All about AAD
by Antoine Savine
The super short story: a brief introduction in a few words
The super short story: a brief introduction in a few words
The short story: a one-pager qualitative introduction for QuantMinds:
The short story: a one-pager qualitative introduction for QuantMinds:
Another short story: Rolf Poulsen's stellar article in Wilmott
Another short story: Rolf Poulsen's stellar article in Wilmott
poulsen-2018-wilmott.pdf
And another one: a 15-minute video introduction to
And another one: a 15-minute video introduction to
AAD and backpropagation in machine learning and finance
AAD and backpropagation in machine learning and finance
Bloomberg Tech Talks, London, 27th Nov 2019
Bloomberg Tech Talks, London, 27th Nov 2019
Slides here:
Slides here:
aad15min.pdf
A not-so-short story:
A not-so-short story:
Computational finance and machine learning in finance
Computational finance and machine learning in finance
Lectures from the Masters Economics-Mathematics at Copenhagen University
Lectures from the Masters Economics-Mathematics at Copenhagen University
Focused on AAD and backpropagation, and application in finance with implementation in C++
Focused on AAD and backpropagation, and application in finance with implementation in C++
Also in video format, as a recorded lecture at Kings College London, here
Also in video format, as a recorded lecture at Kings College London, here
And the complete story: the AAD book
And the complete story: the AAD book
Beyond AAD: Deep Analytics
Beyond AAD: Deep Analytics
Finally, a few external links:
Finally, a few external links:
The Wikipedia article
The Wikipedia article
and a few other, excellent books covering the topic
and a few other, excellent books covering the topic