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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Application of Machine Learning in Pricing and Revenue Management

Application of Machine Learning in Pricing and Revenue Management Prescriptive Analytics and B2B Pricing Science Pricing science is the application of analytical techniques and methods to solve the problem of setting prices. This discipline had its origins in the development of yield management in the airline industry in the 1980s, and has since

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