# differential-machine-learning/notebooks

<https://repo.masters-masters.com/en/repos/differential-machine-learning/notebooks>

[Home](https://repo.masters-masters.com/en) › [differential-machine-learning](https://repo.masters-masters.com/en/owners/differential-machine-learning) › [notebooks](https://repo.masters-masters.com/en/repos/differential-machine-learning/notebooks)

differential-machine-learning/notebooks has 146 stars on GitHub. Its RepoMasters card: Prototype tier. Implement, demonstrate, reproduce and extend the…

| Field | Value |
| --- | --- |
| Owner | [differential-machine-learning](https://repo.masters-masters.com/en/owners/differential-machine-learning) |
| Stars | 146 |
| Forks | 57 |
| Language | [Jupyter Notebook](https://repo.masters-masters.com/en/languages/jupyter-notebook) |
| License | None |
| Created | 2019 |
| Topics | quantitative-finance, computational-finance, derivatives, risk-management, pricing, machine-learning, deep-learning, automatic-differentiation, aad, tensorflow |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [differential-machine-learning/notebooks](https://github.com/differential-machine-learning/notebooks) |

## Repository

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.

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.