Seminar by Luhao Zhang

Actuarial Science and Financial Mathematics seminar series 

Luhao Zhang
Columbia University

Room: M3 3127

Causal transport distance and its applications in robust optimization

Causal transport distance extends the traditional optimal transport problem by incorporating causal constraints, ensuring that the transportation plan respects the temporal or causal relationships between events in the distributions being transformed. In this talk, I will discuss its applications in contextual distributionally robust optimization problems and machine learning fairness.