Gero Kauerauf
M. Sc.
Contact Details
- Email: kauerauf [at] stce.rwth-aachen.de
- Office: Seffenter Weg 23, 52074 Aachen
- Room: 229
- Office Hours: on request
Research
- Adjoint Algorithmic Differentiation, Implicit Differentiation
- Exact Matrix-Free Newton Methods
- Calibration of Differential Equations
Talks
- 2025
- Efficient Differentiation for Local Volatility Interpolation, Quantitative Analytics50 @ Chartis Research
- 2023
- About Uniform Computational Graphs and Faster Newton Steps, 26th EuroAD @ RWTH Aachen University
- About Uniform Computational Graphs and Faster Newton Steps, 26th EuroAD @ RWTH Aachen University