Most Mature

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

This paper studies **harvestability** as a horizon object for portfolio allocation within a CRRA investor model facing Ornstein-Uhlenbeck eigenmodes.

Expected Shortfall backtesting under Basel III/IV suffers from an unmeasured structural weakness: Monte Carlo estimation of ES injects computational noise into the Acerbi-Székely (2014) test statistic, but the magnitude of this contamination has not

We present the Eigen-COS method, a deterministic algorithm that computes exact Value-at-Risk, closed-form Expected Shortfall, and the full CDF/PDF for weighted sums of correlated lognormal assets — without Monte Carlo simulation.

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.

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.

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 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.