Automatic High-Frequency Trading: An Application to Emerging Chilean Stock Market.
Broderick CrawfordRicardo SotoMarco Alarcón San MartínHanns de la Fuente MellaCarlos CastroFernando ParedesPublished in: Sci. Program. (2018)
Keyphrases
- high frequency
- stock market
- stock exchange
- trading rules
- stock data
- low frequency
- stock trading
- financial markets
- trading strategies
- foreign exchange
- trading systems
- trading signals
- technical indicators
- high resolution
- stock price
- visual quality
- short term
- financial time series
- wavelet transform
- discrete wavelet transform
- high frequencies
- subband
- financial information
- financial data
- wavelet coefficients
- wavelet domain
- stock market data
- investment strategies
- garch model
- financial news
- stock returns
- face recognition
- stock index futures
- frequency domain
- market data
- computer vision