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Lecture notes, code, notebooks and material for Antoine Savine's Lectures at Copenhagen University and Kings College London:

Computational Finance and Machine Learning in Finance

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See video recordings (Kings College London) here: Watch the video

Or the quick introduction, recorded in Bloomberg offices in London for the Tech Talks event of November 2019 here: AAD and backpropagation in Machine Learning and Finance, introduced in 15 minutes:

Watch the video

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Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London

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