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 to identify faces on photographs in reasonable time. It is AAD that allows financial institutions to compute the risks of complex derivatives books in real time. The two technologies share common roots.
See the AAD book here:…Continue
Added by Antoine Savine on October 30, 2019 at 7:00am — No Comments