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Antoine Savine

Antoine Savine

Modern Computational Finance

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Tag: Computational Finance

Dimension Reduction Done Right

Differential Machine Learning: regression and PCA

Presenting the upcoming (October 2021) Risk article ‘Axes that matter: PCA with a difference’
(with closed captions)

Antoine Savine Machine Learning Leave a comment August 30, 2021August 30, 2021

Differential Regression

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:

https://colab.research.google.com/github/differential-machine-learning/notebooks/blob/master/DifferentialRegression.ipynb

Antoine Savine Machine Learning, Quantitative Finance Leave a comment June 16, 2021August 30, 2021

Deep Analytics talk in Tokyo next month

Thrilled and honored to present Deep Analytics in Tokyo next month.

第51回研究会

Deep Learning with Differential Augmentation
www.deep-analytics.org
Antoine Savine Machine Learning, Quantitative Finance Leave a comment January 23, 2020February 13, 2020

Monte-Carlo on GPU with TensorFlow

TensorFlow makes it particularly easy to implement simple Monte-Carlo simulations on GPU. To be followed.

https://www.quora.com/What-are-Monte-Carlos-applications-on-finance/answer/Antoine-Savine-1

Antoine Savine Machine Learning, Quantitative Finance Leave a comment January 8, 2020

Presenting Deep Analytics at Oxford University

Thrilled and honored to introduce Deep Analytics for Oxford University in Central London, Thursday 12th December 2019.

Slides here: www.deep-analytics.org

Register here: maths.ox.ac.uk/groups/mathematical-finance/frontiers-quantitative-finance-seminar-series

Antoine Savine Machine Learning, Quantitative Finance Leave a comment December 8, 2019

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