Recommender systems and high-frequency trading

Practical AI: Machine Learning, Data Science

Episode | Podcast

Date: Tue, 23 Mar 2021 18:35:00 +0000

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!