notebooks
ML notebooks
Differential machine learning implementation and demonstration 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.
138 stars
15 watching
51 forks
Language: Jupyter Notebook
last commit: over 2 years ago
Linked from 1 awesome list
aadautomatic-differentiationbackpropagationcomputational-financedeep-learningderivativesmachine-learningnotebookspricingquantitative-financeregression-modelsrisk-magazinerisk-managementtensorflow
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