4 papers
CryptoL: Towards Scale Dominance and Physics Constraints Mitigation in Financial Multivariate Time Series Forecasting
Yalda Taheri, Mohammad Hassan Heydari, Armon Rasooli +3
Cryptocurrency forecasting presents a distinctive combination of extreme cross-asset scale heterogeneity, non-stationary dynamics, and structural dependencies among Open, High, Low…
Global minimax risk and acquisition laws for heterogeneous information fusion
Armon Rasooli, Mohammad Sadegh Narimani
We prove an all-allocation global target-risk theorem for independent Gaussian sources that share a scalar nuisance and an unknown contact coordinate. For a fixed immersed nuisance…
Sharp Minimax Limits and Compatibility Spectra for Critical Near-DFT Index-Only Frequency Estimation
Armon Rasooli, Mohammad Sadegh Narimani
An -channel discrete Fourier transform (DFT) channelizer routes an on-grid sinusoid to a single output. When each frame reports only one energy-proportional channel index, signe…
Compressed Single-Tone Frequency Estimation With Unknown Complex Gain: Singular Rates and Global Identifiability
Armon Rasooli
Fixed linear compression can preserve local Fisher information for a sinusoid yet destroy global frequency identification, while a dark response can make local estimation nonregula…