Buy Low, Sell High: A High Frequency Trading Perspective.
Álvaro CarteaSebastian JaimungalJason RicciPublished in: SIAM J. Financial Math. (2014)
Keyphrases
- high frequency
- low frequency
- high resolution
- visual quality
- wavelet transform
- wavelet coefficients
- high frequencies
- subband
- frequency domain
- discrete wavelet transform
- low pass
- low spatial resolution
- high frequency components
- multi resolution analysis
- multiresolution
- wavelet domain
- wavelet decomposition
- frequency band