Computation Graphs for AAD and Machine Learning Part I: Introduction to Computation Graphs and Automatic Differentiation. Issue 104 (12th November 2019)

Record Type:
Journal Article
Title:
Computation Graphs for AAD and Machine Learning Part I: Introduction to Computation Graphs and Automatic Differentiation. Issue 104 (12th November 2019)
Main Title:
Computation Graphs for AAD and Machine Learning Part I: Introduction to Computation Graphs and Automatic Differentiation
Authors:
Savine, Antoine
Abstract:
Abstract : First in a series of three articles with code, exploring the notion of computation graph, with words mathematics and code, and application in Machine Learning and finance to compute a vast number of derivative sensitivities with spectacular speed and accuracy.
Is Part Of:
Wilmott. Volume 2019:Issue 104(2019)
Journal:
Wilmott
Issue:
Volume 2019:Issue 104(2019)
Issue Display:
Volume 2019, Issue 104 (2019)
Year:
2019
Volume:
2019
Issue:
104
Issue Sort Value:
2019-2019-0104-0000
Page Start:
36
Page End:
61
Publication Date:
2019-11-12
Subjects:
Finance -- Periodicals
Financial services industry -- Periodicals
332
Journal URLs:
http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗
DOI:
10.1002/wilm.10804 ↗
Languages:
English
ISSNs:
1540-6962
Deposit Type:
Legaldeposit
View Content:
Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:
British Library HMNTS - ELD Digital store
Ingest File:
12144.xml