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differential-machine-learning/notebooks

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

Stack
Jupyter Notebook
GitHub topics
#aad #automatic-differentiation #backpropagation #computational-finance #deep-learning #derivatives
Updated
2022-10-05
Lists
1 list mention
First commit
2019-12-16
History
1 history point
License
Unknown
Issues
2 open
Sign in to like differential-machine-learning/notebooks
148
stars
Forks
57
Commits
196 commits
Star growth, last 7 days
0 0.0%
Commit velocity, last 7 days
0 0.0%
Website GitHub