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Evgeny Lakshtanov
MatLogica
Evgeny Lakshtanov holds a PhD in Mathematics and is a Principal Researcher at the University of Aveiro, Portugal having published over 40 scientific papers. He is a co-founder of MatLogica and often speaks at scientific and industry events.
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Articles by Evgeny Lakshtanov
Adjoint differentiation for generic matrix functions
The authors develop and apply a formula to derive closed-form expressions in particular quantitative finance cases.
Automatic implicit function theorem
New technique can improve use of adjoint algorithmic differentiation in calibration problems