Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation
Research output: Contribution to journal › Journal article › Research › peer-review
First in a series of 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.
Original language | English |
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Journal | Wilmott |
Issue number | 104 |
Pages (from-to) | 36-61 |
ISSN | 1540-6962 |
DOIs | |
Publication status | Published - 2019 |
ID: 250165759