Differential Machine Learning Masterclass

slides here: Recorded at the QuantMinds International Dec21 event in Barcelona, Brian Huge and Antoine Savine summarize two years of research and development at Danske Bank on pricing and risk management of financial derivatives with machine learning and artificial intelligence. The novel algorithms presented at the event are also published in two articles of Risk Magazine, Oct20 and Oct21. A book with Chapman and Hall will be released in the autumn.