Antoine Savine
  • Member for 2 years, 11 months
  • Last seen more than a month ago
Stats
598
reputation
19k
reached
13
answers
0
questions
Loading…
About

Antoine Savine is a professional quantitative researcher in finance, affiliated with Danske Bank and Copenhagen university. Antoine lectures volatility and numerical finance and he is the author of the Modern Computational Finance books with Wiley.

Antoine holds a PhD in Mathematics, he is an experienced C++ programmer and a key contributor to Danske Bank's multi award winning risk management systems.

He is best known for his influential work on automatic differentiation (AAD), parallel Monte-Carlo simulations, volatility, scripting and risk management.

Antoine just published his current research differential machine learning on arXiv and welcoming feedback and suggestions from the community.

This user doesn’t have any gold badges yet.
6
silver badges
12
bronze badges
13
Score
1
Posts
8
Posts %
10
Score
2
Posts
15
Posts %
10
Score
2
Posts
15
Posts %
6
Score
2
Posts
15
Posts %
5
Score
2
Posts
15
Posts %
4
Score
2
Posts
15
Posts %