Computation Graphs for AAD and Machine Learning: Parts 1, 2 and 3

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Three articles with code, exploring the notion of computation graph, with words, mathematics and code, and application in Machine Learning and finance to compute a vast number of derivative sensitivities with spectacular speed and accuracy.
OriginalsprogEngelsk
TidsskriftWilmott
ISSN1759-6351
StatusUdgivet - 2020

ID: 239521246