DAVID SWEET

• Teaching

  • Experimental Optimization in Quantitative Trading
      Guest lecture for Systematic Investing, Prof. Vasant Dhar, NYU Stern School of Business, April 2025
  • Experimental Optimization Course
      AI and Data Analytics masters program at Yeshiva University
    • Fall 2024 notes
    • Summer 2023
    • Spring 2022
  • Experimental Optimization in Quantitative Trading
      Guest lecture for Robo-Advisors & Systematic Investing, Prof. Vasant Dhar, NYU Stern School of Business, April 2024
  • Experimentation in Trading
      Guest lecture for Robo-Advisors & Systematic Investing, Prof. Vasant Dhar, NYU Stern School of Business, April 2023
  • Experimental optimization
      Course for the DAV masters program at Yeshiva University, Spring 2022
  • Experimental Optimization
      Guest lecture for Data Driven Organizations, Prof. Andrew Catlin, Yeshiva University, Fall 2021
  • Predictive Models
      Course in the AI masters program at Yeshiva University, Summer 2021
  • Guest lectures for Trading Strategies and Systems, Prof. Vasant Dhar, NYU Stern School of Business
    • Optimization of High-Frequency Trading Systems, Spring 2019
    • Optimization of High-Frequency Trading Systems, Spring 2018
    • Optimization of High-Frequency Trading Systems, Spring 2017
    • High Frequency Trading, Fall & Spring 2014

• Books

  • D. Sweet, Experimentation for Engineers: From A/B Testing to Bayesian Optimization (Manning Publications, 2023)
    • Get the code from GitHub
    • Order from and read online at Manning books
    • Order paperback or Kindle version from Amazon
    • Article from Yeshiva University, Katz School blog.
  • D. Sweet, et. al., KDE 2.0 Programming (MacMillan Publishing, 2000). [pdf]
  • Contributing author, Chs. 34-38, N. Wells, Special Edition: Using KDE (MacMillan Publishing, 2000).

• Papers / Poster

  • Jadhav, S. & Sweet, D. (2025, June). Taking the GP Out of the Loop (arXiv:2506.12818). Preprint.
  • Jadhav, S. & Sweet, D. (2024, December). Fast, precise Thompson sampling for Bayesian optimization [Poster presentation]. NeurIPS 2024 Workshop on Bayesian Decision-making and Uncertainty.
  • Ren, J., & Sweet, D. (2024). Optimal initialization of batch Bayesian optimization (arXiv:2404.17997). arXiv.
  • Sweet, D., Ott, E., & Yorke, J. A. (1999). Topology in chaotic scattering. Nature, 399(6733), 315–316.
  • Sweet, D. (2018). Tetrasphere [Exhibit]. Composite Gallery, National Museum of Mathematics (MoMath).
  • Sweet, D. (2024). Tetrasphere [Permanent exhibit]. National Museum of Mathematics (MoMath).
  • Related articles (2000)
  • Sweet, D., Nusse, H. E., & Yorke, J. A. (2001). Stagger-and-step method: Detecting and computing chaotic saddles in higher dimensions. Physical Review Letters, 86(11), 2261–2264.
  • More ...

• Podcasts & Presentations

  • Taking the GP Out of the Loop, Meta Adaptive Experimentation Group, Oct 2025.
  • Bayesian Optimization in O(N): Speeding Automated Design and Discovery, Katz School Faculty Research Initiative, May 2025.
  • Motivation to Experiment, a talk for AI for Good
  • Recommender systems and high-frequency trading, Practical AI Podcats
  • Chaos Theory, High-Frequency Trading, and Experimentations at Scale, Datacast Podcast
  • Tuning Up with David Sweet, Test Guild Performance Podcost
  • What a Quantitative Trader Can Teach You About A/B Testing and Beyond, DevDiscuss Podcast