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Neutryx Lab

Dual-layer architecture combining open-source numerical computing with proprietary constraint-aware AI.
Neutryx‑Core (JAX-based pricing library) · Neutryx‑AI (neural universal approximator under UCLB IP review).

Neutryx‑Core (Open‑Source)

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.