Recommender systems and high-frequency trading

David Sweet, author of “Tuning Up: From A/B testing to Bayesian optimization”, introduces Dan and Chris to system tuning, and takes them from A/B testing to response surface methodology, contextual bandit, and finally bayesian optimization. Along the way, we get fascinating insights into recommender systems and high-frequency trading!

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Featuring:

• David Sweet – LinkedIn • , X • Chris Benson – Website • , GitHub • , LinkedIn • , X • Daniel Whitenack – Website • , GitHub • , X Show Notes:

Books

“Experimentation for Engineers” by David SweetTuning Up | GitHub • Manning 40% discount code: podpracticalAI19

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