Asked at AQR, Two Sigma
Theory: The Learning ProblemRead the problem, hints and solution here. The editor needs a bigger screen: open this page on a laptop to write and run your code.
xxxxxxxxx xx_xxxxxxxxxx(x, x, xx, xxxxx). xx xxxx x xxxxxx xxxxxxxxxx xx
xxxxxxxx xxxxxxx xxxxxxx xx xxx xxxxxx xxxx.
xxx xxxxxx xxxx xxxxx xxxxxxx xx xxxx xxxx, xxx xxxx xxxxxx xxxx xxxx. xxxxxxxx xxxxxxx xx xxx xxxxxx xxxx xxxxx xxxx xx xxxx xxxxx.
x: x xxxx xx xxxxxxx xxxx (xx x xxxx xxxx xxx xxx xxxxxxx), xxxxxxx xx
xxxxxxxxx xxxxxx.x: x xxxx xx xxxxxx xxxxxx.xx: xxx xxxxxxxx xxxx.xxxxx: xxx xxxxxx xx xxxx-xxxxx xxxxxxxx xxxxx xx xxxx.xxx xxxxxx xxxxxxxxxx xxxx xx xxxxxxxxx xx xxxxxxxxxx xxxx xxxxxxx
xxxxx xxxx xxxx-xxxxx xxxxxxxx xxxxxxx, xxx xxxxxx xxx xxxxxxxxx xxxxxx
xxxxx xxxxxxx xxxxx xxxxx xx x xxxx xx xxxxxx xxxxxxx xx x xxxxxxxx,
xxxxxxxxx xxxxx.
xx xxxx xxxxx xxxxxxxxxx xxxxx xxx xxxx xxxx, xxx xxxxxxxxx xx xxxxxx: xxxxx xxx xxxxxx xxxxxx ( x ) xxxx x xxxxxxx xxxxxx xx xxxx, xxxxx xxxx xxx-xxxx xxxxxxxxxx, xxx xxxxxx xxxx
[ x xxxxxxxxx x - xxx xxxx xxxx{x}{x} x^{xxx}(xx - x) ]
xxxxx ( x ) xx xxx xxxxxx xx xxxx. xxxx xx xxx xxxxx xxxxxxxx xx ( xxxx{x}{x}xxxxx xx - x xxxxx^x ).
xx_xxxxxxxxxx([[x], [x], [x], [x]], [x, x, x, x], x.xx, xxxx)
# [x.x, x.x]
xx_xxxxxxxxxx([[x], [x]], [x, x], x.x, x)
# [x.x, x.x]
xxx xxxxxx xxxxxxx xxxxx x xxxxxx xxxx xxxx xxxx, xxxxx xxxx xxx xxxxxxxx xxxxxxxxxx: xxxxx xx xx xxxx xxxxxx xxxxxxx xxxxxxxx.
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