CODING CHALLENGES

代码题库

用接近 LeetCode 的题表进入训练:先筛选题目,再进入双栏题面和编辑器。每道题只展示它实际声明支持的语言。

继续刷题

题目列表

显示 14 / 646 道可提交题。 当前筛选:标签:Optimization,权限:订阅,语言:Rust

提交状态:未尝试未正确已正确
未尝试
coding-almgren-chriss-static-tradeoff订阅锁定
Almgren-Chriss 静态最优执行轨迹

Almgren-Chriss Static Optimal Execution Trajectory

困难面试准备Python / C++ / Rust
未尝试
coding-edit-distance-with-cost-matrix订阅锁定
带成本矩阵的加权编辑距离

Weighted Edit Distance with Per-Character Cost Matrices

困难面试准备Python / C++ / Rust
未尝试
coding-equal-risk-contribution订阅锁定
等风险贡献组合权重

Equal-Risk-Contribution Portfolio Weights

中等面试准备Python / C++ / Rust
未尝试
coding-equal-risk-contribution-toy订阅锁定
等风险贡献组合(toy 不动点迭代)

Toy Equal-Risk-Contribution Solver (Fixed-Point Iteration)

中等面试准备Python / C++ / Rust
未尝试
coding-execution-with-hard-volume-cap订阅锁定
Optimal Execution Trajectory Under Hard Per-Bucket Volume Caps

Optimal Execution Trajectory Under Hard Per-Bucket Volume Caps

困难面试准备Python / C++ / Rust
未尝试
coding-max-diversification-portfolio订阅锁定
最大分散化组合 (Choueifaty-Coignard)

Maximum-Diversification Portfolio (Choueifaty-Coignard)

困难面试准备Python / C++ / Rust
未尝试
coding-mean-variance-frontier-long-only订阅锁定
Long-Only Mean-Variance Efficient Frontier

Long-Only Mean-Variance Efficient Frontier

困难面试准备Python / C++ / Rust
未尝试
coding-min-variance-2asset-toy订阅锁定
两资产最小方差组合(闭式解)

Two-Asset Minimum-Variance Portfolio (Closed Form)

中等面试准备Python / C++ / Rust
未尝试
coding-min-variance-long-only订阅锁定
长仓最小方差组合权重

Long-Only Minimum-Variance Portfolio Weights

中等面试准备Python / C++ / Rust
未尝试
coding-multi-period-dp-with-impact-and-risk订阅锁定
Multi-Period DP for Optimal Execution Under Impact and Risk

Multi-Period DP for Optimal Execution Under Impact and Risk

困难面试准备Python / C++ / Rust
未尝试
coding-target-vol-scale订阅锁定
目标波动率杠杆缩放

Target-Volatility Scaling with Leverage Cap

简单面试准备Python / C++ / Rust
未尝试
coding-transaction-cost-aware-target订阅锁定
考虑交易成本的目标权重求解

Transaction-Cost-Aware Target Weights from Alpha Signal

中等面试准备Python / C++ / Rust
未尝试
coding-turnover-constrained-rebalance订阅锁定
受换手率上限约束的组合再平衡

Turnover-Constrained Portfolio Rebalance

中等面试准备Python / C++ / Rust
未尝试
coding-vol-weight-portfolio订阅锁定
反波动率组合 + 权重上限

Inverse-Vol Portfolio with Position Cap

中等面试准备Python / C++ / Rust