Sebastian Schlenkrich

icon location Senior quant developer and risk management professional with more than 15 years experience in various roles in the financial industry.

Results 3 issues of Sebastian Schlenkrich

Add test_arg input and populate to test_args in test()

4 comment

This PR aims at increasing flexibility for running Julia tests. The string value of the new test_arg input is passed to test and can be accessed in Julia via the...

Error with QuadGK 2.11 and Zygote

3 comment

Hi, I maintain a Julia package for Monte Carlo simulation in the finance domain. We use QuadGK in conjunction with Zygote. The new QuadGK 2.11 seems to cause the following...

Error with ForwardDiff 1 and QuadGK

5 comment

Hi ForwardDiff team, I observe an error when updating from ForwardDiff v0.10 to v1.x. The error occurs when differentiating through `quadgk` integration. A MWE to reproduce the error is as...