Lecture slides: Introduction to Adjoint Differentiation and Back-Propagation in Machine Learning and Finance

Lecture slides: Introduction to Adjoint Differentiation and Back-Propagation in Machine Learning and Finance To access the document, go to https://antoinesavine.files.wordpress.com/2018/11/intro2aadinmachinelearningandfinance.pdf This is a work in progress, feedback is highly appreciated. Content Introduction Adjoint Differentiation – AD Application: model fitting Calibrating a financial pricing model Training a deep learning model Application: market

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