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A Primer on Adjoint Algorithmic Differentiation

February 1, 2018 @ 6:00 pm - 7:30 pm UTC+0

A Primer on Adjoint Algorithmic Differentiation

With Luca Capriotti, Visiting Professor, Department of Mathematics, University College London.

Details

Date:
February 1, 2018
Time:
6:00 pm - 7:30 pm UTC+0

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Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.