| Differential Machine Learning: The Shape of Things To Come BN Huge, A Savine Risk, 2020 | 53* | 2020 |
| Modern Computational Finance: AAD and Parallel Simulations A Savine | 49 | 2018 |
| LSM Reloaded: Differentiate xVA on your iPad Mini B Huge, A Savine | 14 | 2017 |
| A Theory of Volatility A Savine Recent Developments in Mathematical Finance, 151-167, 2002 | 12 | 2002 |
| Computation graphs for AAD and machine learning Part I: Introduction to computation graphs and automatic differentiation A Savine Wilmott 2019 (104), 36-61, 2019 | 10 | 2019 |
| Modern Computational Finance: Scripting for Derivatives and xVA A Savine, J Andreasen John Wiley & Sons, 2021 | 8 | 2021 |
| Practical Implementation of AAD for Derivatives Risk Management, xVA and RWA HJ Flyger, B Huge, A Savine Global Derivatives, 2015 | 8 | 2015 |
| Dimension Reduction and Other Ways of Speeding-Up Monte-Carlo Simulations B Dupire, A Savine Risk Publications, 1998 | 8 | 1998 |
| Differential Machine Learning.(2020) B Huge, A Savine arXiv preprint arXiv:2005.02347, 2020 | 5 | 2020 |
| Stabilize Risks of Discontinuous Payoffs with Fuzzy Logic A Savine Global Derivatives, 2016 | 5 | 2016 |
| Computation Graphs for AAD and Machine Learning Part II: Adjoint Differentiation and AAD A Savine Wilmott 2020 (105), 32-45, 2020 | 3 | 2020 |
| Deep Analytics B Huge, A Savine QuantMinds, 2019 | 2 | 2019 |
| Computation Graphs for AAD and Machine Learning Part III: Application to Derivatives Risk Sensitivities A Savine Wilmott 2020 (106), 24-39, 2020 | 1 | 2020 |
| From Model to Market Risks: The Implicit Function Theorem (IFT), Demystified A Savine Available at SSRN 3262571, 2018 | 1 | 2018 |
| Axes that Matter: PCA with a Difference BN Huge, A Savine Risk, 2021 | | 2021 |
| Automatic Differentiation Explained in 15min: Video Tutorial with Application in Machine Learning and Finance A Savine Towards Data Science, 2020 | | 2020 |
| Modern Computational Finance: AAD and Parallel Simulations (Table of Contents and Preface) A Savine, L Andersen Modern Computational Finance: AAD and Parallel Simulations (2018), 2018 | | 2018 |
| Backpropagation and automatic differentiation (AAD) in machine learning and finance A Savine Copenhagen University, Aarhus University, Kings College London, 2018 | | 2018 |
| Financial Cash-Flow Scripting: Beyond Valuation A Savine QuantMinds, 2018 | | 2018 |
| A Brief History of Discounting A Savine BBQ (Bloomberg, NYC) and ESILV (Paris), 2014 | | 2014 |
