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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.

168,657 papers · 148 categories

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48 results for mathematical theorems

Benchmark for math reasoning models from human proofs.

problem Measuring and accelerating machine learning models in high-level mathematical reasoning.
method Built a non-synthetic dataset from theorem prover proofs, defined a task for model to fill in missing propositions, used hierarchical transformer to improve performance.
result Neural models can capture non-trivial mathematical reasoning, hierarchical transformer outperforms baseline.

We prove the eventological HH-theorem that complements the Boltzmann H-theorem from statistical mechanics and serves as a mathematical excuse (mathematically no less convincing than the Boltzmann H-theorem for the second law of thermodynamics) for what can be called "the second law of eventology", which justifies the …

2018-09-19abs ↗pdf ↗

This paper presents the contemporary Fundamental Theorem of Asset Pricing as being equivalent to approaches to pricing that emerged before 1700 in the context of Virtue Ethics. This is done by considering the history of science and mathematics in the thirteenth and seventeenth century. An explanation as to why these ap…

2012-10-19abs ↗pdf ↗

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.

We give an overview of issues surrounding computer-verified theorem proving in the standard pure-mathematical context. This is based on my talk at the PQR conference (Brussels, June 2003).

2003-11-16abs ↗pdf ↗

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

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…

2008-03-07abs ↗pdf ↗

The paper proves stability of the positive mass theorem using intrinsic flat convergence.

problem Stability of the positive mass theorem in mathematical relativity.
method Intrinsic flat convergence of points and applications to stability.
result Revisits and strengthens the stability results for graphical hypersurfaces of Euclidean space.

The index theorem, discovered by Atiyah and Singer in 1963, is one of most important results in the twentieth century mathematics. It found numerous applications in analysis, geometry and physics. Since it was discovered numerous attempts to generalize it were made, see for example [5, 3, 4, 16, 12] to mention a few; s…

2012-10-02abs ↗pdf ↗

In this expository review we discuss various aspects of gauge theory. While the focus is on mathematics, wherever possible we make contact with theoretical high energy physics. Particular emphasis is placed on instantons and monopoles, which admit physical interpretation, and yield interesting and nontrivial mathematic…

2003-04-16abs ↗pdf ↗

These lecture notes in the De Rham-Hodge theory are designed for a 1-semester undergraduate course (in mathematics, physics, engineering, chemistry or biology). This landmark theory of the 20th Century mathematics gives a rigorous foundation to modern field and gauge theories in physics, engineering and physiology. The…

2008-07-31abs ↗pdf ↗

This is neither an elementary introduction to singularity theory nor a specialized treatise containing many new theorems. The purpose of this little book is to invite the reader on a mathematical promenade. We pay a visit to Hipparchus, Newton and Gauss, but also to many contemporary mathematicians. We play with a bit …

2016-12-18abs ↗pdf ↗

This paper shows connections between two complex mathematical theories are equivalent.

problem Establishing equivalence between two complex mathematical theories.
method Using geometric quantisation and conformal field theory, the paper establishes equivalence between the Hitchin connection and the Knizhnik-Zamolodchikov connection.
result The Hitchin and Knizhnik-Zamolodchikov connections are projectively equivalent in genus zero.

No universal trading strategy exists due to mathematical impossibilities.

problem The impossibility of universally winning trading strategies in competitive markets.
method Three mathematical paradigms: measure-theoretic, No-Free-Lunch theorem, and adversarial Cantor diagonalization.
result No-arbitrage and free-lunch principles are mathematically precluded in competitive markets.

Study improves understanding of why agentic theorem provers succeed.

problem Understanding which components of agentic theorem provers improve proof success.
method Statistical provability theory and finite-horizon reachability MDP model.
result Bounds provability gap and explains components' effectiveness.

In the present work some generalizations of the Hawking singularity theorems in the context of f(R)f(R) theories are presented. The assumptions are of these generalized theorems is that the matter fields satisfy the conditions (Tijgij2T)kikj0\bigg(T_{ij}-\frac{g_{ij}}{2} T\bigg)k^i k^j\geq 0 for any generic unit time like field, that…

2016-02-13abs ↗pdf ↗

Motivated by the desire to bridge the gap between the microscopic description of price formation (agent-based modeling) and the stochastic differential equations approach used classically to describe price evolution at macroscopic time scales, we present a mathematical study of the order book as a multidimensional cont…

2010-10-25abs ↗pdf ↗

We give conditions under which the normalized marginal distribution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions of stochastic differential equations with locally bounded and continuous coefficients. The limit theorems are subsequently…

2012-08-21abs ↗pdf ↗

Abstract mathematical formulas for statistical structures and curvatures.

problem Developing formulas for statistical structures and curvatures.
method Proving new formulas and theorems for statistical structures and curvatures.
result Generalized formulas for statistical structures and curvatures.

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…

2015-06-09abs ↗pdf ↗

Kolmogorov-Arnold Networks promise scalable performance in high dimensions.

problem Curse of dimensionality in multilayer perceptrons.
method Kolmogorov-Arnold representation theorem and interpolation methods.
result Kolmogorov-Arnold Networks achieve true freedom from the curse of dimensionality.

Investigates the effects of nondominated sets of probability measures in robust models of finance.

problem Uncertainty in financial models due to multiple possible probability measures.
method Analyzes various results from mathematical finance literature under the assumption of nondominated sets of probability measures.
result Many classical results in robust models do not hold when the set of measures is nondominated.

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

2009-08-10abs ↗pdf ↗