Stochastic control problems in finance often involve complex controls at discrete times. As a result, numerically solving such problems using, for example, methods based on partial differential or ...
We provide a bound for the error committed when using a Fourier method to price European options, when the underlying follows an exponential Lévy dynamic. The price ...
Technique exploits the separation of noise and information when measuring the residual error with a cost functions after transform calculations convert a spectrum into a set of waves.
Recently, a research team led by Prof. GAO Minguang and Associate Prof. LI Xiangxian from Hefei Institutes of Physical Science (HFIPS), Chinese Academy of Sciences (CAS), has developed a spectral ...
A new study finds that a 200-year-old technique called Fourier analysis can reveal crucial information about how the form of artificial intelligence called deep neural networks (DNN) learn to perform ...
Microsoft Office Excel contains a data analysis add-in that allows to to perform a Fourier analysis of a series of numbers. So named for the French mathematician who developed the analytic technique ...
APPM 5350 Methods in Applied Mathematics: Fourier Series and Boundary Value Problems Restricted to graduate students. Same as APPM 4350. Prerequisites: Restricted to Graduate Students only.
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