Neutryx Lab

Dual-layer architecture combining open-source numerical computing with proprietary constraint-aware AI.

Neutryx‑Core (Open‑Source)

JAX-based pricing library

High‑performance JAX‑based numerical library for derivative pricing, risk, and XVA, featuring automatic differentiation, PDE solvers, and clean extensibility. Interactive demo pricer available on the page. Released under a permissive open‑source license.

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Neutryx‑AI (Under IP Review)

A constraint-aware neural universal approximator for model-free numerical reasoning. Implements a general adaptive constrained optimisation framework with meta-gradient control to ensure mathematical, physical, and probabilistic consistency. Provides a domain-agnostic architecture applicable to calibration, inverse problems, and safe output regulation. Subject of UCLB invention disclosure.

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IP & Disclosure: Technical details, algorithms, model architectures, and training procedures relating to Neutryx‑AI are not publicly available at this time pending patent/IP review. Neutryx‑Core is open‑source and intentionally devoid of confidential learning logic.