grant

Optimal Transport for Risk Management and scenario Generation (OTRiMaGe)

Organization New York UniversityLocation NEW YORK, United StatesPosted 1 Sept 2025Deadline 31 Aug 2027
NSFUS FederalResearch GrantScience FoundationNY
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Description preview

This project aims at contributing to the mathematical foundations of risk management in finance and robust generative models. The first major focus is the design of dynamic stochastic models subject to domain and/or distribution constraints. Such models will play a key role for a robust representation of the underlying uncertainties and will allow…

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Optimal Transport for Risk Management and scenario Generation (OTRiMaGe) — New York University | United States | Sept 20 | Dev Procure