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| May 14, 2025 | 🚀 Excited to share our latest work: PNOT: Python Nested Optimal Transport — developed together with Ruben Bontorno! PNOT offers ultra-fast C++ solvers with a Python interface for solving nested (adapted) optimal transport problems. In particular, it efficiently computes the adapted Wasserstein distance, combining speed and precision like never before. Check it out and feel free to contribute or give feedback! |
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| Nov 07, 2024 | 🚀 Excited to introduce Time-Causal VAE ⏱ for robust generating financial time-series! |
| Aug 06, 2024 | 🎉 I am thrilled to release NeuralHedge 📈, a PyTorch-based package for deep Hedging, utility maximization, portfolio optimization. NeuralHedge is fully data-driven, lightweight, beginner friendly and flexible. Check it out! |