All about AAD

by Antoine Savine

The super short story: a brief introduction in a few words

Another short story: Rolf Poulsen's stellar article in Wilmott


poulsen-2018-wilmott.pdf

The not so short story: the complete AAD and back-propagation workshop

with application in finance and machine learning, and implementation in C++


also available as a series of three papers in Wilmott, coming November 2019

and as a recorded lecture at Kings College, coming soon

And the complete story: the AAD book

Finally, a few external links:

The Wikipedia article


and a few other, excellent books covering the topic