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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.

169,291 papers · 148 categories

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481216 · Sep 201919922001200920182026
48 results for sinusoidal waves

A new method estimates nonhomogeneous Poisson process intensities with super-resolution.

problem Estimating cyclic arrival rates of nonhomogeneous Poisson processes.
method Super-resolution estimation using sinusoidal waves with unknown parameters.
result Finite sample guarantees for super-resolution estimation under suitable conditions.

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.

Paper proposes robust LAD estimators for 2D sinusoidal model, proving consistency and normality.

problem Estimation of parameters in 2D sinusoidal models with outliers or heavy-tailed noise.
method Least absolute deviation (LAD) estimators for robust parameter estimation.
result Strong consistency and asymptotic normality of LAD estimators for 2D sinusoidal model parameters.

Periodic activation functions improve neural network reliability and interpretability.

problem Neural networks reinforce hidden biases, making them unreliable and hard to interpret.
method Introduce periodic activation functions in Bayesian neural networks to establish a connection with stationary Gaussian process priors.
result Periodic activation functions, including sinusoidal, triangular, and ReLU, improve model performance and sensitivity to perturbations.

WaveQ uses sinusoidal regularization to optimize deep quantization for neural networks, improving both efficiency and accuracy.

problem Deep quantization reduces bitwidth but can lead to significant accuracy loss due to inter-layer dependencies.
method WaveQ employs sinusoidal regularization to learn multiple quantization parameters during gradient-based training, balancing compute efficiency and accuracy.
result WaveQ achieves accuracy preservation and efficiency gains across various deep networks, outperforming state-of-the-art techniques.

SinReQ adds sinusoidal regularization to improve quantized neural networks.

problem Accuracy loss in quantized deep neural networks.
method SinReQ adds a periodic term to the objective function of quantized training algorithms.
result SinReQ closes the accuracy gap by 32.4% and 27.5% compared to DoReFa and WRPN respectively.

Autoencoder estimates parameters of noisy, multi-component damped signals.

problem Parameter estimation of damped sinusoidal signals under rapid decay and noise.
method Autoencoder-based approach using latent space for frequency, phase, decay, and amplitude estimation.
result High accuracy in parameter estimation, robustness to subdominant components and phase differences.

A new KAN variant uses sinusoidal activations to approximate functions.

problem Approximating multivariable functions using neural networks.
method Replacing inner and outer functions in Kolmogorov-Arnold representation with weighted sinusoidal functions.
result The new KAN variant outperforms fixed-frequency Fourier transform and achieves comparable performance to MLPs.

A new method uses sinusoidal functions to represent timestamps as dense vectors for improving irregularly sampled time series learning.

problem Challenges in supervised learning with irregularly sampled time series due to irregular time intervals.
method Proposes a novel method to represent timestamps as dense vectors using sinusoidal functions, called Time Embeddings.
result Improves LSTM-based and classical machine learning models, especially with very irregular data.

Deep ReLU networks can approximate various signal types with exponential error decay.

problem Approximating different signal structures with deep neural networks.
method Demonstrated approximation of polynomials, sinusoidal functions, oscillatory textures, and fractals.
result Finite-width deep ReLU networks require fewer connections than wide finite-depth networks for smooth function approximation.

Method interprets LSTMs at the cell level for better understanding of their dynamics.

problem Understanding the dynamics of LSTMs at the cell level.
method A systematic pipeline for interpreting individual hidden state dynamics using response characterization methods.
result Identifies neurons with insightful dynamics and quantifies their impact on network performance.

Spiking neural networks maintain robust classification even with perturbed inputs.

problem Maintaining robustness of spiking neural networks under perturbed inputs.
method Extensive experiments on the XOR problem and benchmark datasets using SpikeProp algorithm.
result Classification ability of spiking neural networks is not significantly reduced by sinusoidal and Gaussian perturbations.

The study proposes a new interest rate model that captures long-term periodicity in U.S. Treasury yields.

problem The conventional Hull-White model fails to adequately capture long-term economic cycles in interest rates.
method The study introduces a sinusoidal Hull-White model with a time-varying mean reversion speed.
result The proposed model improves bond pricing and interest rate derivative valuation, especially for longer maturities.

Study proves interaction of three impulsive gravitational waves, showing local solution and Lipschitz continuity.

problem Interaction of three impulsive gravitational waves in Einstein vacuum equations.
method Geometric estimates and wave estimates to prove local solution and continuity.
result Local solution to Einstein vacuum equations with three impulsive gravitational waves, Lipschitz continuity.

Model-free reinforcement learning agents outperform traditional portfolio management models in asset allocation.

problem Optimizing asset allocation in financial markets with limited historical data.
method Developed and compared model-based and model-free reinforcement learning agents (DSRQN, MSM) for trading efficiency.
result Model-free reinforcement learning agents achieve superior performance in asset allocation, outperforming traditional models by 9.2% in annualized cumulative returns and 13.4% in annualized Sharpe Ratio.

Analyzes Gerstner's trochoidal waves and their geometric properties.

problem Understanding the geometry and kinematics of trochoidal waves.
method Derives velocity and arc length conditions for cycloidal, curtate, and prolate trochoids using Galilean transformations.
result Conditions for arc lengths of prolate and curtate trochoids to coincide over a wave cycle.

Deep learning model predicts wind-wave relationship.

problem Characterize ocean wave climate for engineering applications.
method Two-stage deep learning model: CNN for spatial features, LSTM for temporal dependencies.
result Predicts spatio-temporal relationship between wind and significant wave height.

New findings on plane waves in 3D spacetimes, showing non-unimodular elliptic plane waves are unique.

problem Classifying Lorentz homogeneous spaces of dimension 3, focusing on plane waves.
method Revisiting and relaxing usual completeness assumptions, characterizing homogeneous plane waves.
result Non-unimodular elliptic plane waves are unique and non-extendable, geodesically complete only if symmetric.

Classifies solutions to vacuum weighted Einstein equations on pr-waves.

problem Classifying solutions to vacuum weighted Einstein field equations on pr-waves.
method Classifying solutions using smooth metric measure spacetimes of dimension 4.
result Provides examples of solutions with special geometric properties.

High frequency limit for most of wave phenomena is known as quasiclassical limit or ray optics limit. Propagation of waves in this limit is described in terms of wave fronts and rays. Wave front is a surface of constant phase whose points are moving along rays. As it appears, their motion can be described by Hamilton e…

2001-08-23abs ↗pdf ↗

Paper explores non-uniqueness and uniqueness class for wave equations on graphs.

problem Non-uniqueness of solutions to wave equations on infinite graphs.
method Analyticity of solutions in the uniqueness class, extension to a wide class of linear evolution equations.
result Sharp uniqueness class for solutions of wave equations on graphs.

The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.

2009-11-22abs ↗pdf ↗

New method detects spike-and-wave epileptiform discharges using Kendall's Tau-b.

problem Detecting spike-and-wave epileptiform discharges in EEG signals.
method Proposes a new method based on Kendall's Tau-b coefficient.
result High Specificity and rule in (SpPIn) for spike-and-wave discharge detection.

We show that every n-dimensional locally homogeneous pp-wave is a plane wave, provided it is indecomposable and its curvature operator, when acting on 22-forms, has rank greater than one. As a consequence we obtain that indecomposable, Ricci-flat locally homogeneous pp-waves are plane waves. This generalises a classic…

2014-10-14abs ↗pdf ↗

Improved F0 estimation in noisy speech with neural networks.

problem Difficult F0 estimation at low SNRs in unexpected noise.
method Waveform-to-sinusoid regression using RNN trained on supervised data.
result Significant improvement in FPE and GPE rates compared to existing methods.

Study pp-waves with lightlike parallel spinors in vacuum spacetimes.

problem Characterize pp-waves with lightlike parallel spinors in vacuum spacetimes.
method Parametrize pp-wave spacetimes, show correspondence with Riemannian metrics, prove parallel spinor condition.
result A pp-wave spacetime with a lightlike parallel spinor corresponds to a Ricci-flat metric with a parallel spinor.

This paper solves a complex equation using Lie symmetry approach to find solitary wave and multiple soliton solutions.

problem Solving a (3 + 1)-dimensional KdV type equation.
method Lie group of transformation method to find infinitesimal generators and commutator table.
result Exact solutions of KdV type equation in explicit form.

Develops methods to construct harmonic and wave maps into variable-curvature surfaces.

problem Limited explicit constructions for harmonic and wave maps in variable-curvature settings.
method Reduction framework for pseudo-Riemannian surfaces, geometric ansatz, first-order ODEs.
result Constructs explicit harmonic and wave maps into ellipsoids, hyperboloids, and Schwarzschild exterior.