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Programming Languages and Compilers Commons™
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Full-Text Articles in Programming Languages and Compilers
Deep Learning Recommendations For The Acl2 Interactive Theorem Prover, Robert K. Thompson, Robert K. Thompson
Deep Learning Recommendations For The Acl2 Interactive Theorem Prover, Robert K. Thompson, Robert K. Thompson
Master's Theses
Due to the difficulty of obtaining formal proofs, there is increasing interest in partially or completely automating proof search in interactive theorem provers. Despite being a theorem prover with an active community and plentiful corpus of 170,000+ theorems, no deep learning system currently exists to help automate theorem proving in ACL2. We have developed a machine learning system that generates recommendations to automatically complete proofs. We show that our system benefits from the copy mechanism introduced in the context of program repair. We make our system directly accessible from within ACL2 and use this interface to evaluate our system in …
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
SMU Data Science Review
The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …