https://github.com/differential-machine-learning/notebooks

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

aad automatic-differentiation backpropagation computational-finance deep-learning derivatives machine-learning notebooks pricing quantitative-finance regression-models risk-magazine risk-management tensorflow

Last synced: 29 Sep 2025