Evgeny Lakshtanov | DeepAI

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Dmitri Goloubentcev
1 publication
Andrei Goloubentsev
1 publication
Dmitri Goloubentsev
1 publication

research

∙ 09/10/2021

Adjoint Differentiation for generic matrix functions

We derive a formula for the adjoint A of a square-matrix operation of th...

0 Andrei Goloubentsev, et al. ∙

research

∙ 01/14/2019

Remarks on stochastic automatic adjoint differentiation and financial models calibration

In this work, we discuss the Automatic Adjoint Differentiation (AAD) for...

0 Dmitri Goloubentcev, et al. ∙