Fourier Transforms are used to detect cyclical patterns within price movements. A subdivision of spectral analysis (used in general engineering), Fourier transforms can be used to extract dominant cycles from any data series (e.g.
Fast Fourier Transform
A method by which to decompose data into a sum of sinusoids of varying cycle length, with each cycle being a fraction of a common fundamental cycle length.
Fast Fourier Transform
Decomposes a periodic series of data into its component frequencies.
Failure Swing ...
FOURIER TRANSFORM
Overview
Fourier Transforms were originally developed as an engineering tool to study repetitious phenomena such as the vibration of a stringed musical instrument or an airplane wing during flight.
Fast Fourier Transform: An efficient algorithm to compute the discrete Fourier transform (DFT) and it's inverse.
Most solutions [7, 10, 15] Size of data reduction performed, then indexing the reduced data with a spatial access method. Singular Value Decomposition (SVD), Discrete Fourier transform (DFT), Discrete wave transform (DWT), ...
Solution via risk neutral pricing or via the PDE approach using Fourier transforms (includes discussion of other option types), Simon Leger
Step-by-step solution of the Black-Scholes PDE, planetmath.org.
 See also: Analysis, Trading, Series, Transform, Indicator
  
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