Latest Work

Derivative pricing has a clear mathematical target: compute the discounted risk-neutral value of a payoff under a specified model. For European vanilla contracts this target is often analytic or nearly analytic.

We introduce the Structured Latent Basis (SLB) framework, a perspective that compares feature engineering, meta-learning, and representation learning through a common diagnostic question: does the chosen representation make a regularized linear predi

We pre-register and test a spectral-error-mitigation prediction for the two-qubit gate fidelity of Quantum Inspire's Tuna-9 9-qubit transmon processor and execute it in four cryptographically timestamped stages.

The Birch and Swinnerton-Dyer conjecture predicts that for an elliptic curve $E/\mathbb{Q}$ the Mordell-Weil rank equals the order of vanishing of the Hasse-Weil $L$-function at $s = 1$.

The Z₃ Ansatz $\sqrt{m_r} = a(1 + b\cos(\theta_0 + 2\pi r/3))$ with $b^2 = 2$ is a parametrization — not a dynamical model — that encodes the Koide mass relation $Q = 2/3$.

The equity premium puzzle of Mehra and Prescott (1985) is the observation that the standard consumption-based asset pricing model, calibrated to plausible risk aversion and the observed smoothness of aggregate consumption, predicts an equity premium

Saddle-point approximations replace an action by its quadratic part, but transferring a quantitative error statement between applications requires an explicit remainder estimate.

**Theorem A (Main result, conditional).** Conditional on the 20 named Tier A–D hypotheses of §7.1 — in particular the three Tier-D perturbative-QFT inputs (`tomboulis_formula`, `b_zero_from_feynman`, `beta_1_rge_def`) — we establish that Yang-Mills t

We give a short conditional reduction of the Riemann Hypothesis to three classical inputs — Kronecker-Weyl equidistribution, the Bessel I₀ product identity, and Mertens' divergence theorem — plus a cited pair-correlation step.

We prove that 100% of the nontrivial zeros of $\zeta(s)$ lie on the critical line in the density sense: $N_0(T)/N(T) \to 1$ as $T \to \infty$. The proof combines two results.

We present an algebraic framework relating the growth of the zeta moments to Hankel-determinant structure, together with an honest account of where the framework does and does not reach the Riemann Hypothesis.

We develop a variance reduction framework for simulating rare events in correlated portfolios by exploiting the eigenvalue decomposition of the correlation matrix. The central observation is that the eigenvalue modes $Z_k$ — projections of the asset vector onto the eigenvectors of the correlation matrix — are mutually independent.

A proposed route toward finiteness of central configurations for positive masses, with formalized components and explicit assumptions.

We present a deterministic, semi-analytical framework for computing the complete distribution of a portfolio's terminal value at horizon $T$ for correlated lognormal assets. Unlike traditional approaches, this method requires no Monte Carlo simulation.

The Latent Theorem guarantees that any smooth system has a finite representation whose size depends on regularity and accuracy, not on ambient dimensionality. We extend this result to **families** of smooth systems.

We introduce a grade decomposition of the Gevrey energy balance for the incompressible Navier-Stokes equations. The physically correct model uses $\mathbb{C}$-valued Fourier coefficients with a factor of $i$ in the advection; the real-coefficient model trivializes all grade-3 terms.

We define the **Latent** of a smooth system as the basis-free element of a graded Hilbert tensor algebra that completely characterizes the system's distributional, dynamic, and functional properties.

An elementary representation route for sums of correlated lognormals; published with DOI and stated for review.

A proposed finite Latent encoding for gravitational three-body trajectories, with convergence and formalization status separated from the main claim.