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Developing sustainable trading strategies using directional changes with high frequency data.
Ailun Ye
Venkata L. Raju Chinthalapati
Antoaneta Serguieva
Edward P. K. Tsang
Published in:
IEEE BigData (2017)
Keyphrases
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high frequency
high quality
historical data
image data
general purpose
subband
visual quality
trading strategies
feature selection
high level
wavelet transform
data mining techniques
low frequency
subband decomposition