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Raphael Coelho's picture
🏗️ Building on HF

Raphael Coelho

raphaelrrcoelho
2
  • raphaelrrcoelho
  • raphaelrrrcoelho

AI & ML interests

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Recent Activity

updated a dataset about 14 hours ago
raphaelrrcoelho/formal-mathfin-theorems
authored a paper 5 days ago
A Machine-Checked Itô Calculus for Brownian Motion
authored a paper 5 days ago
The Fundamental Theorem of Asset Pricing, Formalized in Lean 4
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Collections 1

Financial Mathematics Formalization Program
  • A Formally Verified Library of Mathematical Finance in Lean 4

    Paper • 2606.01356 • Published May 31 • 1
Financial Mathematics Formalization Program
  • A Formally Verified Library of Mathematical Finance in Lean 4

    Paper • 2606.01356 • Published May 31 • 1

Papers 4

arxiv:2606.15089
arxiv:2606.28990
arxiv:2606.01356
arxiv:2605.29376

spaces 1

Running

Three-Currency HJM for Brazilian Credit Markets

📈

Calculate implied IPCA+ credit spread

May 31

models 0

None public yet

datasets 1

raphaelrrcoelho/formal-mathfin-theorems

Viewer • Updated about 14 hours ago • 318 • 276
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