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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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255176101 · Jun 202019922001200920172026
48 results for frequency modulation

Paper proposes a time-frequency analysis method for blind modulation classification in MIMO systems.

problem Blind modulation classification in MIMO systems with overlapping signals and unknown channel parameters.
method Time-frequency analysis using windowed short-time Fourier transform, conversion to RGB spectrogram images, convolutional neural network for classification, decision fusion.
result Proposed scheme achieves high classification accuracy at different SNRs, outperforming existing methods.

Improves Bayesian optimization efficiency for mixed variable spaces.

problem Boosting sample efficiency in Bayesian optimization for mixed variable spaces.
method Proposes frequency modulated (FM) kernels to model complex dependencies across different types of variables.
result BO-FM outperforms competitors in various optimization problems.

NFM models time-series data directly in the Fourier domain, achieving state-of-the-art performance.

problem Traditional time-series analysis focuses on the time domain, limiting flexibility.
method NFM models time-series data in the Fourier domain, using frequency extrapolation and interpolation.
result NFM achieves state-of-the-art performance on various time-series tasks.

Improved recurrent neural networks learn long-term dependencies through multi-scale memory.

problem Capturing long-term dependencies in recurrent neural networks.
method Incremental training of a modular RNN architecture with multi-scale hidden states.
result Incremental training and multi-scale memory enhance RNNs' ability to learn long-term dependencies.

Frequency estimation is a fundamental problem in signal processing, with applications in radar imaging, underwater acoustics, seismic imaging, and spectroscopy. The goal is to estimate the frequency of each component in a multisinusoidal signal from a finite number of noisy samples. A recent machine-learning approach u…

2019-06-03abs ↗pdf ↗

AaSP improves audio self-supervised learning by addressing aliasing issues.

problem Alias issues in audio spectrogram transformers.
method AaSP combines aliasing-aware patch representation, teacher-student masked modeling, cross-attention predictor, and contrastive regularization.
result AaSP learns more stable representations that integrate high-frequency cues.

In this paper we present a novel model of the primary visual cortex (V1) based on orientation, frequency and phase selective behavior of the V1 simple cells. We start from the first level mechanisms of visual perception: receptive profiles. The model interprets V1 as a fiber bundle over the 2-dimensional retinal plane …

2019-10-11abs ↗pdf ↗

We present a novel high frequency residual learning framework, which leads to a highly efficient multi-scale network (MSNet) architecture for mobile and embedded vision problems. The architecture utilizes two networks: a low resolution network to efficiently approximate low frequency components and a high resolution ne…

2019-05-07abs ↗pdf ↗

Paper proposes neural network for efficient MIMO channel estimation and pilot reduction.

problem High overhead from pilot transmission in wideband MIMO systems.
method Neural network architecture for frequency-aware pilot design and channel estimation, with pruning technique.
result Neural network outperforms linear minimum mean square error (LMMSE) estimation.

tempdisagg transforms low-frequency data into high-frequency estimates.

problem Transforming low-frequency data into high-frequency estimates.
method Uses econometric techniques including Chow-Lin, Denton, Litterman, Fernandez, and uniform interpolation.
result Transforms low-frequency aggregates into consistent, high-frequency estimates.

Model detects market anomalies using a Hawkes process with hidden Markov chain.

problem Detecting high-frequency market manipulation in cryptocurrency trades.
method Developed a Markov-modulated Hawkes process with piecewise constant excitation kernels.
result Demonstrated the model's effectiveness in detecting suspicious trading activities.

MaskCycleGAN-VC improves voice conversion without parallel data.

problem Limited ability to convert mel-spectrogram data without parallel data.
method Integrates a novel auxiliary task called filling in frames (FIF) to learn time-frequency structures.
result MaskCycleGAN-VC outperforms existing methods with similar model size.

FredNormer improves time series forecasting by adapting to frequency domain patterns.

problem Current normalization methods struggle with non-stationary time series due to their time-domain approach.
method FredNormer analyzes frequency components, adapts weights, and improves robustness.
result FredNormer boosts forecasting accuracy by 33.3% on ETTm2 dataset.

FreDN separates trends and periodicities in non-stationary time series forecasts.

problem Spectral entanglement and computational burden in frequency-domain methods for non-stationary time series.
method FreDN introduces a learnable Frequency Disentangler module to separate trend and periodic components directly in the frequency domain, and uses a ReIm Block to reduce complexity.
result FreDN outperforms state-of-the-art methods by up to 10% on long-term forecasting benchmarks.

This research explores principles of Lipschitz continuity in neural networks for robustness and generalization.

problem Ensuring robustness and generalization in neural networks, especially to small input perturbations and out-of-distribution data.
method Two complementary perspectives: internal (training dynamics) and external (frequency signal propagation).
result Advances in understanding the principles of Lipschitz continuity in neural networks.

FRA-Attack improves adversarial transferability for closed-source MLLMs by aligning visual focus across models.

problem Improving adversarial transferability for closed-source MLLMs, especially with high accuracy.
method Unified frequency-domain regularization approach: high-pass DCT objective for feature alignment and Frequency-domain Gradient Regularization (FGR) for gradient optimization.
result FRA-Attack achieves superior cross-model transferability, especially on GPT-5.4, Claude-Opus-4.6, and Gemini-3-flash.

Neural HMM with AGA captures multi-scale dynamics in financial markets.

problem Capturing multi-scale temporal dynamics in financial markets.
method Parallel multi-resolution encoders, adaptive gating, and multi-head attention.
result Outperforms fixed-resolution baselines in predicting price movements and liquidity shocks.

A streaming algorithm estimates quadratic covariation from financial data efficiently.

problem Estimating quadratic covariation from ultra-high-frequency financial data with limited memory.
method Formulated multi-scale, realized kernel, pre-averaging, and modulated realized covariance estimators with fixed bandwidth.
result Fixed bandwidth estimators require higher bandwidth for positive semidefiniteness.

DEPTS learns to forecast periodic time series with improved accuracy.

problem Forecasting periodic time series is challenging due to complex dependencies and diverse periods.
method DEPTS uses a decoupled formulation with an expansion module and a periodicity module to handle these challenges.
result DEPTS significantly improves forecasting accuracy, reducing errors by up to 20%.

Enhances count process modelling with Markov-modulated non-homogeneous Poisson process.

problem Count data modelling challenges, especially in complex scenarios.
method Introduces a flexible frequency perturbation measure into Markov-modulated Poisson process framework.
result Natural incorporation of observed event arrivals and latent factors.

WaveLSFormer learns profitable trading policies from financial time series data.

problem Challenges in learning profitable intraday trading policies from financial time series data.
method WaveLSFormer uses a learnable wavelet-based long-short Transformer to jointly perform multi-scale decomposition and return-oriented decision learning.
result WaveLSFormer consistently outperforms MLP, LSTM, and Transformer backbones in trading performance.

Study shows invariant curves in tubular origami dynamics, revealing geometric barriers to folding transitions.

problem Understanding the dynamics and geometric barriers in tubular origami structures.
method Kolmogorov--Arnold--Moser (KAM) theory and numerical simulations.
result Invariant curves persist in large module limits, providing phase-space interpretation of folding modes.

We propose a novel class of Gaussian processes (GPs) whose spectra have compact support, meaning that their sample trajectories are almost-surely band limited. As a complement to the growing literature on spectral design of covariance kernels, the core of our proposal is to model power spectral densities through a rect…

2019-09-16abs ↗pdf ↗

The study identifies and analyzes different market regimes in equity markets using advanced signal processing techniques.

problem Understanding and quantifying the dynamics of different market regimes in equity markets.
method Data-driven Hilbert--Huang Transform for regime identification, Holo--Hilbert Spectral Analysis for profiling, and Variable-Length Markov Chains for return dynamics modeling.
result Developed markets normalize more effectively as stress subsides, while developing markets retain residual tail dependence and downside persistence.

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.

FFN addresses spectral bias in neural value approximation, improving reinforcement learning performance.

problem Spectral bias in neural value approximation, leading to slow convergence and poor performance.
method Proposes Fourier feature networks (FFN) to overcome spectral bias by using a composite neural tangent kernel.
result FFN achieves state-of-the-art performance on challenging continuous control domains with faster convergence and better stability.

Spectrum sensing is of critical importance in any cognitive radio system. When the primary user's signal has uncertain parameters, the likelihood ratio test, which is the theoretically optimal detector, generally has no closed-form expression. As a result, spectrum sensing under parameter uncertainty remains an open qu…

2019-07-15abs ↗pdf ↗

FiLM improves deep learning for long-term time series forecasting.

problem Preserving historical information without overfitting noise.
method Applies Legendre Polynomials and Fourier projections, adds low-rank approximation.
result Significantly improves multivariate and univariate forecasting accuracy.

Learning to solve sequential tasks with recurrent models requires the ability to memorize long sequences and to extract task-relevant features from them. In this paper, we study the memorization subtask from the point of view of the design and training of recurrent neural networks. We propose a new model, the Linear Me…

2020-01-31abs ↗pdf ↗

DUET enhances multivariate time series forecasting by clustering time and channels.

problem Heterogeneous temporal patterns and complex channel correlations in multivariate time series.
method DUET uses dual clustering on temporal and channel dimensions to handle these challenges.
result DUET achieves state-of-the-art performance on 25 real-world datasets.

The task of estimating the fundamental frequency of a monophonic sound recording, also known as pitch tracking, is fundamental to audio processing with multiple applications in speech processing and music information retrieval. To date, the best performing techniques, such as the pYIN algorithm, are based on a combinat…

2018-02-17abs ↗pdf ↗

HyFAD improves time series imputation by combining time and frequency diffusion.

problem Improve time series imputation by handling frequency-sensitive denoising and balancing global and local dynamics.
method HyFAD is a hybrid time-frequency diffusion model with frequency-aware embedding, built on DDPM paradigm.
result HyFAD achieves state-of-the-art performance in time series imputation.

SSMs have a built-in bias towards low-frequency components, which can be adjusted.

problem Frequency bias in SSMs affects their performance on long-range sequences.
method Proposed two mechanisms to tune frequency bias: scaling initialization or applying a Sobolev-norm-based filter.
result Tuning frequency bias improves SSMs' performance on long-range sequence learning tasks.