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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.

168,695 papers · 148 categories

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336598130 · Jun 202019922001200920172026
48 results for Fourier Ring Correlation

A new method detects hallucinations in medical image restoration using Fourier Ring Correlation.

problem Detecting hallucinations in DL outputs for medical image restoration.
method sFRC (s(c)can FRC) over small patches of DL outputs and reference images.
result sFRC effectively detects hallucinations in CT and MRI restoration problems.

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.

Study reveals how neural network biases align with adversarial attack frequencies.

problem Correlation between neural network biases and adversarial attacks.
method Fourier transform analysis of network implicit bias and adversarial perturbations.
result Network bias and adversarial attack frequencies are highly correlated.

This thesis explores algebraic cycles and moduli spaces over real numbers.

problem Understanding the cycle class map and its image in real algebraic geometry.
method Constructing integral Fourier transforms on Chow rings of abelian varieties over any field.
result Proof of integral Hodge conjecture for real abelian threefolds and moduli space properties.

Analytical pricing formulas and Greeks are obtained for European and American basket put options using Mellin transforms. We assume assets are driven by geometric Brownian motion which exhibit correlation and pay a continuous dividend rate. A novel approach to numerical Mellin inversion is achieved via the fast Fourier…

2014-03-15abs ↗pdf ↗

Model predicts Chinese stock market liquidity and customer order behavior.

problem Understanding market liquidity and customer order behavior in the Chinese stock market.
method Dual state-space model using Fourier transform to connect volume-at-price buckets to correlations.
result Customer orders are correlated with market sentiment and stock returns, not with bond returns.

Symmetry properties of r-times covariant tensors T can be described by certain linear subspaces W of the group ring K[S_r] of a symmetric group S_r. If for a class of tensors T such a W is known, the elements of the orthogonal subspace W^{\bot} of W within the dual space of K[S_r] yield linear identities needed for a t…

2002-11-09abs ↗pdf ↗

In a previous paper, the authors defined an equivariant version of the so-called Saito duality between the monodromy zeta functions as a sort of Fourier transform between the Burnside rings of an abelian group and of its group of characters. Here a so-called enhanced Burnside ring B^(G)\widehat{B}(G) of a finite group GG

2015-06-18abs ↗pdf ↗

We propose a Fourier-based approach for optimization of several clustering algorithms. Mathematically, clusters data can be described by a density function represented by the Dirac mixture distribution. The density function can be smoothed by applying the Fourier transform and a Gaussian filter. The determination of th…

2019-04-29abs ↗pdf ↗

A new method for nonstationary Gaussian processes using Fourier features.

problem Efficient simulation of nonstationary Gaussian processes with high-dimensional distributions.
method Discretizes the spectral representation of nonstationary processes, avoiding probability measure assumptions.
result An efficient low-rank approximation of nonstationary spectral densities, consistent and positive semi-definite.

The classical shift retrieval problem considers two signals in vector form that are related by a shift. The problem is of great importance in many applications and is typically solved by maximizing the cross-correlation between the two signals. Inspired by compressive sensing, in this paper, we seek to estimate the shi…

2013-03-20abs ↗pdf ↗

Convolutional Neural Networks (CNNs) have become the method of choice for learning problems involving 2D planar images. However, a number of problems of recent interest have created a demand for models that can analyze spherical images. Examples include omnidirectional vision for drones, robots, and autonomous cars, mo…

2018-01-30abs ↗pdf ↗

This paper uses ML and EVT to analyze tree ring data, improving accuracy of predictions.

problem Analyzing tree ring data for climate modeling and historical studies.
method Combines machine learning algorithms with extreme value theory for data analysis.
result Random Forest method yields the most accurate results for tree ring data analysis.

Neural networks learn simpler features first, then more complex ones; Fourier analysis reveals this pattern.

problem Understanding the learning dynamics of neural networks, especially with natural image data.
method Fourier analysis of translation-invariant and power-law spectra to study feature learning.
result Simple neural networks first rely on amplitude information, then phase information, and power-law spectra can accelerate learning phase information.

We propose an approximation algorithm for efficient correlation search in time series data. In our method, we use Fourier transform and neural network to embed time series into a low-dimensional Euclidean space. The given space is learned such that time series correlation can be effectively approximated from Euclidean …

2018-02-10abs ↗pdf ↗

Correlation filters (CFs) are a class of classifiers that are attractive for object localization and tracking applications. Traditionally, CFs have been designed in the frequency domain using the discrete Fourier transform (DFT), where correlation is efficiently implemented. However, existing CF designs do not account …

2014-11-10abs ↗pdf ↗

We modify our previous construction of link homology in order to include a natural duality functor F\mathfrak{F}. To a link LL we associate a triply-graded module HXY(L)HXY(L) over the graded polynomial ring R(L)=C[x1,y1,,x,y]R(L)=\mathbb{C}[x_1,y_1,\dots,x_\ell,y_\ell]. The module has an involution F\mathfrak{F} that intertwines the F…

2019-05-16abs ↗pdf ↗

Optimizes deep learning models for ocean dynamics using Fourier neural operators.

problem Efficiently training deep learning models for ocean dynamics with optimal hyperparameters.
method Multiobjective hyperparameter optimization with DeepHyper for Fourier neural operators.
result Optimal hyperparameters significantly improved model performance in ocean dynamics forecasting.

A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…

2018-10-29abs ↗pdf ↗

Dualities are widely used in quantum field theories and string theory to obtain correlation functions at high accuracy. Here we present examples where dual data representations are useful in supervised classification, linking machine learning and typical tasks in theoretical physics. We then discuss how such beneficial…

2020-02-12abs ↗pdf ↗

We give geometric explanations and proofs of various mirror symmetry conjectures for TnT^{n}-invariant Calabi-Yau manifolds when instanton corrections are absent. This uses fiberwise Fourier transformation together with base Legendre transformation. We discuss mirror transformations of (i) moduli spaces of complex stru…

2000-09-27abs ↗pdf ↗

The probability of default (PD) estimation is an important process for financial institutions. The difficulty of the estimation depends on the correlations between borrowers. In this paper, we introduce a hierarchical Bayesian estimation method using the beta binomial distribution and consider a multi-year case with a …

2019-02-11abs ↗pdf ↗

The paper develops further the theory of quandle rings which was introduced by the authors in a recent work. Orderability of quandles is defined and many interesting examples of orderable quandles are given. It is proved that quandle rings of left or right orderable quandles which are semi-latin have no zero-divisors. …

2020-01-19abs ↗pdf ↗

Study explores how neural networks and Transformers learn modular arithmetic with multiple inputs.

problem Understanding how neural networks and Transformers learn modular arithmetic with multiple inputs.
method Analytical characterization of features learned by neural networks and Transformers, focusing on margin maximization and Fourier spectra.
result Neural networks and Transformers require a minimum neuron count of \( m \geq 2^{2k-2} \cdot (p-1) \) to solve modular addition problems with \( k \) inputs and modulus \( p \).

This article studies the geometry of moduli spaces of G2-manifolds, associative cycles, coassociative cycles and deformed Donaldson-Thomas bundles. We introduce natural symmetric cubic tensors and differential forms on these moduli spaces. They correspond to Yukawa couplings and correlation functions in M-theory. We ex…

2002-02-06abs ↗pdf ↗

Lie-Rinehart algebras over CC^\infty-rings defined and studied.

problem Defining and studying Lie-Rinehart algebras over CC^\infty-rings.
method Defining Lie-Rinehart algebras over CC^\infty-rings and showing their relationship with Poisson CC^\infty-rings.
result A natural Poisson bracket on the CC^\infty-ring associated with a Lie-Rinehart algebra over a CC^\infty-ring.

New neural network captures spatial correlations in wind speed predictions.

problem Uncertainty quantification in neural network predictions for high-dimensional, correlated data.
method Training neural networks with multidimensional Gaussian loss, preserving spatial correlation and computational tractability.
result Demonstrated super-resolution of surface wind speed with explicit correlation modeling.

A new invariant of Poisson manifolds, a Poisson K-ring, is introduced. Hypothetically, this invariant is more tractable than such invariants as Poisson (co)homology. A version of this invariant is also defined for arbitrary algebroids. Basic properties of the Poisson K-ring are proved and the Poisson K-rings are calcul…

2000-09-13abs ↗pdf ↗

We define a notion of stability for chiral ring of four dimensional N=1 theory by introducing test chiral rings and generalized a maximization. We conjecture that a chiral ring is the chiral ring of a superconformal field theory if and only if it is stable. We then study N=1 field theory derived from D3 branes probing …

2016-06-29abs ↗pdf ↗

A classical theorem due to Quillen (1969) identifies the unitary bordism ring with the Lazard ring, which classifies the universal one-dimensional commutative formal group law. We prove an equivariant generalization of this result by identifying the homotopy theoretic Z/2\mathbb{Z}/2-equivariant unitary bordism ring, in…

2017-11-07abs ↗pdf ↗

The paper explores idempotents in quandle rings and their connections to quandle coverings.

problem Understanding idempotents in quandle rings and their relation to quandle coverings.
method Investigation of idempotents in quandle rings, proving properties of idempotents in free products and unions of quandles.
result Integral quandle rings of quandles of finite type that are non-trivial coverings over nice base quandles admit infinitely many non-trivial idempotents.

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.

New generation head-mounted displays, such as VR and AR glasses, are coming into the market with already integrated eye tracking and are expected to enable novel ways of human-computer interaction in numerous applications. However, since eye movement properties contain biometric information, privacy concerns have to be…

2020-02-20abs ↗pdf ↗