Dean Foulds
Dean Foulds
Data Scientist & ML Engineer
βœ‰οΈ deanfoulds@gmail.com πŸŽ“ BSc Mathematics & Physics

Lean 4 Theorem Proving Projects

Formal mathematics verified using Lean 4 and the Mathlib4 library β€” one of the largest formal mathematics libraries in existence. Every theorem on this page is machine-verified: no logical gaps, no hand-waving, just proof.

View all source code on GitHub


Aircraft Parts Volatility Index (APVI)

Formal proofs underpinning the APVI composite risk metric, combining equity market volatility (XAR ETF) with Producer Price Index volatility for the aerospace sector.

Theorem Statement
is_spike A value constitutes a spike when it exceeds mean + kΒ·Οƒ
spike_monotone_k Raising threshold k makes spikes harder to trigger
realized_vol_nonneg Realised volatility is always non-negative
apvi_nonneg The composite APVI index is always non-negative
apvi_le_max APVI is bounded above by its most extreme component
apvi_spike Bilateral spikes in equity and PPI imply a composite APVI spike
mean_bounded_by_max Rolling window mean is bounded by the window maximum

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Market Volatility Propagation β€” War Economy

Advanced real analysis and topology proofs formalising how financial market volatility propagates during geopolitical stress events. Uses Mathlib’s metric space, topological space, and uniform space hierarchies.

Theorem Mathematical Tool Statement
volatility_propagation_continuous Composition Smooth shocks propagate smoothly between markets
volatility_attains_max Extreme Value Theorem Worst-case volatility always exists on a compact market
lipschitz_propagation_bounds_shock Lipschitz analysis K < 1 absorbs shocks; K > 1 amplifies them
propagation_uniformly_continuous Uniform continuity A single threshold controls propagation across all states
volatility_sequence_has_convergent_subseq Bolzano-Weierstrass Markets always find convergent volatility patterns
equilibrium_volatility_exists Banach Fixed Point A unique post-crisis equilibrium volatility level exists
composite_propagation_continuous Composition Multi-hop propagation chains (oil β†’ equity β†’ credit) are well-behaved
volatility_spread_pos Order theory Asymmetric crises produce measurable contagion gaps
crisis_threshold_exists Intermediate Value Theorem Every crisis has a mathematically precise tipping point
spike_preimage_open Topology Crisis-triggering market states form an open set

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Analysis & Calculus

Foundational theorems in real analysis using Mathlib’s Real library.

Theorem Statement
abs_nonneg' The absolute value of any real number is non-negative
sq_nonneg' The square of any real number is non-negative
triangle_ineq Triangle inequality: |a + b| ≀ |a| + |b|
pos_ne_zero If x > 0 then x β‰  0

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Logic & Type Theory

Proofs of fundamental logical laws using Lean’s classical logic and Mathlib’s Logic library.

Theorem Statement
modus_ponens If P and P β†’ Q then Q
double_neg Double negation elimination: ¬¬P β†’ P
de_morgan De Morgan’s law: Β¬(P ∨ Q) β†’ Β¬P ∧ Β¬Q
and_comm' Conjunction commutativity: P ∧ Q β†’ Q ∧ P

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Combinatorics

Proofs about finite sets and summation using Mathlib’s Finset library.

Theorem Statement
sum_range Sum of first n natural numbers: 2Β·Ξ£i = nΒ·(n+1)
card_nonneg' Every finite set has non-negative cardinality
empty_card The empty set has cardinality zero

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Linear Algebra

Proofs about vector spaces over ℝ using Mathlib’s Pi and LinearAlgebra libraries.

Theorem Statement
vec_add_comm Vector addition is commutative: u + v = v + u
smul_add' Scalar multiplication distributes over vector addition
zero_add_vec Zero vector is the additive identity: 0 + v = v

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All proofs verified by the Lean 4 kernel. Source code available at github.com/Dean-Foulds/lean_projects.