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 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.

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 ...

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

The Fourier transform, which splits a complicated signal into individual pure frequencies, was devised over 200 years ago but only became widely used after the development of an algorithm called the ...

Design linear discrete-time systems and filters and analyze their behavior. Represent continuous-time signals and linear systems in discrete time, so that such signals can be recovered in continuous ...

This paper presents an efficient methodology for discrete Asian options that is consistent with different types of underlying densities – especially non-normal returns as suggested in the empirical ...

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 ...

Over at Quanta Magazine [Shalma Wegsman] asks What Is the Fourier Transform? [Shalma] begins by telling you a little about Joseph Fourier, the French mathematician with an interest in heat propagation ...