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

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  • Antoine Savine
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.
OriginalsprogEngelsk
TidsskriftWilmott
Udgave nummer104
Sider (fra-til)36-61
ISSN1540-6962
DOI
StatusUdgivet - 2019

ID: 250165759