3 papers
math.OC2026
The Monge optimal transport barycenter problem
Andrew D. Lipnick, Esteban G. Tabak, Giulio Trigila +3
A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the stati…
stat.ME2025
The hierarchical barycenter: conditional probability simulation with structured and unobserved covariates
Esteban G. Tabak, Giulio Trigila, Wenjun Zhao
This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same…
q-fin.CP2025
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
Andrew Lesniewski, Giulio Trigila
We propose a highly efficient and accurate methodology for generating synthetic financial market data using a diffusion model approach. The synthetic data produced by our methodolo…