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.

Date Created 2019-12-16 (4 years ago)

Commits 196 (last one about a year ago)

Stargazers 133 (0 this week)

Watchers 15 (0 this week)

Forks 51

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RepositoryStats indexes 533,807 repositories, of these differential-machine-learning/notebooks is ranked #223,940 (58th percentile) for total stargazers, and #141,982 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #5,180/14,894.

differential-machine-learning/notebooks is also tagged with popular topics, for these it's ranked: deep-learning (#4,162/7824), machine-learning (#3,869/7366), tensorflow (#1,276/2164), quantitative-finance (#114/183)

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Homepage URL: https://arxiv.org/abs/2005.02347

All Topics

aad pricing notebooks tensorflow derivatives deep-learning risk-magazine backpropagation risk-management machine-learning regression-models quantitative-finance computational-finance automatic-differentiation

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updated: 2024-05-04 @ 11:17am, id: 228447820 / R_kgDODZ3WTA