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.

语言：Jupyter Notebook · GitHub 星标：146 · Fork：57

话题：aad · automatic-differentiation · backpropagation · computational-finance · deep-learning · derivatives · machine-learning · notebooks

在 GitHub 上查看原仓库