3 papers
math.CA2026
Projected Inner-Function Dynamics and Crystalline Measures of Meyer-Blaschke type
Oleg Szehr, Rachid Zarouf
We generalize a construction of Yves Meyer of sparse crystalline measures arising from powers of a Blaschke factor. Starting from a recursion on the unit circle wher…
eess.SP2026
Signal Recovery from Time and Frequency Samples
Mert Kayaalp, Oleg Szehr
We analyze signal recovery when samples are taken concomitantly from a signal and its Fourier transform. This two-sided sampling framework extends classical one-sided reconstructio…
stat.ML2025
Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero
Matteo Maggiolo, Giuseppe Nuti, Miroslav Å trupl +1
This paper examines replication portfolio construction in incomplete markets - a key problem in financial engineering with applications in pricing, hedging, balance sheet managemen…