A new algorithm performs Fourier transforms using a minimal number of samples. The fast Fourier transform, one of the most important algorithms of the 20th century, revolutionized signal processing.
We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...
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 ...
COFDM, the modulation method used by most terrestrial DTV standards, depends on implementation of the Fast Fourier Transform (FFT) for demodulating the thousands of carriers used in OFDM system. An ...
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 ...
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 ...
Risk: Fourier transform algorithms for pricing and hedging discretely sampled exotic variance products and volatility derivatives under additive processes
Fourier transform algorithms for pricing and hedging discretely sampled exotic variance products and volatility derivatives under additive processes
Science Daily: Leaner Fourier transforms: New algorithm can separate signals into their individual frequencies using a minimal number of samples
Leaner Fourier transforms: New algorithm can separate signals into their individual frequencies using a minimal number of samples