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Showing 1 to 3 of 3 for “"Fourier-based methods"”.

  1. Learning Real-World Problems by Finding Correlated Basis Functions

    Learning algorithms based on the Fourier transform attempt to learn functions by approximating the largest coefficients of their Fourier representations. Nearly all previous work in Fourier-based learning has been in the theoretical realm, where properties of the transform have made it possible to …

    byu Repository record for Learning Real-World Problems by Finding Correlated Basis Functions (opens in a new tab)

  2. Error analysis of the COS method for options pricing

    This thesis investigates the use of the Fourier cosine (COS) method for pricing European options under a variety of Lévy process models. The COS method is a Fourier-based technique that leverages the characteristic function of an asset’s returns to efficiently compute option prices. We apply it to …

    reykjavik Repository record for Error analysis of the COS method for options pricing (opens in a new tab)

  3. Noncontact heart rate measurement via period detection methods of periodic signals

    … high-speed cameras, or expensive computational methods, such as independent component analysis. The aim of this work is to apply different signal processing methods utilized in pitch detection problems of periodic signals, namely zero-crossings, autocorrelation, maximum likelihood and …

    uiuc Repository record for Noncontact heart rate measurement via period detection methods of periodic signals (opens in a new tab)