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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Uwe Naumann
Professor Of Computer Science at RWTH Aachen University
Speaker

Profile

Uwe Naumann has been a professor for Computer Science at RWTH Aachen University, Aachen, Germany, since 2004 and Principal Scientist of the Numerical Algorithms Group (NAG) Ltd., Oxford, UK, since 2022. He holds a Ph.D. in Applied Mathematics from the Technical University Dresden, Germany. His research and software development is largely inspired by algorithmic differentiation including applications in various areas of computational science, engineering and finance. His 100+ peer reviewed publications include the popular textbook"The Art of Differentiating Computer Programs. An Introduction to Algorithmic Differentiation" published by SIAM in 2012.

Agenda Sessions

  • A matrix-free exact Newton method. Applicability in computational finance?

    15:50