We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...
Sparse Fourier Transform (SFT) algorithms constitute a transformative approach to spectral analysis by leveraging the inherent sparsity of signals in the frequency domain. In contrast to the ...
The Fast Fourier Transform (FFT) remains a cornerstone of digital signal processing, underpinning applications from telecommunications to medical imaging. Modern FFT processors and architectures have ...
Researchers have developed a new algorithm that, in a large range of practically important cases, improves on the fast Fourier transform. Under some circumstances, the improvement can be dramatic -- a ...
In January, four MIT researchers showed off a replacement for one of the most important algorithms in computer science. Dina Katabi, Haitham Hassanieh, Piotr Indyk, and Eric Price have created a ...
A group of MIT researchers believe they’ve found a way to speed up audio, video, and image compression by improving on the Fourier Transform. They say the new algorithm is up to ten times faster than ...
For a large range of practically useful cases, MIT researchers find a way to increase the speed of one of the most important algorithms in the information sciences. The Fourier transform is one of the ...
The Fourier transform is one of the most fundamental concepts in the information sciences. It’s a method for representing an irregular signal — such as the voltage fluctuations in the wire that ...
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