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.
Formalizes synthetic differential geometry in Lean.
Benchmark for math reasoning models from human proofs.
Several proofs of Fáry--Milnor theorem are presented.
GPT-f uses language models to find new proofs in formal math.
We describe a case of an interplay between human and computer proving which played a role in the discovery of an interesting mathematical result. The unusual feature of the use of computers here was that a computer generated but human readable proof was read, understood, generalized and abstracted by mathematicians to …
The paper surveys mathematical results on filtration enlargement with financial examples.
Lean 4 library formalizes mathematical finance, verifying over 200 theorems.
Self-supervised skip-tree training improves mathematical reasoning in language models.
Paper proves mathematically that poisoning datasets can be detected.
Lean 4 library formalizes mathematical finance, verifying over 200 theorems.
This a free translation with additional explanations of {\em Processus à Accroissement Independants Chapitre I: La Décomposition de Paul Lévy}, by J.L. Bretagnolle, in {\em Ecole d'Eté de Probabilités}, Lecture Notes in Mathematics 307, Springer 1973. The Lévy-Khintchine representation of infinitely divisible distribut…
Method reveals hidden token embeddings of large language models.
This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programm…
Mathematical proofs for Shapley explanations clarify their properties.
It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that comonotonic risks have the convex-largest sum, ASTIN Bulletin 32, 71-80. Cheung (2…
AI tested on 10 math questions from research.
This is a corrected version of our paper published in Osaka Journal of Mathematics 51(2014), 673-693. We correct Theorem~1.1, Proposition~3.3 and their proofs.
We give a short, simple and conceptual proof, based on spin structures, of sphere eversion: an embedded 2-sphere in can be turned inside out by regular homotopy. Ingredients of this eversion are seamlessly connected. We also give the mathematical origins of the proof: the Hopf fibration, and the topological struc…
Study improves understanding of why agentic theorem provers succeed.
The paper proves stability of the positive mass theorem using intrinsic flat convergence.
We provide a computer-assisted proof of the holomorphy of the quartic and the octic meromorphic differentials arising in the main Theorem 4.11 of our paper 'The Classification of Branched Willmore spheres in the -Sphere and the -Sphere' (arXiv:1706.01405), using the free mathematical software Sage.
Study shows some complex shapes don't fit a certain property.
The paper proves geometric properties of square tables and saddle surfaces.
Proves a tree of shapes for n-D images in optimal time.
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…
This article is written for the Proceedings of the Conference on Current Developments in Mathematics in Harvard University, November 16-17, 2007. It is an exposition of the analytic proof of the finite generation of the canonical ring for a compact complex algebraic manifold of general type. It lists and discusses the …
In math.GT/0106017 it was shown that thin position on Heegaard spines can be a useful tool for analyzing the topology of knots in 3-space. The proof there (specifically, of the Goda-Teragaito conjecture) requires masses of technical detail; it is easy to lose track of the underlying ideas. The present paper gives an ov…
The Atiyah-Patodi-Singer index theorem describes the bulk-edge correspondence of symmetry protected topological insulators. The mathematical setup for this theorem is, however, not directly related to the physical fermion system, as it imposes on the fermion fields a non-local and unnatural boundary condition known as …
Paper outlines a new mathematical language for experiments.
The braneworld theory appear with the purpose of solving the problem of the hierarchy of the fundamental interactions. The perspectives of the theory emerge as a new physics, for example, deviation of the law of Newton's gravity. One of the principles of the theory is to suppose that the braneworld is local submanifold…
Odd-dimensional orbifolds' Euler characteristic equals half of their boundary's.
Polynomial inequalities lie at the heart of many mathematical disciplines. In this paper, we consider the fundamental computational task of automatically searching for proofs of polynomial inequalities. We adopt the framework of semi-algebraic proof systems that manipulate polynomial inequalities via elementary inferen…
Classic braids embed in virtual braids.
An elementary proof shows that quasi-isometric groups to integers are virtually integers.
The Regge symmetry is a set of remarkable relations between two tetrahedra whose edge lengths are related in a simple fashion. It was first discovered as a consequence of an asymptotic formula in mathematical physics. Here we give a simple geometric proof of Regge symmetries in Euclidean, spherical, and hyperbolic geom…
Lévy driven term structure models have become an important subject in the mathematical finance literature. This paper provides a comprehensive analysis of the Lévy driven Heath-Jarrow-Morton type term structure equation. This includes a full proof of existence and uniqueness in particular, which seems to have been lack…
A proof that hyperbolic plane cannot be immersed in Euclidean 3-space.
Simplified proof of cosmic singularity theorem using new mathematical techniques.
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to a finite sequence of state-constrained optimal control problems with additional…
These are lecture notes from the Clay Mathematics Institute summer school ``Floer Homology, Gauge Theory, and Low Dimensional Topology'' Alfred Renyi Institute; www.claymath.org/programs/summer_school/2004/. The main goal of these notes is to sketch a proof of Giroux correspondence between open book decompositions of t…
Unified proof of Aigner's conjectures using geodesics.
By proving graph theoretical versions of Green-Stokes, Gauss-Bonnet and Poincare-Hopf, core ideas of undergraduate mathematics can be illustrated in a simple graph theoretical setting. In this pedagogical exposition we present the main proofs on a single page and add illustrations. While discrete Stokes is is old, the …
We provide an integral representation for the (implied) copulas of dependent random variables in terms of their moment generating functions. The proof uses ideas from Fourier methods for option pricing. This representation can be used for a large class of models from mathematical finance, including Lévy and affine proc…
Cooperative communication plays a central role in theories of human cognition, language, development, culture, and human-robot interaction. Prior models of cooperative communication are algorithmic in nature and do not shed light on why cooperation may yield effective belief transmission and what limitations may arise …
The amoebas associated to algebraic varieties are certain concave regions in the Euclidean space whose shape reminds biological amoebas. This term was formally introduced to Mathematics in 1994 by Gelfand, Kapranov and Zelevinski. Some traces of amoebas were appearing from time to time, even before the formal introduct…
We discuss equivalent axiomatic characterizations of distortion risk measures, and give a novel and concise proof of the characterization of elicitable distortion risk measures. Elicitability has recently been discussed as a desirable criterion for risk measures, motivated by statistical considerations of forecasting. …
In this paper we introduce distinct approaches to loop braid groups, a generalisation of braid groups, and unify all the definitions that have appeared so far in literature, with a complete proof of the equivalence of these definitions. These groups have in fact been an object of interest in different domains of mathem…
We prove strong existence and uniqueness, and Hölder regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an approximation of the process by a sequence of semimartingales with regularised ke…