Financial Tail Risk Beyond Lipschitz Continuity via Semi-Discrete Optimal Transport

arXiv:2609.27785 · q-fin.RM, cs.CE, q-fin.CP, stat.ML · Submitted 2026-08-17 · Read on arXiv

q-fin.RM, cs.CE, q-fin.CP, stat.ML

Submitted: 2026-08-17

Updated: 2026-08-17

Comments: 8 pages, 1 figure, 5 tables

Code: https://github.com/ax-ml/jax

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

Optimal Transport — 22× in this paper · explained in 5 episodes
Normalizing Flow — 8× in this paper · explained in 3 episodes
Normalizing Flows — 8× in this paper · explained in 4 episodes
Semi-Discrete Optimal Transport — 7× in this paper
Flow Matching — 6× in this paper · explained in 8 episodes
Generative Model — 6× in this paper · explained in 2 episodes
Generative Modeling — 4× in this paper · explained in 3 episodes
Generative Models — 4× in this paper · explained in 2 episodes
In International Conference on Learning Representations — 4× in this paper
In International Conference on Machine Learning — 4× in this paper
Adam — 3× in this paper · explained in 2 episodes
Benchmark — 3× in this paper · explained in 2 episodes
Ablation — 2× in this paper · explained in 1 episode
Accuracy — 2× in this paper · explained in 1 episode
Calibration — 2× in this paper · explained in 7 episodes
Core — 2× in this paper · explained in 2 episodes
Admissible Space — 1× in this paper · explained in 1 episode
Diffusion Model — 1× in this paper · explained in 8 episodes
Fidelity — 1× in this paper · explained in 2 episodes
Hallucination — 1× in this paper · explained in 3 episodes
Latent Space — 1× in this paper · explained in 7 episodes
Mode Collapse — 1× in this paper · explained in 2 episodes
Model-Agnostic — 1× in this paper · explained in 2 episodes

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