PrototypeCommon
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.
- Owner
- differential-machine-learning (personal account)
- Stars
- Stars: 146
- Forks
- Forks: 57
- Language
- Jupyter Notebook
- License
- None
- Created
- 2019
- Topics
- quantitative-financecomputational-financederivativesrisk-managementpricingmachine-learningdeep-learningautomatic-differentiationaadtensorflow
- Tier
- Prototype (100 to 249 ★) What this tier means
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