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
