Risk

The efficient application of automatic differentiation for computing gradients in financial applications

Automatic differentiation (AD) is a practical field of computational mathematics that is of growing interest across many industries, including finance. The use of reverse-mode AD is particularly ...
Risk

Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments)

In this paper, we apply stochastic (backward) automatic differentiation to calculate stochastic forward sensitivities. A forward sensitivity is a sensitivity at a future point in time, conditional on ...
Labroots

Use of a New 3D Pluripotent Stem Cell Suspension Culture Medium for Rapid Scale-Up and Downstream Differentiation of Pluripotent Stem Cells

In order to generate sufficient numbers of pluripotent stem cells (PSCs) for downstream applications, three-dimensional (3D) suspension cultures offer key advantages over two-dimensional (2D) adherent ...