PrototypeCommune
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.
- Propriétaire
- differential-machine-learning (compte personnel)
- Étoiles
- Étoiles : 146
- Forks
- Forks : 57
- Langage
- Jupyter Notebook
- Licence
- Aucune
- Création
- 2019
- Sujets
- quantitative-financecomputational-financederivativesrisk-managementpricingmachine-learningdeep-learningautomatic-differentiationaadtensorflow
- Rang
- Prototype (100 à 249 ★) Ce que veut dire ce rang
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