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Antoine Savine

Antoine Savine

Modern Computational Finance

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Tag: scikit-learn

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

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