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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.

168,657 papers · 148 categories

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115231346461 · Jun 202019922001200920172026
48 results for amplitude analysis

The paper analyzes the amplitude of functions on the sphere, improving FDA methods.

problem Analyzing trajectories on non-linear manifolds with time variability.
method Developed tools for temporal alignment, geodesic computation, and mean calculation on S2\mathbb{S}^2.
result Efficient and accurate tools for analyzing manifold-valued functions on S2\mathbb{S}^2.

A fast method for estimating radar amplitude density parameters.

problem Accurate estimation of amplitude density function parameters in radar applications.
method Projecting amplitude data onto horizontal and vertical axes, then using MLE for α\alpha-stale distribution parameters.
result The average of computed MLEs based on two projections is a fast and accurate estimator for amplitude distribution parameters.

Recent advances in analysis of subband amplitude envelopes of natural sounds have resulted in convincing synthesis, showing subband amplitudes to be a crucial component of perception. Probabilistic latent variable analysis is particularly revealing, but existing approaches don't incorporate prior knowledge about the ph…

2018-02-02abs ↗pdf ↗

This paper shows how learning the phase-amplitude coupling improves bio-signal classification.

problem Discarding phase component in bio-signal feature extraction leads to poor generalization.
method Introducing a novel self-supervised learning task called Phase-Swap to detect phase-amplitude coupling.
result Neural networks trained on Phase-Swap task generalize better across subjects and recording sessions.

Improved formulation of spinfoam quantum gravity with cosmological constant, ensuring all amplitudes are finite and providing semiclassical asymptotics.

problem Ensuring the finiteness of spinfoam amplitudes and providing semiclassical asymptotics for quantum gravity.
method Using state-integral model of PSL(2, C\mathbb{C}) Chern-Simons theory and implementing simplicity constraint.
result All spinfoam amplitudes are finite and provide semiclassical asymptotics with oscillatory terms related to the Regge action.

Atiyah classes of DG manifolds of positive amplitude are invariant under weak equivalences.

problem Defining and studying Hochschild cohomology of DG manifolds of positive amplitude.
method Using poly-differential operators and derived intersection, proving invariance under weak equivalences.
result Hochschild cohomology of DG manifolds of positive amplitude is invariant under weak equivalences.

The paper provides exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations.

problem Capturing the statistical properties of fluctuating correlations in non-stationary systems.
method Developed a random matrix model to average multivariate amplitude distributions from short time scales to large time scales.
result Explicit multivariate distributions for non-stationary correlation systems are provided, capturing the degree of non-stationarity.

We define a topological quantum membrane theory on a seven dimensional manifold of G2G_2 holonomy. We describe in detail the path integral evaluation for membrane geometries given by circle bundles over Riemann surfaces. We show that when the target space is CY3×S1CY_3\times S^1 quantum amplitudes of non-local observables …

2006-11-29abs ↗pdf ↗

We demonstrate the equivalence of all loop closed topological string amplitudes on toric local Calabi-Yau threefolds with computations of certain knot invariants for Chern-Simons theory. We use this equivalence to compute the topological string amplitudes in certain cases to very high degree and to all genera. In parti…

2002-06-18abs ↗pdf ↗

PolarBM models complex-valued audio signals in polar coordinates, improving over conventional methods.

problem Discarding structural information in complex-valued problems simplifies models but loses important amplitude-phase relationships.
method Proposes PolarBM, a novel Boltzmann machine for complex-valued variables in polar coordinates, and LogPolarBM for logarithmic amplitude.
result PolarBM and LogPolarBM achieve superior modeling accuracy compared to conventional models, including deep neural networks.

We introduce a fully coherent spin network amplitude whose expansion generates all SU(2) spin networks associated with a given graph. We then give an explicit evaluation of this amplitude for an arbitrary graph. We show how this coherent amplitude can be obtained from the specialization of a generating functional obtai…

2012-01-17abs ↗pdf ↗

We study topological open string amplitudes on orientifolds without fixed planes. We determine the contributions of the untwisted and twisted sectors as well as the BPS structure of the amplitudes. We illustrate our general results in various examples involving D-branes in toric orientifolds. We perform the computation…

2004-11-24abs ↗pdf ↗

Quantum method speeds up risk estimation for insurance tail risks.

problem Sample-sparsity in classical Monte Carlo methods for tail risk pricing.
method Quantum Amplitude Estimation (QAE) with Grover amplification.
result Quantum method achieves convergence approaching order reciprocal N, enabling high-resolution tail estimation within practical budgets.

The paper proves a category of dg manifolds with finite positive amplitude.

problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L[1]L_\infty[1]-algebras.
result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.

Algorithm finds frequencies, amplitudes, and phases of sinusoids in noisy data.

problem Finding frequencies, amplitudes, and phases of sinusoids in noisy data.
method Maximum likelihood approach to estimate tone parameters from contaminated observations. Successively estimates frequencies and jointly optimizes amplitudes and phases.
result Near-linear computational complexity (O(N)) for estimating MM number of sinusoidal sources.

We decompose the exchange rates returns of 41 currencies (incl. gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal Spanning Trees for each group independently, and analyze properties of these trees. We show that both the sign and the …

2009-11-16abs ↗pdf ↗

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.

Transformers predict scattering amplitudes in theoretical physics.

problem Computing exact coefficients of scattering amplitudes in N = 4 SYM theory.
method Applied Transformers to predict integer coefficients of scattering amplitudes.
result Transformers achieve high (> 98%) accuracy on predicting scattering amplitudes.

The transition amplitudes between coherent states on a coherent state manifold are expressed in terms of the embedding of the coherent state manifold into a projective Hilbert space. Consequences for the dimension of projective Hilbert space and a simple geometric interpretation of Calabi's diastasis follows.

1997-07-31abs ↗pdf ↗

The paper maps time-series onto networks to reveal hidden joint information.

problem Extract hidden joint information from uncorrelated time-series.
method Discretize time-series amplitudes, map onto networks, measure coupling deviations, and compare with Gaussian distributions.
result Markets may possess joint patterns even if initially uncorrelated.

Proposes a new complex Gaussian distribution for better modeling of complex-valued signals.

problem Limited ability of Gaussian distribution to represent diverse amplitude characteristics.
method Introduces a power-weighted noncentral complex Gaussian distribution on the complex plane.
result Consistently outperforms conventional distributions in log-likelihood for speech power spectra.

Quantum tech speeds up financial risk assessment.

problem Improving credit valuation adjustments using quantum mechanics.
method Developed a quantum algorithm using Bayesian quantum amplitude estimation and engineered likelihood functions.
result Significant speedup in quantum computations for CVA over classical methods.

Enhances quantum sensing by eliminating multiple oscillations in field amplitude estimation.

problem Multiple oscillations in field amplitude estimation due to inter-qubit interactions at high qubit densities.
method Adopting a quantum circuit learning framework to approximate a target function by optimizing gate parameters.
result Elimination of multiple oscillations, leading to enhanced dynamic range of quantum sensing.

Quantum algorithm reduces CVA risk-neutral expectation estimation costs.

problem Reducing Monte Carlo sampling cost for CVA on real quantum hardware.
method Noise-aware quantum workflow combining market calibration, discretisation, and oracle construction.
result CABIQAE achieves lower classical post-processing runtime and more effective error exploitation.

Quantum method improves CVaR evaluation under correlated fields.

problem Accurately evaluating CVaR in high-dimensional, correlated material uncertainty.
method Quantum-enhanced inference framework using stabilized IQAE.
result Quantum method achieves lower oracle complexity than classical methods.

This study analyzes cryptocurrency market dynamics using a novel qq-dependent detrended cross-correlation method.

problem Capturing correlations at varying fluctuation amplitudes and time scales in complex systems.
method Extends traditional metrics with qq-dependent detrended cross-correlation coefficient ρ(q,s) and qqMSTs.
result Significant shifts in network structures during major disruptions, leading to decentralized correlations.

This paper presents a new algorithm, termed \emph{truncated amplitude flow} (TAF), to recover an unknown vector x\bm{x} from a system of quadratic equations of the form yi=ai,x2y_i=|\langle\bm{a}_i,\bm{x}\rangle|^2, where ai\bm{a}_i's are given random measurement vectors. This problem is known to be \emph{NP-hard} in genera…

2016-05-26abs ↗pdf ↗

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

problem Analyzing Bergman projections with Gevrey weights.
method Extending direct approach to semiclassical asymptotics to Gevrey weights using Fourier integral operators.
result Gevrey symbol amplitude of asymptotic Bergman projection with Gevrey weights and Gevrey-type growth rate.

New sigma models compute graviton scattering amplitudes from quaternionic geometry.

problem Computing graviton scattering amplitudes from quaternionic geometry.
method Introducing new twistor sigma models that encode finite non-linear perturbations of flat structures.
result Provides a first-principles derivation of Hodges' formula for MHV graviton amplitudes.

This letter presents a novel Block Bayesian Hypothesis Testing Algorithm (Block-BHTA) for reconstructing block sparse signals with unknown block structures. The Block-BHTA comprises the detection and recovery of the supports, and the estimation of the amplitudes of the block sparse signal. The support detection and rec…

2015-08-22abs ↗pdf ↗

A typical audio signal processing pipeline includes multiple disjoint analysis stages, including calculation of a time-frequency representation followed by spectrogram-based feature analysis. We show how time-frequency analysis and nonnegative matrix factorisation can be jointly formulated as a spectral mixture Gaussia…

2019-01-31abs ↗pdf ↗

Study cryptocurrency price dynamics using adaptive EMD and spectral analysis.

problem Analyze the time-varying volatility of cryptocurrency prices.
method Adaptive complementary ensemble empirical mode decomposition (ACE-EMD) and Hilbert spectral analysis.
result Reveal the properties of various timescales in cryptocurrency price dynamics.

Deep learning helps remove secondary BB-mode polarization to detect primordial gravitational waves.

problem Removing secondary BB-mode polarization from CMB data to detect primordial gravitational waves.
method Applied deep learning (ResUNet-CMB) to estimate and remove multiple sources of secondary BB-mode polarization.
result Deep learning can produce nearly optimal, unbiased estimates of the amplitude of primordial gravitational waves.