Experimentation for Engineers: From A/B Testing to Bayesian Optimization
Experimentation for Engineers: From A/B Testing to Bayesian Optimization
Sweet, David: - David Sweet has worked as a quantitative trader at GETCO and a machine learning engineer at Instagram, where he used experimental methods to tune trading systems and recommender systems. This book is an extension of his lectures on tuning quantitative trading systems given at NYU Stern over the past three years.
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Sweet, David: - David Sweet has worked as a quantitative trader at GETCO and a machine learning engineer at Instagram, where he used experimental methods to tune trading systems and recommender systems. This book is an extension of his lectures on tuning quantitative trading systems given at NYU Stern over the past three years.
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