Thrilled and honored to present Deep Analytics in Tokyo next month.
By Brian Huge and Antoine Savine
Deep learning derivatives pricing, and risk, with differential regularisation
See our slides here:
Back in March, I gave a series of lectures at Kings College London on automatic adjoint differentiation, backpropagation and machine learning, and how it all connects and applies to risk management of financial derivatives.
The lectures were recorded and made freely available online, either from Kings own page:
or, on YouTube:
It is my understanding that the audience at Kings found the talks useful, and I hope that they may be beneficial to a wider audience on the internet.