arXiv subjects

David Martins

Publications and source records attributed to David Martins.

3 recordsLinked to original sources

arXiv2025

IMProofBench: Benchmarking AI on Research-Level Mathematical Proof Generation

As the mathematical capabilities of large language models (LLMs) improve, it becomes increasingly important to evaluate their performance on research-level tasks at the frontier of mathematical knowledge. However, existing benchmarks are limited, as they focus solely on final-answer questions or high-school competition problems. To address this gap, we introduce IMProofBench, a private benchmark consisting of 77 peer-reviewed problems developed by expert mathematicians. Each problem requires a detailed proof and is paired with subproblems that have final answers, supporting both an evaluation by human experts and a large-scale quantitative analysis through automated grading. Furthermore, unlike prior benchmarks, the evaluation setup simulates a realistic research environment: models operate in an agentic framework with tools like web search for literature review and mathematical software such as SageMath. Our results show that current LLMs can already solve a significant percentage of research-level questions. IMProofBench will continue to evolve as a dynamic benchmark in collaboration with the mathematical community, ensuring its relevance for evaluating the next generation of LLMs.

cs.CL↗

arXiv2024

Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets

We revisit the classical topic of quadratic and linear mean-variance equilibria with both financial and real assets. The novelty of our results is that they are the first allowing for equilibrium prices driven by general semimartingales and hold in discrete as well as continuous time. For agents with quadratic utility functions, we provide necessary and sufficient conditions for the existence and uniqueness of equilibria. We complement our analysis by providing explicit examples showing non-uniqueness or non-existence of equilibria. We then study the more difficult case of linear mean-variance preferences. We first show that under mild assumptions, a linear mean-variance equilibrium corresponds to a quadratic equilibrium (for different preference parameters). We then use this link to study a fixed-point problem that establishes existence (and uniqueness in a suitable class) of linear mean-variance equilibria. Our results rely on fine properties of dynamic mean-variance hedging in general semimartingale markets.

q-fin.MF↗

arXiv2021

On the Vertex Operator Representation of Lie Algebras of Matrices

The polynomial ring $B_r:=\mathbb{Q}[e_1,\ldots,e_r]$ in $r$ indeterminates is a representation of the Lie algebra of all the endomorphism of $\mathbb{Q}[X]$ vanishing at powers $X^j$ for all but finitely many $j$. We determine a $B_r$-valued formal power series in $r+2$ indeterminates which encode the images of all the basis elements of $B_r$ under the action of the generating function of elementary endomorphisms of $\mathbb{Q}[X]$, which we call the structural series of the representation. The obtained expression implies (and improves) a formula by Gatto & Salehyan, which only computes, for one chosen basis element, the generating function of its images. For sake of completeness we construct in the last section the $B=B_\infty$-valued structural formal power series which consists in the evaluation of the vertex operator describing the bosonic representation of $gl_{\infty}(\mathbb{Q})$ against the generating function of the standard Schur basis of $B$. This provide an alternative description of the bosonic representation of $gl_{\infty}$ due to Date, Jimbo, Kashiwara and Miwa which does not involve explicitly exponential of differential operators.

math.RT↗