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Benchmarks
Jacobian computation on BlackScholes
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4.77
Median runtime (ms)
AlphaGrad
4.7592
4.8321
4.905
4.9779
Jun 7, 2024
Median runtime (ms)
Updated 1mo ago
Evaluation Results
Method
Method
Links
Median runtime (ms)
AlphaGrad
AD Mode=AlphaGrad, Dev...
2024.06
4.77
Reverse
AD Mode=Reverse, Devic...
2024.06
5.02
Markowitz
AD Mode=Markowitz, Dev...
2024.06
5.03
Forward
AD Mode=Forward, Devic...
2024.06
5.04
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