Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation

Research output: Contribution to journalJournal articlepeer-review

Standard

Computation Graphs for AAD and Machine Learning : Part I: Introduction to Computation Graphs and Automatic Differentiation. / Savine, Antoine.

In: Wilmott, No. 104, 2019, p. 36-61.

Research output: Contribution to journalJournal articlepeer-review

Harvard

Savine, A 2019, 'Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation', Wilmott, no. 104, pp. 36-61. https://doi.org/10.1002/wilm.10804

APA

Savine, A. (2019). Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation. Wilmott, (104), 36-61. https://doi.org/10.1002/wilm.10804

Vancouver

Savine A. Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation. Wilmott. 2019;(104):36-61. https://doi.org/10.1002/wilm.10804

Author

Savine, Antoine. / Computation Graphs for AAD and Machine Learning : Part I: Introduction to Computation Graphs and Automatic Differentiation. In: Wilmott. 2019 ; No. 104. pp. 36-61.

Bibtex

@article{441e6a8b353f441fa2b1e2790115fc58,
title = "Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation",
abstract = "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.",
author = "Antoine Savine",
year = "2019",
doi = "10.1002/wilm.10804",
language = "English",
pages = "36--61",
journal = "Wilmott",
issn = "1540-6962",
publisher = "Wiley",
number = "104",

}

RIS

TY - JOUR

T1 - Computation Graphs for AAD and Machine Learning

T2 - Part I: Introduction to Computation Graphs and Automatic Differentiation

AU - Savine, Antoine

PY - 2019

Y1 - 2019

N2 - 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.

AB - 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.

U2 - 10.1002/wilm.10804

DO - 10.1002/wilm.10804

M3 - Journal article

SP - 36

EP - 61

JO - Wilmott

JF - Wilmott

SN - 1540-6962

IS - 104

ER -

ID: 250165759