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Dmitri Goloubentsev

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2020 – today

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2022
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Dmitri Goloubentsev, Evgeny Lakshtanov:
Automatic adjoint differentiation for gradient descent and model calibration. Int. J. Wavelets Multiresolution Inf. Process. 20(3): 2040004:1-2040004:6 (2022)
2021
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Andrei Goloubentsev, Dmitri Goloubentsev, Evgeny Lakshtanov:
Adjoint Differentiation for generic matrix functions. CoRR abs/2109.04913 (2021)

2010 – 2019

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2019
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Dmitri Goloubentsev, Evgeny Lakshtanov:
Remarks on stochastic automatic adjoint differentiation and financial models calibration. CoRR abs/1901.04200 (2019)

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