Brian Huge and I just posted a working paper following six months of research and development on function approximation by artificial intelligence (AI) in Danske Bank.… Read More »Differential ML on TensorFlow and Colab
Recorded in Bloomberg’s London offices in November 2019: slides here
Automatic Adjoint Differentiation (AAD) and back-propagation are key technologies in modern machine learning and finance. It is back-prop that enables deep neural networks to learn… Read More »Recorded workshop from Kings College London: AAD, Backpropagation and Machine Learning in Finance
We first provide a mini-tutorial on Adjoint Algorithmic Differentiation (AAD) (also known as back-propagation in machine learning). We then illustrate how neural networks may be… Read More »Deep Analytics: Risk Management with AI
