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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.

168,742 papers · 148 categories

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48 results for complex wavelets

The wavelet transform has seen success when incorporated into neural network architectures, such as in wavelet scattering networks. More recently, it has been shown that the dual-tree complex wavelet transform can provide better representations than the standard transform. With this in mind, we extend our previous meth…

2018-06-04abs ↗pdf ↗

Paper introduces rational Gaussian wavelets for efficient signal approximation.

problem Efficiently approximating complex signals with few coefficients.
method Continuous wavelet transform using rational Gaussian wavelets with adjustable parameters.
result Proposed rational Gaussian wavelets provide accurate signal approximations.

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.

New method estimates and samples high-dimensional probability distributions avoiding optimization and approximation curse.

problem Estimating high-dimensional probability distributions from data samples.
method Hierarchic probability flow from coarse to fine scales, defined by conditional probabilities across scales.
result Sampling hierarchic models avoids critical slowing down at phase transitions and generates turbulence and dark matter images.

We introduce a wavelet-domain functional analysis of variance (fANOVA) method based on a Bayesian hierarchical model. The factor effects are modeled through a spike-and-slab mixture at each location-scale combination along with a normal-inverse-Gamma (NIG) conjugate setup for the coefficients and errors. A graphical mo…

2016-02-12abs ↗pdf ↗

In this work we propose a method for learning wavelet filters directly from data. We accomplish this by framing the discrete wavelet transform as a modified convolutional neural network. We introduce an autoencoder wavelet transform network that is trained using gradient descent. We show that the model is capable of le…

2018-02-08abs ↗pdf ↗

Stockformer uses wavelet transform and multi-task learning to predict stock returns and trends.

problem Challenges in predicting market dynamics due to policy uncertainty and economic events.
method Integrates wavelet transformation and multitask self-attention networks to capture market trends and fluctuations.
result Stockformer outperforms existing models on multiple real stock market datasets, demonstrating exceptional stability and reliability.

A deep learning framework learns wavelet packet transforms for efficient feature extraction.

problem Efficiently extracting meaningful time-frequency features from high-frequency signals.
method Learnable wavelet packet transforms using deep learning.
result Improved spectral leakage and enhanced anomaly detection performance.

Kernel extreme learning machine (KELM) is a novel feedforward neural network, which is widely used in classification problems. To some extent, it solves the existing problems of the invalid nodes and the large computational complexity in ELM. However, the traditional KELM classifier usually has a low test accuracy when…

2019-02-20abs ↗pdf ↗

Wavelet Kolmogorov-Arnold Networks improve federated learning performance.

problem Improving performance in federated learning with heterogeneous data.
method Implemented Wav-KAN with CWT and DWT for multiresolution capability, integrating wavelet-based activation functions.
result Significant improvements in computational efficiency, robustness, and accuracy in federated learning.

We discuss approximation of functions using deep neural nets. Given a function ff on a dd-dimensional manifold ΓRmΓ\subset \mathbb{R}^m, we construct a sparsely-connected depth-4 neural network and bound its error in approximating ff. The size of the network depends on dimension and curvature of the manifold ΓΓ, the…

2015-09-24abs ↗pdf ↗

This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based measures for their performance in following trend inflation and predicting future inflation.…

2011-03-29abs ↗pdf ↗

Complex systems are composed of mutually interacting components and the output values of these components are usually long-range cross-correlated. We propose a method to characterize the joint multifractal nature of such long-range cross correlations based on wavelet analysis, termed multifractal cross wavelet analysis…

2016-10-29abs ↗pdf ↗

Paper introduces a neural framework for accurate energy forecasting.

problem Challenges of forecasting energy demand and supply due to variability of renewable sources and dynamic consumption patterns.
method Integrates Neural ODEs, graph attention, multi-resolution wavelet transformations, and adaptive learning of frequencies.
result Consistently outperforms state-of-the-art baselines in various forecasting metrics across diverse datasets.

Optimizes wavelets for graph classification using spectral wavelet signatures and persistence diagrams.

problem Graph classification with geometric properties encoded in persistence diagrams.
method Optimizes spectral wavelets for graph datasets to capture best-suited features for classification.
result Competitive performance in graph classification problems compared to other persistence-based architectures.

A new algorithm for optimizing huge-scale black-box problems with reduced memory usage.

problem Optimizing huge-scale black-box problems with limited vector operations.
method ZO-BCD algorithm for zeroth-order optimization with reduced memory footprint.
result ZO-BCD achieves state-of-the-art adversarial attack success rate of 97.9%.

Improved texture synthesis using wavelet-based statistics with rectifier non-linearity.

problem Improving texture synthesis quality using wavelet representations.
method Proposes a family of statistics based on non-linear wavelet representations with a generalized rectifier non-linearity.
result Significantly improves visual quality of texture synthesis compared to classical wavelet-based models.

Mutually interacting components form complex systems and the outputs of these components are usually long-range cross-correlated. Using wavelet leaders, we propose a method of characterizing the joint multifractal nature of these long-range cross correlations, a method we call joint multifractal analysis based on wavel…

2016-11-03abs ↗pdf ↗

We present graph wavelet neural network (GWNN), a novel graph convolutional neural network (CNN), leveraging graph wavelet transform to address the shortcomings of previous spectral graph CNN methods that depend on graph Fourier transform. Different from graph Fourier transform, graph wavelet transform can be obtained …

2019-04-12abs ↗pdf ↗

A complex-valued convolutional network (convnet) implements the repeated application of the following composition of three operations, recursively applying the composition to an input vector of nonnegative real numbers: (1) convolution with complex-valued vectors followed by (2) taking the absolute value of every entry…

2015-03-11abs ↗pdf ↗

A new WNN framework selects wavelet bases for efficient learning.

problem Challenges in constructing accurate wavelet bases and high computational costs in WNN.
method Introduces a constructive WNN that selects initial bases and trains functions by introducing new bases for predefined accuracy while reducing computational costs.
result Significantly improves computational efficiency through a frequency estimator and wavelet-basis increase mechanism.

Pixel intensity is a widely used feature for clustering and segmentation algorithms, the resulting segmentation using only intensity values might suffer from noises and lack of spatial context information. Wavelet transform is often used for image denoising and classification. We proposed a novel method to incorporate …

2019-07-05abs ↗pdf ↗

WaveletGAN improves GANs by homogenizing noise through multi-channel wavelet filtering.

problem Current noise generation models in GANs struggle with homogenizing noise, leading to low-fidelity samples.
method Proposes a multi-channel wavelet-based filtering method to homogenize noise in GANs.
result WaveletGAN generates high-fidelity samples with the smallest FIDs on Fashion-MNIST, KMNIST, and SVHN datasets.

Wav-KAN improves neural network interpretability and performance.

problem Challenges in interpretability, training speed, robustness, and performance of traditional neural networks.
method Integrates wavelet functions into the Kolmogorov-Arnold network structure for efficient data representation.
result Enhanced accuracy, faster training speeds, and increased robustness compared to existing methods.

In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces and associated integral operators, we define a family of continuous wavelets by …

2019-03-15abs ↗pdf ↗

Study examines cryptocurrency behavior during and after the pandemic.

problem Impact of the pandemic on cryptocurrency long-term memory and volatility.
method Used wavelet-based Hurst exponent analysis on eleven important coins.
result Long-term memory of returns mildly affected during pandemic, but volatility suffered temporary impact.

Volatility dynamics of wavelet - filtered stock price time series is studied. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of volatility dynamics of denoised series are noticeably different…

2006-12-18abs ↗pdf ↗

Express Wavenet reduces neural network parameters to 1% of standard networks.

problem Optical neural networks with high parameter count.
method Wavelet modulation, random shift wavelets, expressway structure.
result Express Wavenet achieves high accuracy with significantly fewer parameters.