arXiv research

Study on Matérn covariance approximations on grids, finding issues with high-frequency aliasing.

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

Training deep reinforcement learning agents complex behaviors in 3D virtual environments requires significant computational resources. This is especially true in environments with high degrees of aliasing, where many states share nearly identical visual features. Minecraft is an exemplar of such an environment. We hypo…

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 …

Deep learning has become an area of interest in most scientific areas, including physical sciences. Modern networks apply real-valued transformations on the data. Particularly, convolutions in convolutional neural networks discard phase information entirely. Many deterministic signals, such as seismic data or electrica…

WaveCycleGAN has recently been proposed to bridge the gap between natural and synthesized speech waveforms in statistical parametric speech synthesis and provides fast inference with a moving average model rather than an autoregressive model and high-quality speech synthesis with the adversarial training. However, the …

Accelerated magnetic resonance (MR) scan acquisition with compressed sensing (CS) and parallel imaging is a powerful method to reduce MR imaging scan time. However, many reconstruction algorithms have high computational costs. To address this, we investigate deep residual learning networks to remove aliasing artifacts …

Proposes a curriculum-based scheme to smooth CNN feature embeddings.

A new decomposition explains over-parameterized models' counterintuitive behaviors.

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

Study proper sampling for X-ray transforms on simple surfaces.

A new iterative low complexity algorithm has been presented for computing the Walsh-Hadamard transform (WHT) of an $N$ dimensional signal with a $K$-sparse WHT, where $N$ is a power of two and $K = O(N^α)$, scales sub-linearly in $N$ for some $0 < α< 1$. Assuming a random support model for the non-zero transform domain…

Generative adversarial networks fix aliasing issues by making signals continuous.

CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.

The paper addresses instability in CNNs' first layer by proving max pooling's shift invariance.

Magnetic resonance image (MRI) reconstruction is a severely ill-posed linear inverse task demanding time and resource intensive computations that can substantially trade off {\it accuracy} for {\it speed} in real-time imaging. In addition, state-of-the-art compressed sensing (CS) analytics are not cognizant of the imag…

Due to the lack of enough generalization in the state-space, common methods in Reinforcement Learning (RL) suffer from slow learning speed especially in the early learning trials. This paper introduces a model-based method in discrete state-spaces for increasing learning speed in terms of required experience (but not r…

Measures equivariance in vision models using Lie derivative.

Study uses multi-kernel Hawkes models to analyze high-frequency price dynamics.

We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt trading rules based on chronol…

In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random walks (CTRWs) as phenomenological models of the high-frequency price dynamics. An empirical analysis performed on the 30 DJIA stocks shows …

In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random walks (CTRWs) as phenomenological models of the high-frequency price dynamics. An empirical analysis performed on the 30 DJIA stocks shows …

Local convolutions bias neural networks towards high-frequency adversarial examples.

Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an extensive empirical study estimating the maximum possible profitability of the most aggressive such practices, and arrive at figures that are surprisingly modest. By "aggressive" we mean any trading …

The study tackles modeling high-frequency financial data using continuous distributions, finding them inadequate.

Deep learning tackles label imbalance in high-frequency trading.

Study compares exponential and power-law kernels in modeling high-frequency trading data.

Proposes deep mixture models for probabilistic price movement forecasting in high-frequency trading.

Ill-posed inverse problems in imaging remain an active research topic in several decades, with new approaches constantly emerging. Recognizing that the popular dictionary learning and convolutional sparse coding are both essentially modeling the high-frequency component of an image, which convey most of the semantic in…

We study a simple modification to the conventional time of flight mass spectrometry (TOFMS) where a \emph{variable} and (pseudo)-\emph{random} pulsing rate is used which allows for traces from different pulses to overlap. This modification requires little alteration to the currently employed hardware. However, it requi…

Stochastic methods improve data assimilation with high-frequency sensor data.

Deep learning improves MRI image quality from down-sampled data.

A detailed analysis of correlation between stock returns at high frequency is compared with simple models of random walks. We focus in particular on the dependence of correlations on time scales - the so-called Epps effect. This provides a characterization of stochastic models of stock price returns which is appropriat…

New Fourier-based diffusion model improves high-frequency generation quality.

DeepVol uses high-frequency data to forecast volatility, outperforming traditional methods.

HFformer outperforms LSTM in high-frequency trading with multiple signals.

Game theory model for optimal trading with end-of-day constraints.

Study high-frequency trading patterns in cryptocurrencies.

Study tail risk in high-frequency finance using $L_1$-regularized regression.

A new high-frequency market making strategy using Deep Hawkes process.

Investigates market dynamics with informed traders and high-frequency traders.

Corrects gaps in a method for optimizing high-frequency trading strategies.

Using recent advances in the econometrics literature, we disentangle from high frequency observations on the transaction prices of a large sample of NYSE stocks a fundamental component and a microstructure noise component. We then relate these statistical measurements of market microstructure noise to observable charac…

A compact Riemannian manifold may be immersed into Euclidean space by using high frequency Laplace eigenfunctions. We study the geometry of the manifold viewed as a metric space endowed with the distance function from the ambient Euclidean space. As an application we give a new proof of a result of Burq-Lebeau and othe…

Improved LSTM cell for high-frequency trading forecasts.

New algorithm uses machine learning to predict high-frequency trading returns.

Using high-frequency time series of stock prices and share volumes sizes from January 2002-May 2009, this paper investigates whether the effects of the onset of high-frequency trading, most prominent since 2005, are apparent in the dynamics of the dollar traded volume. Indeed it is found in almost all of 14 heavily tra…

Study reveals jumps in crypto markets predict future prices.