the ideal candidate well in advance of the interview. This book doesn't just give you a collection of questions and answers, it walks you through the process of coming up with the solution so you learn the skills and techniques to shine on whatever problems you’re given. This edition combines a thoroughly revised basis in classic "]
[{"$nulls":4},"questions involving fundamental data structures and algorithms with problems and step-by-step procedures for new topics including probability, data science, statistics, and machine learning which will help you fully prepare for whatever comes your way. Learn what the interviewer needs to hear to move you forward in the process Adopt an effective approach to phone screens with non-technical recruiters Examine common interview problems and tests with expert explanations Be ready to demonstrate your skills verbally, in contests, on GitHub, and more Technical jobs require the skillset, but you won’t get hired unless you are able to effectively and efficiently demonstrate that skillset under pressure, in competition with hundreds of others with the same background. Programming Interviews Exposed teaches you the interview skills you need to stand out as the best applicant to help you get the job you want."]
[null,"2.","Record Nr.",null,"UNINA9910299761903321"]
[null,null,"Autore",null,"Ruppert David"]
[null,null,"Titolo",null,"Statistics and Data Analysis for Financial Engineering : with R examples / / by David Ruppert, David S. Matteson"]
[null,null,"Pubbl/distr/stampa",null,"New York, NY : , : Springer New York : , : Imprint : Springer, , 2015"]
[null,null,"ISBN",null,"9781493926145"]
[{"$nulls":4},"1493926144"]
[null,null,"Edizione",null,"[2nd ed. 2015.]"]
[null,null,"Descrizione fisica",null,"1 online resource (XXVI, 719 p. 221 illus., 108 illus. in color.)"]
[null,null,"Collana",null,"Springer Texts in Statistics, , 2197-4136"]
[null,null,"Disciplina",null,"332.015195"]
[null,null,"Soggetti",null,"Statistics"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Statistics in Business, Management, Economics, Finance, Insurance"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[{"$nulls":4},"Statistical Theory and Methods"]
[{"$nulls":4},"Financial Economics"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,"Nota di contenuto",null,"Introduction -- Returns -- Fixed income securities -- Exploratory data analysis -- Modeling univariate distributions -- Resampling -- Multivariate statistical models -- Copulas -- Time series models: basics -- Time series models: further topics -- Portfolio theory -- Regression: basics -- Regression: troubleshooting -- Regression: advanced topics -- Cointegration -- The capital asset pricing model -- Factor models and principal components -- GARCH models -- Risk management -- Bayesian data analysis and MCMC -- Nonparametric regression and splines."]
[null,null,null,"Sommario/riassunto","The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. Financial engineers now have access to enormous quantities of data. To make use of these data, the powerful methods in this book, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and "]
[{"$nulls":4},"the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, multivariate volatility and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest. David Ruppert is Andrew Schultz, Jr., Professor of Engineering and Professor of Statistical Science at Cornell University, where he teaches statistics and financial engineering and is a member of the Program in Financial Engineering. Professor Ruppert received his PhD in Statistics at Michigan State University. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and won the Wilcoxon prize. He is Editor of the Journal of the American Statistical Association-Theory and Methods and former Editor of the Electronic Journal of Statistics and of the Institute of Mathematical Statistics's Lecture Notes—Monographs. Professor Ruppert has published over 125 scientific papers and four books: Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, Semiparametric Regression, and Statistics and Finance: An Introduction. David S. Matteson is Assistant Professor of Statistical Science at Cornell University, where he is a member of the ILR School, Center for Applied Mathematics, Field of Operations Research, and the Program in Financial Engineering, and teaches statistics and financial engineering. Professor Matteson received his PhD in Statistics at the University of Chicago. He received a CAREER Award from the National Science Foundation and won Best Academic Paper Awards from the annual R/Finance conference. He is an Associate Editor of the Journal of the American Statistical Association-Theory and Methods, Biometrics, and Statistica Sinica. He is also an Officer for the Business and Economic Statistics Section of the American Statistical Association, and a member of the Institute of Mathematical Statistics and the International Biometric Society."]