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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for Lean formalization

Lean 4 formalizes Stokes' theorem for smooth singular cubes.

problem Formalizing Stokes' theorem for singular cubes in arbitrary dimensions.
method Using true differential-form pullback via Frechet derivative, bridging to mathlib4's extDeriv.
result d^2=0 for singular cubical chains, chain-level Stokes extended.

Lean 4 library formalizes mathematical finance, verifying over 200 theorems.

problem Formal verification of complex financial mathematics.
method Lean 4 proof assistant, Mathlib, BrownianMotion package, formal verification of over 200 theorems.
result Formal verification yields certified unification of known financial results.

Formalizes vNM utility theorem using Lean 4, proving existence and uniqueness.

problem Formalizing and proving the von Neumann-Morgenstern utility theorem.
method Implement classical axioms in Lean 4, formalizing preference relations over lotteries.
result Machine-verified proofs of existence and uniqueness of utility representations.

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

problem Formalizing Herbert Simon's bounded rationality concept in economic decision-making.
method Developed FFSD framework using Lean 4 theorem prover, proving equivalence to expected utility theory.
result Equivalence theorem linking FFSD to expected utility maximization for approximate indicator functions.

Lean Copilot uses LLMs to assist theorem proving in Lean, improving efficiency and automation.

problem Challenges in using existing neural theorem provers to prove novel theorems autonomously.
method Introduces Lean Copilot, a framework for integrating LLMs into Lean's theorem proving process.
result Lean Copilot automates 74.2% of proof steps on average, significantly improving over existing methods.

Paper formalizes multi-dimensional FSD using geometric methods.

problem Complex measure theory and calculus barriers to formalization in proof assistants.
method Geometric framework for first-order stochastic dominance in N dimensions.
result Geometric approach bypasses complex integration theory for direct comparison of survival probabilities.

We present a formal proof in Lean of probably approximately correct (PAC) learnability of the concept class of decision stumps. This classic result in machine learning theory derives a bound on error probabilities for a simple type of classifier. Though such a proof appears simple on paper, analytic and measure-theoret…

2019-11-01abs ↗pdf ↗

LeanDojo removes barriers to theorem proving with open-source tools and data.

problem Difficulty in reproducing and building on existing theorem proving methods.
method Introduces LeanDojo, an open-source Lean playground with toolkits, data, models, and benchmarks.
result ReProver, an LLM-based prover augmented with retrieval, outperforms non-retrieval baselines and GPT-4.

Understanding the representational power of Restricted Boltzmann Machines (RBMs) with multiple layers is an ill-understood problem and is an area of active research. Motivated from the approach of \emph{Inherent Structure formalism} (Stillinger & Weber, 1982), extensively used in analysing Spin Glasses, we propose a no…

2018-06-12abs ↗pdf ↗

This paper formalizes the h-principle and sphere eversion in differential topology.

problem Formalizing the h-principle and sphere eversion in differential topology.
method Lean formalization of the local h-principle for first-order partial differential relations, using convex integration.
result Reproves Smale's sphere eversion theorem and formalizes advanced mathematics.

We introduce trading fees into AMM models and analyze their impact on swap rates and profits.

problem The impact of trading fees on AMM models and users' trading strategies.
method We extend a foundational AMM model by introducing a trading fee parameter and analyze the model using economic and mathematical rigor.
result Trading fees affect the additivity of swap rates and can lead to greater profits from larger trades.

Scores political leanings in Web3 betting markets.

problem Understanding political motivations in decentralized prediction markets.
method Constructing PBLS from Polymarket data, analyzing 15k addresses, 4k events, 8k markets.
result Validated PBLS through internal and external comparisons, revealing political and profit motives.

LeanML reduces machine learning project waste by estimating best performance without training models.

problem Avoidable wastes in machine learning projects.
method Lean design pattern based on mutual information and performance metrics.
result Estimating best performance without training models is faster and cheaper.

A study ranks critical Lean Six Sigma tools for implementation in Portuguese companies.

problem Identifying the most important tools for successful Lean Six Sigma implementation in Portugal.
method An online survey with Portuguese consultants evaluated 37 tools based on frequency of use, difficulty, importance, and impact. A ranking was developed using a procedure to assess consultants' know-how.
result Honshin Kanri, VOC, VSM were identified as the most important tools for Lean Six Sigma implementation.

Researchers solved a number-theoretic hypothesis to determine the spin parity of k-differentials.

problem Determining the spin parity of k-differentials on Riemann surfaces of genus zero and one.
method Proved a number-theoretic hypothesis (Conjecture A.10) by reformulating it in terms of Jacobi symbols and reducing it to a combinatorial identity.
result The spin parity of k-differentials on Riemann surfaces of genus zero and one was completely determined.

No feature ranking can be faithful, stable, and complete when features are collinear.

problem The impossibility of creating a feature ranking that is simultaneously faithful, stable, and complete when features are collinear.
method Proving the impossibility, quantifying it for four model classes, resolving it via ensemble averaging (DASH), and machine-verifying it with Lean 4 theorems.
result No method lies outside the dichotomy of faithful-complete methods (unstable, with rankings that flip up to 50% of the time) and ensemble methods (stable, reporting ties for symmetric features).

In this article we show that if a knot diagram admits a non-trivial coloring modulo 13 then there is an equivalent diagram which can be colored with 5 colors. Leaning on known results, this implies that the minimum number of colors modulo 13 is 5.

2015-08-30abs ↗pdf ↗

Framework evaluates AI proposals for drug discovery, finds no LLM advantage.

problem No principled framework exists for evaluating AI-guided scientific selection under budget constraints.
method Formally verified metric (BSDS/DQS) penalizes false discoveries and excessive abstention.
result LLMs provide no marginal value over existing classifiers in drug discovery.

The paper explores learning from label proportions, showing differences in efficiency between LLP and PAC learning.

problem Learning from label proportions (LLP) in unlabeled data with given label proportions.
method Formal definition and computational complexity analysis of LLP learning.
result LLP learning is more restrictive than PAC learning for finite VC classes, and some classes are uncharacterizable.

Convolutional Neural Networks (CNNs) have become indispensable for solving machine learning tasks in speech recognition, computer vision, and other areas that involve high-dimensional data. A CNN filters the input feature using a network containing spatial convolution operators with compactly supported stencils. In pra…

2019-10-29abs ↗pdf ↗

Proposes new methods for inference in GLMs without assuming model correctness.

problem Inference for GLMs assumes model correctness, leading to uncertainty and bias.
method Develops nonparametric estimands and uses influence curves with flexible procedures.
result Inference for GLM parameters is improved without model correctness assumptions.

Benchmarking recursive collapse claims with a new framework under false-positive control.

problem Evaluating recursive systems for failure patterns and warning claims.
method Developed Loopzero framework for testing recursive failures, specified claim boundaries in Lean, evaluated under FP constraint, and compared with standard detectors.
result No standard detectors or Loopzero's pre-registered quantile detector achieved the required operating point under the false-positive contract.

Optimal scheduling of hydrogen production in dynamic pricing power market can maximize the profit of hydrogen producer; however, it highly depends on the accurate forecast of hydrogen consumption. In this paper, we propose a deep leaning based forecasting approach for predicting hydrogen consumption of fuel cell vehicl…

2018-06-27abs ↗pdf ↗

EFDA extends LDA to non-Gaussian models using exponential families.

problem Classifying non-Gaussian data with LDA's limitations.
method EFDA uses exponential families to derive closed-form estimators for natural parameters and a linear decision rule.
result EFDA matches LDA's accuracy while reducing ECE by 2-6x, proving asymptotic calibration and efficiency.

Polynomial chaos surrogates quantify epistemic uncertainty in AI-driven scientific models.

problem Uncertainty in reward estimates hinders interpretability in sequential generative models.
method Fit polynomial chaos expansions to trained models to propagate epistemic uncertainty and quantify sensitivity.
result Interpretable decomposition of reward components driving generative decisions.

TADA detects anomalies in time series using topological data analysis.

problem Detecting global changes in dependency structure between channels in multivariate time series.
method Topological Data Analysis for detecting anomalies in multivariate time series.
result The approach is more suitable for detecting global changes of correlation structures than existing methods.

Examines learning efficiency in neural networks and related models.

problem Analyzing efficiency in deep learning models with singular learning coefficients.
method Examined learning coefficients in neural networks and three-layer neural networks with ReLU units.
result Extended results to include Softmax function, providing a broader understanding of learning efficiency.

This work discovers algebraic structures from data using a differentiable measure.

problem Discovering discrete algebraic rules from data.
method Formalizes the problem through Cayley-table completion and uses HyperCube operator-valued tensor factorization.
result Derives an absolute lower bound for the differentiable measure of algebraic complexity, proving it is attained only for group structures.

Convolutional Neural Networks (CNNs) filter the input data using spatial convolution operators with compact stencils. Commonly, the convolution operators couple features from all channels, which leads to immense computational cost in the training of and prediction with CNNs. To improve the efficiency of CNNs, we introd…

2019-04-15abs ↗pdf ↗

We provide a lean, non-technical exposition on the pricing of path-dependent and European-style derivatives in the Cox-Ross-Rubinstein (CRR) pricing model. The main tool used in the paper for cleaning up the reasoning is applying static hedging arguments. This can be accomplished by taking various routes through some a…

2017-04-29abs ↗pdf ↗

In this article we take up the calculation of the minimum number of colors needed to produce a non-trivial coloring of a knot. This is a knot invariant and we use the torus knots of type (2, n) as our case study. We calculate the minima in some cases. In other cases we estimate upper bounds for these minima leaning on …

2005-12-04abs ↗pdf ↗