Share 'Lecture slides: Introduction to Adjoint Differentiation and Back-Propagation in Machine Learning and Finance'
To access the document, go to https://github.com/asavine/CompFinance/blob/master/Intro2AADinMachineLearningAndFinance.pdf
This is a work in progress, feedback is highly appreciated.
Adjoint Differentiation - AD
Application: model fitting
Calibrating a financial pricing model
Training a deep learning model
Application: market risk
Adjoint Differentiation - AD…
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