Path-Space Model Risk via Signature-Induced Optimal Transport

By Tomoyuki Ichiba, Qijin Shi

Published 2026-07-21

Everscope rating

2046.8

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Signature-Induced Optimal Transport (Sig-OT) Framework. Problem types: Risk Management, Optimization, Portfolio Optimization, Density Estimation.

arXiv:2607.20343 · Paper rankings

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