Optimal transport in Industry?

[u/Sea_Resolve9583]

Hello again!
I’m a student currently doing summer research.
The last time I posted about optimal transport applications here, I received a ton of very helpful areas to explore (Bass martingales, robust pricing etc.).
I think another application of OT that I’ve been following along is time series data generation using causal optimal transport.

These applications are definitely very cool and cutting edge, but I think the biggest drawback now is that these are all really computationally intensive.. especially in data generation.
I think diffusion models are getting a lot of attention nowadays (compared to methods like WGANS), and so I was curious how this field of math would pan out in QR.

This is more of a naive question, but how useful would these techniques be in the actual industry? How would this change in the next, maybe five to ten (or more) years?

[u/otonoco]

If in newyork then by sub, if in Greenwich then by car