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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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25507499 · Oct 201919922001200920172026
48 results for Lean proof assistant

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.

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.

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.

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.

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.

Humans prove theorems by relying on substantial high-level reasoning and problem-specific insights. Proof assistants offer a formalism that resembles human mathematical reasoning, representing theorems in higher-order logic and proofs as high-level tactics. However, human experts have to construct proofs manually by en…

2019-05-21abs ↗pdf ↗

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.

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 ↗

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 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.

This research simplifies verification of machine learning systems using reparameterization.

problem Reduce or eliminate serious bugs in machine learning systems.
method Use proof assistants to construct machine-checked proofs of correctness, leveraging reparameterization to handle probabilistic claims.
result Demonstrates broad applicability of reparameterization to verify different types of machine learning systems.

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.

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.

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.

The Goldman-Parker Conjecture classifies the complex hyperbolic C-reflection ideal triangle groups up to discreteness. We proved the Goldman-Parker Conjecture in [Ann. of Math. 153 (2001) 533--598] using a rigorous computer-assisted proof. In this paper we give a new and improved proof of the Goldman-Parker Conjecture.…

2005-08-11abs ↗pdf ↗

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.

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.

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences. Such approaches can fail when people are themselves learning about what they wa…

2019-01-24abs ↗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.

In this paper, we introduce a system called GamePad that can be used to explore the application of machine learning methods to theorem proving in the Coq proof assistant. Interactive theorem provers such as Coq enable users to construct machine-checkable proofs in a step-by-step manner. Hence, they provide an opportuni…

2018-06-02abs ↗pdf ↗

We prove two conjectures of C. Gordon. We show that the maximal number of exceptional Dehn surgeries on a 1-cusped hyperbolic 3-manifold is 10, and that the maximal intersection number between exceptional slopes is 8. The proof uses a combination of new geometric techniques and a rigorous computer-assisted calculation.

2008-08-08abs ↗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.

INT benchmark tests theorem proving agents' ability to generalize to unseen theorems.

problem Evaluating theorem proving agents' ability to generalize to unseen theorems.
method INT benchmark based on a theorem generation and proof procedure with adjustable knobs for measuring 6 types of generalization.
result MCTS can help agents prove new theorems.

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 ↗

We prove the Goldman-Parker Conjecture: A complex hyperbolic ideal triangle group is directly embedded in PU(2,1) if and only if the product of its three standard generators is not elliptic. We also prove that such a group is indiscrete if the product of its three standard generators is elliptic. A novel feature of thi…

2001-05-01abs ↗pdf ↗

Quantum-assisted VAE improves similarity search in high-dimensional datasets.

problem Finding fast and memory-efficient similarity search in high-dimensional data.
method Construct a space-efficient search index based on the latent space of a Quantum-assisted Variational Autoencoder (QVAE).
result Real-world speedups and memory-efficient scaling to half a billion data points.

Efficient verified double auctions improve matching speed and detect errors.

problem Improving the efficiency and reliability of double auctions in financial markets.
method Formally verified implementation using Coq proof assistant, reducing time complexity and improving error detection.
result Improved efficiency with O(nlogn)O(n \log n) time complexity, reducing runtime from days to minutes.

Researchers prove existence of a special Einstein metric on a 12-dimensional sphere.

problem Proving the existence of a non-round Einstein metric invariant under a specific group action.
method Numerical analysis techniques were used to produce an approximate Einstein metric, which was then perturbed into a true Einstein metric.
result A novel O(3)imesO(10)\mathsf{O}(3) imes \mathsf{O}(10)-invariant Einstein metric on S12S^{12} was successfully constructed.

Let ΓΓ be the fundamental group of a surface of finite type and Comm(Γ)(Γ) be its abstract commensurator. Then Comm(Γ)(Γ) contains the solvable Baumslag--Solitar groups a,b:aba1=bn\langle a ,b : a b a^{-1} = b^n \rangle for any n>1n > 1. Moreover, the Baumslag--Solitar group a,b:ab2a1=b3\langle a ,b : a b^2 a^{-1} = b^3 \rangle has an imag…

2018-10-29abs ↗pdf ↗

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 ↗

The simplest non-collision solutions of the N-body problem are the "relative equilibria", in which each body follows a circular orbit around the centre of mass and the shape formed by the N bodies is constant. It is easy to see that the moment of inertia of such a solution is constant. In 1970, D. Saari conjectured tha…

2005-10-01abs ↗pdf ↗