We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...

简 介： 利用FFT算法实现快速傅里叶变换， 在理论、工程中具有非常广泛的应用。除了能够在合适的计算平台完成FFT算法，同时还需要注意到它在频谱分析中可能带来的频率混叠以及频率泄露等问题。 今天下午的信号与系统， 给同学们介绍了离散傅里叶 ...

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 ...

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 ...

The Fast Fourier Transform (FFT) is an implementation of the Discrete Fourier Transform (DFT) using a divide-and-conquer approach. A DFT can transform any discrete signal, such as an image, to and ...

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 ...