Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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.
Originalsprog | Engelsk |
---|---|
Tidsskrift | Wilmott |
Udgave nummer | 104 |
Sider (fra-til) | 36-61 |
ISSN | 1540-6962 |
DOI | |
Status | Udgivet - 2019 |
ID: 250165759