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Demystifying AAD – what is the role of adjoint algorithmic differentiation in quant finance?

Live from QuantMinds International, the experts give us a crash course on what adjoint algorithmic differentiation is, on the applications of AAD, and on its impact on quant finance.

Uwe Naumann, Professor Of Computer Science at RWTH Aachen University, on AAD and why it’s a mystified concept

Antoine Savine, Quantitative Research at Danske Bank, on the potentials of AAD

Rodney Hoskinson, Director, Quantitative Support (Strategic Trading and Funding) at ANZ Banking Group, and Stephane Crepey, Professor of Mathematics at University Of Evry, on GPU and deep learning


Closing banner QM Intl Live catch up long

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