Recommender systems and high-frequency trading - podcast episode cover

Recommender systems and high-frequency trading

Mar 23, 202143 minEp. 126
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Episode description

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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