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Record W4389206349 · doi:10.22215/etd/2023-15761

Wavelet Density Estimation with Applications to Finance

2023· dissertation· en· W4389206349 on OpenAlexaff
Xiang Zhao

Bibliographic record

Venuenot available
Typedissertation
Languageen
FieldComputer Science
TopicImage and Signal Denoising Methods
Canadian institutionsCarleton University
Fundersnot available
KeywordsMultivariate kernel density estimationWaveletDiscrete wavelet transformEstimatorMathematicsKernel density estimationMinimaxDensity estimationStationary wavelet transformWavelet transformCascade algorithmBesov spaceSecond-generation wavelet transformLifting schemeWavelet packet decompositionApplied mathematicsMathematical optimizationComputer scienceArtificial intelligenceStatisticsVariable kernel density estimationKernel methodSupport vector machineInterpolation space

Abstract

fetched live from OpenAlex

This thesis represents a study of the topic of wavelet density estimation. The study includes a detailed analysis of the construction of wavelet functions, the Discrete Wavelet Transform algorithm, the study of the minimax $L_2$ risk of a wavelet density estimator for densities from Sobolev spaces and Besov spaces, as well as some applications of the wavelet density estimation theory to real-world financial data. Our application demonstrates that a linear wavelet density estimator behaves similarly to a kernel density estimator, whereas a nonlinear wavelet density estimator with universal threshold leads to superior prediction results.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.947
Threshold uncertainty score0.822

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.312
Teacher spread0.292 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designOther design
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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