In this event hosted by Bruno Dupire at Bloomberg’s headquarters, I will present advances in differential machine learning at 17:40. My talk will be followed at 18:30 by a tribute to the great mathematician Marco Avellaneda by some of his closest pairs, including Bruno, Raphael Douady, Mike Lipkin and Nassim Taleb. The talks are followed by a reception at 19:00.
Differential regression illustrates the main ideas of differential machine learning, and demonstrates its power in a very simple context. We posted a small article with code on Google Colab, run it here: