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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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14284256 · Jun 202019922001200920182026
48 results for Fourier Basis

A new method integrates Fourier basis expansion and mapping for improved time series forecasting.

problem Inconsistent starting cycles and series length issues in Fourier-based methods.
method Fourier Basis Mapping (FBM) method that integrates time-frequency features through Fourier basis expansion and mapping.
result FBM addresses inconsistencies and preserves temporal characteristics, achieving SOTA performance.

Estimates inner products between nonparametric distributions using Fourier basis.

problem Estimating inner products between two nonparametric distributions.
method Proposes estimators for inner products and induced norms, proves mean squared error bounds and minimax lower bounds.
result Proposed estimators are rate-optimal over Fourier ellipsoids.

Derives representations invariant under crystallographic groups for functions.

problem Representing and learning functions invariant under crystallographic groups.
method Derives linear and nonlinear representations of functions invariant under crystallographic groups.
result Derives orthonormal crystallographically invariant basis functions and embedding maps.

Proposes FRU to stabilize gradients and improve long-term dependencies in RNNs.

problem Challenges in training RNNs for tasks with long-term dependencies.
method Introduces Fourier Recurrent Units (FRU) that stabilize gradients and improve expressivity.
result FRU stabilizes gradients and has stronger expressive power, leading to better performance.

Enhances Fourier estimator performance for asynchronous event-data.

problem Improving correlation and covariance estimation on event-data.
method Implement and test NUFFT methods with different averaging kernels.
result Demonstrates improved performance and relationship between averaging scales.

New method embeds correlation networks to reveal underlying time series patterns.

problem Analyzing correlation networks derived from time series data.
method Spectral embedding of noisy correlation networks, leveraging Fourier basis elements.
result Spectral embedding recovers true vertex-level latent representations under suitable assumptions.

Harmonic analysis on directed graphs for signal modeling and semi-supervised learning.

problem Signal analysis on directed graphs.
method Introduced a Fourier-type basis using eigenvectors of the random walk operator, developed wavelet transforms for multi-scale analysis.
result Efficiency of the proposed framework for semi-supervised learning and signal modeling on directed graphs.

Study shows optimal rates for independence testing via U-statistic permutation tests.

problem Developing a valid test of independence for pairs with additional smoothness constraints.
method Defining a measure of dependence, using a permutation test based on a basis expansion and U-statistic estimator.
result Proves minimax optimality of the test in separation rates for certain cases.

This paper analyzes SHAP values using Fourier expansions for model interpretability.

problem Understanding and interpreting SHAP values in complex models.
method Developed a spectral framework using Fourier expansions for SHAP values in various model regimes.
result SHAP values are Lipschitz continuous in the deterministic regime and converge to Gaussian process values in the probabilistic regime.

New method uses tensor decompositions to overcome the curse of dimensionality for large-scale learning.

problem Large-scale machine learning problems with kernel methods.
method Deterministic Fourier features combined with low-rank tensor decomposition for tensor product structure.
result Demonstrated consistent performance and superior results compared to random Fourier features.

Paper improves Fourier methods for finance control problems, ensuring monotonicity and accuracy.

problem Low accuracy and monotonicity issues in Fourier methods for finance control problems.
method Preprocessing step involving projecting Green's function onto linear basis functions.
result Algorithm is monotone, \ell_\infty-stable, and satisfies an εε-discrete comparison principle.

Proposes a framework to predict stock movements by integrating multi-order and internal dynamics.

problem Predicting stock movements with multi-order and internal dynamics.
method Temporal generative filters and hypergraph attentions using wavelet basis.
result Framework outperforms state-of-the-art methods in terms of profit and stability.

RP-GFRFT unifies fractional order and rotation control for graph signals.

problem Lack of rotation-based spectral control in GFRFT and zero-angle degeneracy in AGFT.
method Rotation-parameterized graph fractional Fourier transform (RP-GFRFT) with degeneracy preserving rotation matrix.
result RP-GFRFT improves spectral filtering performance over existing methods.

New algorithm trains deep neural networks without global optimization.

problem Training deep neural networks efficiently and without global optimization.
method Uses random complex exponential activation functions and Markov Chain Monte Carlo sampling.
result Consistently attains theoretical approximation rate for residual networks.

FrequentNet uses frequency domain basis vectors for image classification, making models more interpretable and efficient.

problem Image classification models are often complex and hard to interpret.
method FrequentNet selects filter vectors from frequency domain basis vectors instead of training them with back propagation.
result The method improves interpretability and efficiency of image classification models.

Novel CSK kernel improves GP model generalization for non-stationary patterns.

problem Improving generalization of Gaussian process models for non-stationary data.
method Introduced convolutional spectral kernel (CSK) derived from convolution of imaginary radial basis functions, using Fourier transform for interpretation.
result CSK improves GP model generalization on spatiotemporal datasets.

The paper shows how Fourier coefficients of eigenfunctions on curved surfaces decay.

problem Estimating decay rates of Fourier coefficients on curved surfaces.
method Microlocal decomposition of measures into tangential and transversal parts.
result Fourier coefficients of eigenfunctions over curves on Riemannian surfaces with nonpositive curvature decay at a rate of O((logλ)1/2)O((\logλ)^{-1/2}).

Spectral methods predict long-term signals from linear and nonlinear systems.

problem Forecasting temporal signals from linear and nonlinear systems with arbitrary sampling.
method Introduces a spectral algorithm for linear signals and extends it to nonlinear systems using Koopman theory.
result The spectral methods achieve high accuracy in forecasting and uncertainty quantification.

Reconstruction of density functions and their characteristic functions by radial basis functions with scattered data points is a popular topic in the theory of pricing of basket options. Such functions are usually entire or admit an analytic extension into an appropriate tube and "bell-shaped" with rapidly decaying tai…

2014-04-21abs ↗pdf ↗

A machine learning method selects optimal orthonormal bases for functional data analysis.

problem Lack of formal criteria for choosing initial orthonormal bases in functional data methods.
method Proposes a machine learning algorithm to learn and place knots for efficient orthogonal spline bases (splinets).
result Demonstrates efficiency, especially for sparse functional data and complex physical systems.

mcanalysis quantifies menstrual cycle effects in health data.

problem Lack of standardised statistical methods for menstrual cycle research.
method Fourier-basis generalised additive model (GAM) pipeline.
result Nine out of 15 health outcomes showed significant association with menstrual cycle.

Paper integrates real data into probabilistic models using Fourier transform.

problem Learning from constrained data sets in high dimensions.
method Functional approach based on weak formulation of Fourier transform of probability measures.
result Estimation of posterior probability measures for QoI and QoI with control parameter.

FMMNN combines sine activations with multi-component, multi-layer structure for high-frequency function approximation.

problem Effective representation and learning of high-frequency features in neural networks.
method Introduces FMMNN with sine-type activations and multi-component, multi-layer structure.
result FMMNN achieves strong accuracy and favorable convergence on oscillatory function-approximation benchmarks.

Proposes AE-1SVM for scalable anomaly detection.

problem Optimization complexity and scalability issues in OC-SVM for large datasets.
method Combines autoencoder with random Fourier features and stochastic gradient descent for end-to-end training.
result End-to-end training achieves better performance than previous methods.

Introduces a neural network-based method for efficient state and parameter estimation in complex systems.

problem Efficiently estimating state paths and parameters from noisy measurements in high-dimensional nonlinear systems.
method Bayesian Information Field Theory with neural network parameterization and optimization algorithms.
result Proposes a method to simplify and enrich state path parameterizations using neural networks, improving inference accuracy.

No-trick kernel adaptive filtering uses deterministic features for scalability and robustness.

problem Scalability issues in kernel methods for large datasets.
method Deterministic feature-map construction using polynomial-exact solutions.
result Deterministic features outperform random Fourier features in performance and scalability.

FEDformer combines Transformer with seasonal-trend decomposition for efficient long-term forecasting.

problem Transformer's inefficiency and inability to capture global time series views.
method Combines seasonal-trend decomposition with Transformer, exploiting Fourier basis for frequency enhancement.
result Reduces prediction error by 14.8% and 22.6% for multivariate and univariate time series, respectively.

A machine-learning approach solves CS data reconstruction for structural health monitoring.

problem Optimal solution for sparse optimization in compressive sensing.
method Formalizing CS data reconstruction as a supervised-learning task, using l1-norm regularization and a multi-neuron layer.
result High reconstruction accuracy achieved by the machine learning-based approach.

Paper proves Fourier transform for valuations, simplifying previous work.

problem Existence of isomorphism for translation-invariant smooth valuations.
method Directly describes Alesker's isomorphism in terms of Fourier transform on functions.
result Simple proofs of Alesker's Fourier transform properties, including a previously conjectured result.

Improved SVM classification with interpretable features from scattered data.

problem Classification of scattered data points in high-dimensional spaces.
method Truncated ANOVA decomposition for sparse feature selection; use of trigonometric or wavelet feature maps.
result Better classification accuracy and interpretability with 1\ell_1-norm regularization.

Improved estimates on Riemannian surfaces with negative curvature.

problem Estimating Fourier coefficients of eigenfunctions on negatively curved surfaces.
method Refined geodesic period integrals and Gauss-Bonnet Theorem to avoid geodesic parallelograms and quantify curvature.
result Fourier coefficients go to zero at a rate of O((logλ)1/2)O((\logλ)^{-1/2}) for 0<ν<c0λ0<ν<c_0λ.

New algorithms learn sparse set functions in non-orthogonal Fourier bases.

problem Learning sparse set functions in non-orthogonal Fourier bases.
method Novel algorithms using non-orthogonal Fourier transforms.
result At most nkklog2k+knk - k \log_2 k + k queries for kk non-zero Fourier coefficients.