Project Grant 2606731
- This $250,000 Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences (CFDA 47.049) program supports research in two areas: (1) regularized optimal transport theory and (2) price impact modeling in financial markets. For the first part, the project investigates the mathematical foundations and theoretical guarantees for sparsity in quadratically regularized optimal transport. This builds on prior work on entropically regularized optimal transport....
- The National Science Foundation Division of Mathematical Sciences awarded Columbia University a $300,000 Project Grant under the Mathematical and Physical Sciences federal grant program (CFDA 47.049). The grant will support research on entropy in optimal transport and finance from July 1, 2021 to June 30, 2024. The Mathematical and Physical Sciences program aims to promote progress in mathematics and the physical sciences to strengthen the nation's scientific enterprise. This award will...
- Federal Project Grant Award Summary The National Science Foundation's Division of Mathematical Sciences awarded Columbia University $225,094 under the Mathematical and Physical Sciences (CFDA 47.049) program on August 15, 2025, with completion targeted for July 31, 2028. This project grant supports fundamental research in probability theory with applications spanning mathematics, physics, finance, and machine learning. The principal investigator's group will develop theoretical advances across...
- The National Science Foundation (NSF) Division of Mathematical Sciences awarded a $600,000 Project Grant to Carnegie Mellon University (CMU) under the Mathematical and Physical Sciences program (CFDA 47.049). The grant supports a 3-year research project focused on developing rigorous statistical methods for Optimal Transport, a mathematical technique used to combine data from different scientific domains and mitigate unintended biases in algorithms. The project has three main thrusts: 1)...
- The National Science Foundation Division of Mathematical Sciences awarded the University of South Carolina $700,000 on September 1, 2026, under the Mathematical and Physical Sciences program (CFDA 47.049) to develop mathematical foundations and algorithms for deep learning-based optimization through integration of optimal transport, information geometry, mean-field control, and spectral graph theory. The project addresses the absence of rigorous geometric frameworks for understanding...
- This Project Grant from the National Science Foundation's Mathematical and Physical Sciences program (CFDA 47.049) provides $193,202 to Columbia University from August 15, 2022 through July 31, 2025. The funding will support research investigating long-time behavior and large population limits of stochastic processes with random times. Specifically, the university will develop mathematical and computational tools to analyze complex interacting systems, with a focus on stochastic models involving...
- The National Science Foundation (NSF) Division of Mathematical Sciences awarded a $184,593 project grant to Lafayette College in Easton, Pennsylvania. The grant, under the NSF's Mathematical and Physical Sciences program (CFDA 47.049), will fund collaborative research to develop theoretical tools and efficient numerical methods for solving the optimal transport problem. This mathematical problem seeks to minimize the total cost of transporting mass from one location to another, with applications...
- This Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences (CFDA 47.049) program will provide $160,000 to Cornell University from July 1, 2024 to June 30, 2027 to advance statistical optimal transport theory and its applications. The research project aims to develop new computational and statistical methods for optimal transport, and apply them to various data analysis tasks like clustering, generative modeling, and dimension reduction for...
- Federal Project Grant Award Summary The National Science Foundation's Division of Mathematical Sciences awarded Columbia University $240,000 under the Mathematical and Physical Sciences program (CFDA 47.049) for a three-year project (July 1, 2025–June 30, 2028) focused on developing a deeper understanding of mean-field models in statistical inference. The project addresses the critical challenge of approximating complex statistical models while maintaining computational feasibility in big data...
- Project Grant Award Summary: Optimal Transport for Risk Management and Scenario Generation New York University received a $299,057 Project Grant from the National Science Foundation (NSF) Division of Mathematical Sciences under the Mathematical and Physical Sciences program (CFDA 47.049) for the period September 1, 2025 through August 31, 2027. The OTRIMAGE (Optimal Transport for Risk Management and Scenario Generation) project delivers fundamental mathematical research and methodological...
The National Science Foundation Division of Mathematical Sciences awarded $200,000 to Columbia University on August 15, 2026, under the Mathematical and Physical Sciences program (CFDA 47.049) to develop applied mathematics in optimal transport and market microstructure. The project investigates regularization methods for entropically regularized optimal transport, focusing on the Kantorovich-Wasserstein distance and the entropic selection conjecture. Researchers will derive second-order asymptotic expansions of regularized costs and develop algorithms to identify specific optimal transport plans in the limit as regularization parameters approach zero. The work also examines how large trades reveal private information through price movements in modern financial markets and analyzes competition through trading fees in decentralized cryptocurrency exchanges. Applications include reducing execution costs for institutional investors such as pension funds, improving efficiency and resilience of financial infrastructure, and clarifying risks in digital-asset markets. The project will train postdoctoral, graduate, and undergraduate researchers and strengthen the STEM workforce through research, courses, and interdisciplinary meetings. Performance occurs at Columbia University in New York, New York. The period of performance runs through July 31, 2029. The award is a project grant; no sub-recipients are identified in the source.
Mod # | Description | ReasonForModification | Federal Obligation | Date |
|---|---|---|---|---|
| Not listed | $200.0k | 8/5/26 |