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Behavior based learning in identifying High Frequency Trading strategies.
Steve Y. Yang
Mark E. Paddrik
Roy Hayes
Andrew Todd
Andrei Kirilenko
Peter A. Beling
William T. Scherer
Published in:
CIFEr (2012)
Keyphrases
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high frequency
low frequency
wavelet transform
high resolution
discrete wavelet transform
high frequencies
machine learning
high quality
frequency band