Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting.
Adamantios NtakarisMoncef GabboujJuho KanniainenPublished in: CoRR (2023)
Keyphrases
- high frequency
- low frequency
- foreign exchange
- recurrent neural networks
- long short term memory
- high resolution
- visual quality
- wavelet transform
- subband
- wavelet coefficients
- trading strategies
- short term
- low pass
- discrete wavelet transform
- exchange rate
- wavelet domain
- high frequencies
- wavelet decomposition
- stock market
- high frequency components
- multi resolution analysis
- phase shifting
- frequency band
- filter bank
- subband decomposition
- multiscale